ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 04-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
131-11 |
131-24 |
0-12 |
0.3% |
124-20 |
| High |
132-09 |
134-14 |
2-05 |
1.6% |
127-29 |
| Low |
130-12 |
131-20 |
1-08 |
1.0% |
123-08 |
| Close |
131-30 |
133-28 |
1-30 |
1.5% |
127-16 |
| Range |
1-28 |
2-26 |
0-29 |
47.9% |
4-21 |
| ATR |
2-11 |
2-12 |
0-01 |
1.4% |
0-00 |
| Volume |
200,324 |
250,488 |
50,164 |
25.0% |
1,034,911 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-23 |
140-19 |
135-13 |
|
| R3 |
138-29 |
137-25 |
134-21 |
|
| R2 |
136-04 |
136-04 |
134-12 |
|
| R1 |
135-00 |
135-00 |
134-04 |
135-18 |
| PP |
133-10 |
133-10 |
133-10 |
133-19 |
| S1 |
132-06 |
132-06 |
133-20 |
132-24 |
| S2 |
130-17 |
130-17 |
133-12 |
|
| S3 |
127-23 |
129-13 |
133-03 |
|
| S4 |
124-30 |
126-19 |
132-11 |
|
|
| 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 |
134-14 |
126-20 |
7-26 |
5.8% |
2-14 |
1.8% |
93% |
True |
False |
187,566 |
| 10 |
134-14 |
123-08 |
11-06 |
8.4% |
2-14 |
1.8% |
95% |
True |
False |
195,872 |
| 20 |
134-14 |
114-01 |
20-13 |
15.2% |
2-12 |
1.8% |
97% |
True |
False |
104,001 |
| 40 |
134-14 |
110-27 |
23-19 |
17.6% |
2-04 |
1.6% |
98% |
True |
False |
52,509 |
| 60 |
134-14 |
110-27 |
23-19 |
17.6% |
2-03 |
1.6% |
98% |
True |
False |
35,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-10 |
|
2.618 |
141-24 |
|
1.618 |
138-31 |
|
1.000 |
137-08 |
|
0.618 |
136-05 |
|
HIGH |
134-14 |
|
0.618 |
133-12 |
|
0.500 |
133-01 |
|
0.382 |
132-23 |
|
LOW |
131-20 |
|
0.618 |
129-29 |
|
1.000 |
128-27 |
|
1.618 |
127-04 |
|
2.618 |
124-10 |
|
4.250 |
119-24 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
133-19 |
133-08 |
| PP |
133-10 |
132-19 |
| S1 |
133-01 |
131-30 |
|