ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
125-06 |
125-13 |
0-07 |
0.2% |
128-12 |
| High |
126-01 |
126-14 |
0-13 |
0.3% |
130-11 |
| Low |
124-16 |
125-01 |
0-17 |
0.4% |
125-01 |
| Close |
125-11 |
125-19 |
0-08 |
0.2% |
125-13 |
| Range |
1-17 |
1-13 |
-0-04 |
-8.2% |
5-10 |
| ATR |
2-09 |
2-07 |
-0-02 |
-2.7% |
0-00 |
| Volume |
2,504 |
2,246 |
-258 |
-10.3% |
5,869 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-29 |
129-05 |
126-12 |
|
| R3 |
128-16 |
127-24 |
125-31 |
|
| R2 |
127-03 |
127-03 |
125-27 |
|
| R1 |
126-11 |
126-11 |
125-23 |
126-23 |
| PP |
125-22 |
125-22 |
125-22 |
125-28 |
| S1 |
124-30 |
124-30 |
125-15 |
125-10 |
| S2 |
124-09 |
124-09 |
125-11 |
|
| S3 |
122-28 |
123-17 |
125-07 |
|
| S4 |
121-15 |
122-04 |
124-26 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-28 |
139-14 |
128-10 |
|
| R3 |
137-18 |
134-04 |
126-28 |
|
| R2 |
132-08 |
132-08 |
126-12 |
|
| R1 |
128-26 |
128-26 |
125-29 |
127-28 |
| PP |
126-30 |
126-30 |
126-30 |
126-14 |
| S1 |
123-16 |
123-16 |
124-29 |
122-18 |
| S2 |
121-20 |
121-20 |
124-14 |
|
| S3 |
116-10 |
118-06 |
123-30 |
|
| S4 |
111-00 |
112-28 |
122-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-13 |
|
2.618 |
130-04 |
|
1.618 |
128-23 |
|
1.000 |
127-27 |
|
0.618 |
127-10 |
|
HIGH |
126-14 |
|
0.618 |
125-29 |
|
0.500 |
125-24 |
|
0.382 |
125-18 |
|
LOW |
125-01 |
|
0.618 |
124-05 |
|
1.000 |
123-20 |
|
1.618 |
122-24 |
|
2.618 |
121-11 |
|
4.250 |
119-02 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-24 |
126-00 |
| PP |
125-22 |
125-28 |
| S1 |
125-20 |
125-23 |
|