ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 03-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
131-20 |
132-10 |
0-22 |
0.5% |
125-28 |
| High |
132-16 |
133-09 |
0-24 |
0.6% |
129-00 |
| Low |
130-14 |
131-14 |
1-00 |
0.8% |
124-09 |
| Close |
132-06 |
132-31 |
0-24 |
0.6% |
128-18 |
| Range |
2-02 |
1-28 |
-0-07 |
-10.5% |
4-22 |
| ATR |
2-17 |
2-15 |
-0-02 |
-1.9% |
0-00 |
| Volume |
96,929 |
54,649 |
-42,280 |
-43.6% |
1,388,059 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-04 |
137-13 |
134-00 |
|
| R3 |
136-09 |
135-18 |
133-15 |
|
| R2 |
134-13 |
134-13 |
133-10 |
|
| R1 |
133-22 |
133-22 |
133-04 |
134-02 |
| PP |
132-18 |
132-18 |
132-18 |
132-24 |
| S1 |
131-27 |
131-27 |
132-26 |
132-06 |
| S2 |
130-22 |
130-22 |
132-20 |
|
| S3 |
128-27 |
129-31 |
132-15 |
|
| S4 |
126-31 |
128-04 |
131-30 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-12 |
139-22 |
131-05 |
|
| R3 |
136-22 |
134-31 |
129-27 |
|
| R2 |
131-31 |
131-31 |
129-14 |
|
| R1 |
130-09 |
130-09 |
129-00 |
131-04 |
| PP |
127-09 |
127-09 |
127-09 |
127-22 |
| S1 |
125-18 |
125-18 |
128-04 |
126-14 |
| S2 |
122-18 |
122-18 |
127-22 |
|
| S3 |
117-28 |
120-28 |
127-09 |
|
| S4 |
113-05 |
116-05 |
125-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-09 |
127-02 |
6-08 |
4.7% |
2-07 |
1.7% |
95% |
True |
False |
172,986 |
| 10 |
133-09 |
120-09 |
13-00 |
9.8% |
3-01 |
2.3% |
98% |
True |
False |
252,143 |
| 20 |
133-09 |
115-00 |
18-08 |
13.7% |
2-14 |
1.8% |
98% |
True |
False |
209,567 |
| 40 |
133-09 |
112-17 |
20-24 |
15.6% |
2-10 |
1.7% |
98% |
True |
False |
215,447 |
| 60 |
133-09 |
112-17 |
20-24 |
15.6% |
2-08 |
1.7% |
98% |
True |
False |
259,845 |
| 80 |
133-09 |
112-17 |
20-24 |
15.6% |
1-31 |
1.5% |
98% |
True |
False |
235,644 |
| 100 |
133-09 |
112-14 |
20-27 |
15.7% |
1-26 |
1.4% |
99% |
True |
False |
188,691 |
| 120 |
133-09 |
110-25 |
22-16 |
16.9% |
1-22 |
1.3% |
99% |
True |
False |
157,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-06 |
|
2.618 |
138-05 |
|
1.618 |
136-09 |
|
1.000 |
135-04 |
|
0.618 |
134-14 |
|
HIGH |
133-09 |
|
0.618 |
132-18 |
|
0.500 |
132-11 |
|
0.382 |
132-04 |
|
LOW |
131-14 |
|
0.618 |
130-09 |
|
1.000 |
129-18 |
|
1.618 |
128-13 |
|
2.618 |
126-18 |
|
4.250 |
123-17 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
132-24 |
132-08 |
| PP |
132-18 |
131-18 |
| S1 |
132-11 |
130-27 |
|