ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 02-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
127-20 |
130-23 |
3-03 |
2.4% |
124-20 |
| High |
131-13 |
131-18 |
0-04 |
0.1% |
127-29 |
| Low |
127-10 |
129-15 |
2-05 |
1.7% |
123-08 |
| Close |
130-20 |
131-08 |
0-19 |
0.5% |
127-16 |
| Range |
4-03 |
2-02 |
-2-00 |
-49.2% |
4-21 |
| ATR |
2-13 |
2-12 |
-0-01 |
-1.0% |
0-00 |
| Volume |
93,453 |
253,354 |
159,901 |
171.1% |
1,034,911 |
|
| Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-00 |
136-06 |
132-12 |
|
| R3 |
134-29 |
134-04 |
131-26 |
|
| R2 |
132-26 |
132-26 |
131-20 |
|
| R1 |
132-01 |
132-01 |
131-14 |
132-14 |
| PP |
130-24 |
130-24 |
130-24 |
130-30 |
| S1 |
129-30 |
129-30 |
131-01 |
130-11 |
| S2 |
128-22 |
128-22 |
130-27 |
|
| S3 |
126-19 |
127-28 |
130-21 |
|
| S4 |
124-16 |
125-26 |
130-03 |
|
|
| 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 |
131-18 |
126-03 |
5-14 |
4.2% |
2-02 |
1.6% |
94% |
True |
False |
206,624 |
| 10 |
131-18 |
119-03 |
12-14 |
9.5% |
2-30 |
2.2% |
97% |
True |
False |
158,319 |
| 20 |
131-18 |
113-23 |
17-26 |
13.6% |
2-11 |
1.8% |
98% |
True |
False |
81,638 |
| 40 |
131-18 |
110-27 |
20-22 |
15.8% |
2-05 |
1.6% |
98% |
True |
False |
41,244 |
| 60 |
131-18 |
110-27 |
20-22 |
15.8% |
2-01 |
1.6% |
98% |
True |
False |
27,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-12 |
|
2.618 |
137-00 |
|
1.618 |
134-29 |
|
1.000 |
133-20 |
|
0.618 |
132-27 |
|
HIGH |
131-18 |
|
0.618 |
130-24 |
|
0.500 |
130-16 |
|
0.382 |
130-08 |
|
LOW |
129-15 |
|
0.618 |
128-06 |
|
1.000 |
127-12 |
|
1.618 |
126-03 |
|
2.618 |
124-01 |
|
4.250 |
120-20 |
|
|
| Fisher Pivots for day following 02-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
131-00 |
130-16 |
| PP |
130-24 |
129-26 |
| S1 |
130-16 |
129-02 |
|