ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 09-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
125-13 |
124-11 |
-1-02 |
-0.8% |
125-10 |
| High |
126-00 |
124-29 |
-1-03 |
-0.9% |
127-20 |
| Low |
124-08 |
123-23 |
-0-17 |
-0.4% |
124-08 |
| Close |
124-17 |
124-12 |
-0-05 |
-0.1% |
124-17 |
| Range |
1-24 |
1-06 |
-0-18 |
-32.1% |
3-12 |
| ATR |
2-06 |
2-03 |
-0-02 |
-3.2% |
0-00 |
| Volume |
2,035 |
3,457 |
1,422 |
69.9% |
9,680 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-29 |
127-10 |
125-01 |
|
| R3 |
126-23 |
126-04 |
124-22 |
|
| R2 |
125-17 |
125-17 |
124-19 |
|
| R1 |
124-30 |
124-30 |
124-15 |
125-08 |
| PP |
124-11 |
124-11 |
124-11 |
124-15 |
| S1 |
123-24 |
123-24 |
124-09 |
124-02 |
| S2 |
123-05 |
123-05 |
124-05 |
|
| S3 |
121-31 |
122-18 |
124-02 |
|
| S4 |
120-25 |
121-12 |
123-23 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-19 |
133-14 |
126-12 |
|
| R3 |
132-07 |
130-02 |
125-15 |
|
| R2 |
128-27 |
128-27 |
125-05 |
|
| R1 |
126-22 |
126-22 |
124-27 |
126-02 |
| PP |
125-15 |
125-15 |
125-15 |
125-05 |
| S1 |
123-10 |
123-10 |
124-07 |
122-22 |
| S2 |
122-03 |
122-03 |
123-29 |
|
| S3 |
118-23 |
119-30 |
123-19 |
|
| S4 |
115-11 |
116-18 |
122-22 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-30 |
|
2.618 |
128-00 |
|
1.618 |
126-26 |
|
1.000 |
126-03 |
|
0.618 |
125-20 |
|
HIGH |
124-29 |
|
0.618 |
124-14 |
|
0.500 |
124-10 |
|
0.382 |
124-06 |
|
LOW |
123-23 |
|
0.618 |
123-00 |
|
1.000 |
122-17 |
|
1.618 |
121-26 |
|
2.618 |
120-20 |
|
4.250 |
118-22 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-11 |
125-02 |
| PP |
124-11 |
124-27 |
| S1 |
124-10 |
124-20 |
|