ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 08-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
134-04 |
132-22 |
-1-14 |
-1.1% |
127-20 |
| High |
135-02 |
134-08 |
-0-27 |
-0.6% |
135-02 |
| Low |
132-20 |
132-02 |
-0-19 |
-0.4% |
127-10 |
| Close |
133-14 |
133-15 |
0-02 |
0.0% |
133-14 |
| Range |
2-14 |
2-06 |
-0-08 |
-10.3% |
7-24 |
| ATR |
2-12 |
2-12 |
0-00 |
-0.6% |
0-00 |
| Volume |
205,258 |
250,236 |
44,978 |
21.9% |
1,002,877 |
|
| Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-26 |
138-26 |
134-22 |
|
| R3 |
137-20 |
136-20 |
134-02 |
|
| R2 |
135-14 |
135-14 |
133-28 |
|
| R1 |
134-14 |
134-14 |
133-21 |
134-30 |
| PP |
133-08 |
133-08 |
133-08 |
133-16 |
| S1 |
132-08 |
132-08 |
133-09 |
132-24 |
| S2 |
131-02 |
131-02 |
133-02 |
|
| S3 |
128-28 |
130-02 |
132-28 |
|
| S4 |
126-22 |
127-28 |
132-08 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-08 |
152-03 |
137-22 |
|
| R3 |
147-15 |
144-10 |
135-18 |
|
| R2 |
139-22 |
139-22 |
134-27 |
|
| R1 |
136-18 |
136-18 |
134-04 |
138-04 |
| PP |
131-30 |
131-30 |
131-30 |
132-23 |
| S1 |
128-26 |
128-26 |
132-23 |
130-12 |
| S2 |
124-06 |
124-06 |
132-00 |
|
| S3 |
116-13 |
121-01 |
131-09 |
|
| S4 |
108-20 |
113-08 |
129-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-02 |
129-15 |
5-20 |
4.2% |
2-09 |
1.7% |
71% |
False |
False |
231,932 |
| 10 |
135-02 |
123-20 |
11-14 |
8.6% |
2-11 |
1.7% |
86% |
False |
False |
217,442 |
| 20 |
135-02 |
115-05 |
19-30 |
14.9% |
2-13 |
1.8% |
92% |
False |
False |
126,480 |
| 40 |
135-02 |
110-27 |
24-08 |
18.2% |
2-06 |
1.6% |
93% |
False |
False |
63,891 |
| 60 |
135-02 |
110-27 |
24-08 |
18.2% |
2-03 |
1.6% |
93% |
False |
False |
42,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-17 |
|
2.618 |
139-31 |
|
1.618 |
137-25 |
|
1.000 |
136-14 |
|
0.618 |
135-19 |
|
HIGH |
134-08 |
|
0.618 |
133-13 |
|
0.500 |
133-04 |
|
0.382 |
132-28 |
|
LOW |
132-02 |
|
0.618 |
130-22 |
|
1.000 |
129-28 |
|
1.618 |
128-16 |
|
2.618 |
126-10 |
|
4.250 |
122-24 |
|
|
| Fisher Pivots for day following 08-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
133-12 |
133-14 |
| PP |
133-08 |
133-13 |
| S1 |
133-04 |
133-12 |
|