ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 04-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
132-10 |
132-21 |
0-11 |
0.3% |
125-28 |
| High |
133-09 |
135-16 |
2-08 |
1.7% |
129-00 |
| Low |
131-14 |
132-21 |
1-08 |
0.9% |
124-09 |
| Close |
132-31 |
134-30 |
1-31 |
1.5% |
128-18 |
| Range |
1-28 |
2-28 |
1-00 |
53.8% |
4-22 |
| ATR |
2-15 |
2-16 |
0-01 |
1.1% |
0-00 |
| Volume |
54,649 |
83,447 |
28,798 |
52.7% |
1,388,059 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-30 |
141-26 |
136-16 |
|
| R3 |
140-03 |
138-30 |
135-23 |
|
| R2 |
137-07 |
137-07 |
135-15 |
|
| R1 |
136-03 |
136-03 |
135-06 |
136-21 |
| PP |
134-12 |
134-12 |
134-12 |
134-21 |
| S1 |
133-07 |
133-07 |
134-22 |
133-26 |
| S2 |
131-16 |
131-16 |
134-13 |
|
| S3 |
128-21 |
130-12 |
134-05 |
|
| S4 |
125-25 |
127-16 |
133-12 |
|
|
| 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 |
135-16 |
127-18 |
7-30 |
5.9% |
2-14 |
1.8% |
93% |
True |
False |
102,494 |
| 10 |
135-16 |
122-18 |
12-30 |
9.6% |
3-02 |
2.3% |
96% |
True |
False |
240,827 |
| 20 |
135-16 |
115-08 |
20-08 |
15.0% |
2-15 |
1.8% |
97% |
True |
False |
206,022 |
| 40 |
135-16 |
112-17 |
23-00 |
17.0% |
2-09 |
1.7% |
97% |
True |
False |
209,724 |
| 60 |
135-16 |
112-17 |
23-00 |
17.0% |
2-09 |
1.7% |
97% |
True |
False |
254,962 |
| 80 |
135-16 |
112-17 |
23-00 |
17.0% |
2-00 |
1.5% |
97% |
True |
False |
236,675 |
| 100 |
135-16 |
112-14 |
23-02 |
17.1% |
1-27 |
1.4% |
97% |
True |
False |
189,521 |
| 120 |
135-16 |
110-26 |
24-22 |
18.3% |
1-22 |
1.3% |
98% |
True |
False |
157,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-21 |
|
2.618 |
143-00 |
|
1.618 |
140-05 |
|
1.000 |
138-12 |
|
0.618 |
137-09 |
|
HIGH |
135-16 |
|
0.618 |
134-14 |
|
0.500 |
134-03 |
|
0.382 |
133-24 |
|
LOW |
132-21 |
|
0.618 |
130-28 |
|
1.000 |
129-26 |
|
1.618 |
128-01 |
|
2.618 |
125-05 |
|
4.250 |
120-16 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
134-21 |
134-09 |
| PP |
134-12 |
133-20 |
| S1 |
134-03 |
132-31 |
|