ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 18-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
139-22 |
140-20 |
0-30 |
0.7% |
134-02 |
| High |
141-18 |
142-30 |
1-13 |
1.0% |
136-28 |
| Low |
139-22 |
140-20 |
0-30 |
0.7% |
133-12 |
| Close |
140-16 |
142-18 |
2-02 |
1.5% |
135-30 |
| Range |
1-28 |
2-11 |
0-16 |
26.1% |
3-16 |
| ATR |
2-15 |
2-15 |
0-00 |
0.0% |
0-00 |
| Volume |
3,805 |
6,654 |
2,849 |
74.9% |
59,283 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-02 |
148-05 |
143-27 |
|
| R3 |
146-23 |
145-26 |
143-06 |
|
| R2 |
144-12 |
144-12 |
142-31 |
|
| R1 |
143-15 |
143-15 |
142-24 |
143-30 |
| PP |
142-01 |
142-01 |
142-01 |
142-08 |
| S1 |
141-04 |
141-04 |
142-11 |
141-18 |
| S2 |
139-22 |
139-22 |
142-04 |
|
| S3 |
137-11 |
138-25 |
141-29 |
|
| S4 |
135-00 |
136-14 |
141-08 |
|
|
| 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 |
142-30 |
133-14 |
9-16 |
6.7% |
2-17 |
1.8% |
96% |
True |
False |
5,648 |
| 10 |
142-30 |
133-12 |
9-18 |
6.7% |
2-07 |
1.6% |
96% |
True |
False |
10,528 |
| 20 |
142-30 |
122-18 |
20-12 |
14.3% |
2-20 |
1.9% |
98% |
True |
False |
125,678 |
| 40 |
142-30 |
112-20 |
30-11 |
21.3% |
2-12 |
1.7% |
99% |
True |
False |
155,966 |
| 60 |
142-30 |
112-17 |
30-14 |
21.3% |
2-09 |
1.6% |
99% |
True |
False |
190,389 |
| 80 |
142-30 |
112-17 |
30-14 |
21.3% |
2-05 |
1.5% |
99% |
True |
False |
233,309 |
| 100 |
142-30 |
112-17 |
30-14 |
21.3% |
1-30 |
1.4% |
99% |
True |
False |
190,532 |
| 120 |
142-30 |
112-14 |
30-16 |
21.4% |
1-26 |
1.3% |
99% |
True |
False |
158,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-29 |
|
2.618 |
149-03 |
|
1.618 |
146-24 |
|
1.000 |
145-10 |
|
0.618 |
144-13 |
|
HIGH |
142-30 |
|
0.618 |
142-02 |
|
0.500 |
141-25 |
|
0.382 |
141-16 |
|
LOW |
140-20 |
|
0.618 |
139-05 |
|
1.000 |
138-08 |
|
1.618 |
136-26 |
|
2.618 |
134-15 |
|
4.250 |
130-21 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
142-09 |
141-19 |
| PP |
142-01 |
140-21 |
| S1 |
141-25 |
139-23 |
|