ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 01-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
127-12 |
127-20 |
0-08 |
0.2% |
124-20 |
| High |
127-29 |
131-13 |
3-16 |
2.7% |
127-29 |
| Low |
126-20 |
127-10 |
0-22 |
0.6% |
123-08 |
| Close |
127-16 |
130-20 |
3-05 |
2.5% |
127-16 |
| Range |
1-10 |
4-03 |
2-26 |
215.7% |
4-21 |
| ATR |
2-09 |
2-13 |
0-04 |
5.7% |
0-00 |
| Volume |
140,215 |
93,453 |
-46,762 |
-33.4% |
1,034,911 |
|
| Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-02 |
140-14 |
132-29 |
|
| R3 |
137-31 |
136-11 |
131-25 |
|
| R2 |
133-28 |
133-28 |
131-13 |
|
| R1 |
132-08 |
132-08 |
131-01 |
133-02 |
| PP |
129-25 |
129-25 |
129-25 |
130-06 |
| S1 |
128-05 |
128-05 |
130-08 |
128-31 |
| S2 |
125-22 |
125-22 |
129-28 |
|
| S3 |
121-19 |
124-02 |
129-16 |
|
| S4 |
117-16 |
119-31 |
128-12 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-06 |
138-16 |
130-01 |
|
| R3 |
135-17 |
133-27 |
128-24 |
|
| R2 |
130-28 |
130-28 |
128-11 |
|
| R1 |
129-06 |
129-06 |
127-29 |
130-01 |
| PP |
126-07 |
126-07 |
126-07 |
126-20 |
| S1 |
124-17 |
124-17 |
127-02 |
125-12 |
| S2 |
121-18 |
121-18 |
126-20 |
|
| S3 |
116-29 |
119-28 |
126-07 |
|
| S4 |
112-08 |
115-07 |
124-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-13 |
123-20 |
7-25 |
6.0% |
2-12 |
1.8% |
90% |
True |
False |
202,953 |
| 10 |
131-13 |
117-22 |
13-23 |
10.5% |
2-29 |
2.2% |
94% |
True |
False |
134,645 |
| 20 |
131-13 |
111-25 |
19-20 |
15.0% |
2-12 |
1.8% |
96% |
True |
False |
69,010 |
| 40 |
131-13 |
110-27 |
20-18 |
15.7% |
2-04 |
1.6% |
96% |
True |
False |
34,913 |
| 60 |
131-13 |
110-27 |
20-18 |
15.7% |
2-01 |
1.6% |
96% |
True |
False |
23,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-26 |
|
2.618 |
142-04 |
|
1.618 |
138-01 |
|
1.000 |
135-16 |
|
0.618 |
133-30 |
|
HIGH |
131-13 |
|
0.618 |
129-27 |
|
0.500 |
129-12 |
|
0.382 |
128-28 |
|
LOW |
127-10 |
|
0.618 |
124-25 |
|
1.000 |
123-07 |
|
1.618 |
120-22 |
|
2.618 |
116-19 |
|
4.250 |
109-29 |
|
|
| Fisher Pivots for day following 01-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
130-07 |
130-03 |
| PP |
129-25 |
129-18 |
| S1 |
129-12 |
129-00 |
|