ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 10-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
124-11 |
124-21 |
0-10 |
0.3% |
125-10 |
| High |
124-29 |
127-07 |
2-10 |
1.9% |
127-20 |
| Low |
123-23 |
124-19 |
0-28 |
0.7% |
124-08 |
| Close |
124-12 |
126-20 |
2-08 |
1.8% |
124-17 |
| Range |
1-06 |
2-20 |
1-14 |
121.1% |
3-12 |
| ATR |
2-03 |
2-05 |
0-02 |
2.5% |
0-00 |
| Volume |
3,457 |
8,068 |
4,611 |
133.4% |
9,680 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-01 |
132-30 |
128-02 |
|
| R3 |
131-13 |
130-10 |
127-11 |
|
| R2 |
128-25 |
128-25 |
127-03 |
|
| R1 |
127-22 |
127-22 |
126-28 |
128-08 |
| PP |
126-05 |
126-05 |
126-05 |
126-13 |
| S1 |
125-02 |
125-02 |
126-12 |
125-20 |
| S2 |
123-17 |
123-17 |
126-05 |
|
| S3 |
120-29 |
122-14 |
125-29 |
|
| S4 |
118-09 |
119-26 |
125-06 |
|
|
| 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 |
138-12 |
|
2.618 |
134-03 |
|
1.618 |
131-15 |
|
1.000 |
129-27 |
|
0.618 |
128-27 |
|
HIGH |
127-07 |
|
0.618 |
126-07 |
|
0.500 |
125-29 |
|
0.382 |
125-19 |
|
LOW |
124-19 |
|
0.618 |
122-31 |
|
1.000 |
121-31 |
|
1.618 |
120-11 |
|
2.618 |
117-23 |
|
4.250 |
113-14 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-12 |
126-08 |
| PP |
126-05 |
125-27 |
| S1 |
125-29 |
125-15 |
|