ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
135-21 |
135-16 |
-0-05 |
-0.1% |
134-02 |
| High |
136-28 |
136-30 |
0-03 |
0.1% |
136-28 |
| Low |
133-14 |
135-16 |
2-02 |
1.5% |
133-12 |
| Close |
135-30 |
136-10 |
0-12 |
0.3% |
135-30 |
| Range |
3-13 |
1-14 |
-1-30 |
-57.3% |
3-16 |
| ATR |
2-13 |
2-11 |
-0-02 |
-2.8% |
0-00 |
| Volume |
4,898 |
3,946 |
-952 |
-19.4% |
59,283 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-20 |
139-29 |
137-04 |
|
| R3 |
139-05 |
138-15 |
136-23 |
|
| R2 |
137-23 |
137-23 |
136-19 |
|
| R1 |
137-00 |
137-00 |
136-14 |
137-12 |
| PP |
136-08 |
136-08 |
136-08 |
136-14 |
| S1 |
135-18 |
135-18 |
136-06 |
135-29 |
| S2 |
134-26 |
134-26 |
136-01 |
|
| S3 |
133-11 |
134-03 |
135-29 |
|
| S4 |
131-29 |
132-21 |
135-16 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-27 |
144-12 |
137-27 |
|
| R3 |
142-12 |
140-28 |
136-29 |
|
| R2 |
138-28 |
138-28 |
136-18 |
|
| R1 |
137-13 |
137-13 |
136-08 |
138-04 |
| PP |
135-12 |
135-12 |
135-12 |
135-24 |
| S1 |
133-30 |
133-30 |
135-20 |
134-21 |
| S2 |
131-29 |
131-29 |
135-10 |
|
| S3 |
128-14 |
130-14 |
134-31 |
|
| S4 |
124-30 |
126-30 |
134-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-30 |
133-14 |
3-16 |
2.6% |
2-02 |
1.5% |
82% |
True |
False |
7,925 |
| 10 |
136-30 |
130-14 |
6-16 |
4.8% |
2-04 |
1.6% |
90% |
True |
False |
32,091 |
| 20 |
136-30 |
118-09 |
18-22 |
13.7% |
2-17 |
1.9% |
97% |
True |
False |
151,903 |
| 40 |
136-30 |
112-19 |
24-12 |
17.9% |
2-09 |
1.7% |
97% |
True |
False |
169,583 |
| 60 |
136-30 |
112-17 |
24-14 |
17.9% |
2-08 |
1.6% |
97% |
True |
False |
206,198 |
| 80 |
136-30 |
112-17 |
24-14 |
17.9% |
2-03 |
1.5% |
97% |
True |
False |
236,405 |
| 100 |
136-30 |
112-17 |
24-14 |
17.9% |
1-29 |
1.4% |
97% |
True |
False |
190,348 |
| 120 |
136-30 |
112-14 |
24-16 |
18.0% |
1-25 |
1.3% |
97% |
True |
False |
158,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-04 |
|
2.618 |
140-24 |
|
1.618 |
139-10 |
|
1.000 |
138-13 |
|
0.618 |
137-27 |
|
HIGH |
136-30 |
|
0.618 |
136-13 |
|
0.500 |
136-07 |
|
0.382 |
136-02 |
|
LOW |
135-16 |
|
0.618 |
134-19 |
|
1.000 |
134-02 |
|
1.618 |
133-05 |
|
2.618 |
131-22 |
|
4.250 |
129-10 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
136-09 |
135-30 |
| PP |
136-08 |
135-18 |
| S1 |
136-07 |
135-06 |
|