ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
134-16 |
135-20 |
1-04 |
0.8% |
128-18 |
| High |
136-03 |
135-20 |
-0-15 |
-0.3% |
136-03 |
| Low |
134-09 |
134-00 |
-0-08 |
-0.2% |
128-13 |
| Close |
135-19 |
135-01 |
-0-18 |
-0.4% |
134-20 |
| Range |
1-26 |
1-20 |
-0-06 |
-11.2% |
7-22 |
| ATR |
2-13 |
2-11 |
-0-02 |
-2.4% |
0-00 |
| Volume |
14,678 |
7,680 |
-6,998 |
-47.7% |
322,315 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-23 |
139-00 |
135-29 |
|
| R3 |
138-04 |
137-12 |
135-15 |
|
| R2 |
136-16 |
136-16 |
135-10 |
|
| R1 |
135-24 |
135-24 |
135-06 |
135-10 |
| PP |
134-28 |
134-28 |
134-28 |
134-22 |
| S1 |
134-05 |
134-05 |
134-28 |
133-23 |
| S2 |
133-09 |
133-09 |
134-24 |
|
| S3 |
131-22 |
132-18 |
134-19 |
|
| S4 |
130-02 |
130-30 |
134-05 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-03 |
153-01 |
138-27 |
|
| R3 |
148-13 |
145-11 |
136-23 |
|
| R2 |
140-23 |
140-23 |
136-01 |
|
| R1 |
137-21 |
137-21 |
135-10 |
139-06 |
| PP |
133-01 |
133-01 |
133-01 |
133-26 |
| S1 |
129-31 |
129-31 |
133-29 |
131-16 |
| S2 |
125-11 |
125-11 |
133-06 |
|
| S3 |
117-21 |
122-09 |
132-16 |
|
| S4 |
109-31 |
114-19 |
130-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-03 |
132-21 |
3-14 |
2.5% |
2-03 |
1.6% |
69% |
False |
False |
30,413 |
| 10 |
136-03 |
127-02 |
9-02 |
6.7% |
2-05 |
1.6% |
88% |
False |
False |
101,699 |
| 20 |
136-03 |
116-14 |
19-22 |
14.6% |
2-16 |
1.8% |
95% |
False |
False |
174,925 |
| 40 |
136-03 |
112-17 |
23-18 |
17.4% |
2-08 |
1.7% |
95% |
False |
False |
185,390 |
| 60 |
136-03 |
112-17 |
23-18 |
17.4% |
2-08 |
1.7% |
95% |
False |
False |
229,019 |
| 80 |
136-03 |
112-17 |
23-18 |
17.4% |
2-02 |
1.5% |
95% |
False |
False |
237,396 |
| 100 |
136-03 |
112-14 |
23-21 |
17.5% |
1-28 |
1.4% |
96% |
False |
False |
190,185 |
| 120 |
136-03 |
112-06 |
23-29 |
17.7% |
1-23 |
1.3% |
96% |
False |
False |
158,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-15 |
|
2.618 |
139-27 |
|
1.618 |
138-07 |
|
1.000 |
137-08 |
|
0.618 |
136-20 |
|
HIGH |
135-20 |
|
0.618 |
135-00 |
|
0.500 |
134-26 |
|
0.382 |
134-20 |
|
LOW |
134-00 |
|
0.618 |
133-01 |
|
1.000 |
132-13 |
|
1.618 |
131-13 |
|
2.618 |
129-26 |
|
4.250 |
127-06 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
134-31 |
134-30 |
| PP |
134-28 |
134-27 |
| S1 |
134-26 |
134-24 |
|