ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
127-00 |
127-17 |
0-17 |
0.4% |
125-10 |
| High |
127-28 |
128-04 |
0-08 |
0.2% |
127-20 |
| Low |
126-19 |
126-06 |
-0-13 |
-0.3% |
124-08 |
| Close |
127-14 |
128-00 |
0-18 |
0.4% |
124-17 |
| Range |
1-09 |
1-30 |
0-21 |
51.2% |
3-12 |
| ATR |
2-03 |
2-03 |
0-00 |
-0.5% |
0-00 |
| Volume |
5,466 |
11,773 |
6,307 |
115.4% |
9,680 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-08 |
132-18 |
129-02 |
|
| R3 |
131-10 |
130-20 |
128-17 |
|
| R2 |
129-12 |
129-12 |
128-11 |
|
| R1 |
128-22 |
128-22 |
128-06 |
129-01 |
| PP |
127-14 |
127-14 |
127-14 |
127-20 |
| S1 |
126-24 |
126-24 |
127-26 |
127-03 |
| S2 |
125-16 |
125-16 |
127-21 |
|
| S3 |
123-18 |
124-26 |
127-15 |
|
| S4 |
121-20 |
122-28 |
126-30 |
|
|
| 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 |
136-12 |
|
2.618 |
133-06 |
|
1.618 |
131-08 |
|
1.000 |
130-02 |
|
0.618 |
129-10 |
|
HIGH |
128-04 |
|
0.618 |
127-12 |
|
0.500 |
127-05 |
|
0.382 |
126-30 |
|
LOW |
126-06 |
|
0.618 |
125-00 |
|
1.000 |
124-08 |
|
1.618 |
123-02 |
|
2.618 |
121-04 |
|
4.250 |
117-30 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-23 |
127-14 |
| PP |
127-14 |
126-29 |
| S1 |
127-05 |
126-12 |
|