ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
133-16 |
134-18 |
1-02 |
0.8% |
127-20 |
| High |
134-30 |
134-18 |
-0-13 |
-0.3% |
135-02 |
| Low |
133-00 |
132-24 |
-0-08 |
-0.2% |
127-10 |
| Close |
134-12 |
133-26 |
-0-18 |
-0.4% |
133-14 |
| Range |
1-30 |
1-26 |
-0-04 |
-7.2% |
7-24 |
| ATR |
2-11 |
2-10 |
-0-01 |
-1.6% |
0-00 |
| Volume |
174,062 |
147,880 |
-26,182 |
-15.0% |
1,002,877 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-04 |
138-09 |
134-25 |
|
| R3 |
137-10 |
136-15 |
134-09 |
|
| R2 |
135-16 |
135-16 |
134-04 |
|
| R1 |
134-21 |
134-21 |
133-31 |
134-06 |
| PP |
133-22 |
133-22 |
133-22 |
133-14 |
| S1 |
132-27 |
132-27 |
133-20 |
132-12 |
| S2 |
131-28 |
131-28 |
133-15 |
|
| S3 |
130-02 |
131-01 |
133-10 |
|
| S4 |
128-08 |
129-07 |
132-26 |
|
|
| 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 |
131-20 |
3-14 |
2.6% |
2-08 |
1.7% |
63% |
False |
False |
205,584 |
| 10 |
135-02 |
126-20 |
8-15 |
6.3% |
2-05 |
1.6% |
85% |
False |
False |
198,832 |
| 20 |
135-02 |
115-05 |
19-30 |
14.9% |
2-16 |
1.9% |
94% |
False |
False |
142,518 |
| 40 |
135-02 |
110-27 |
24-08 |
18.1% |
2-06 |
1.6% |
95% |
False |
False |
71,937 |
| 60 |
135-02 |
110-27 |
24-08 |
18.1% |
2-02 |
1.5% |
95% |
False |
False |
48,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-08 |
|
2.618 |
139-09 |
|
1.618 |
137-15 |
|
1.000 |
136-12 |
|
0.618 |
135-21 |
|
HIGH |
134-18 |
|
0.618 |
133-27 |
|
0.500 |
133-20 |
|
0.382 |
133-14 |
|
LOW |
132-24 |
|
0.618 |
131-20 |
|
1.000 |
130-30 |
|
1.618 |
129-26 |
|
2.618 |
128-00 |
|
4.250 |
125-01 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
133-24 |
133-22 |
| PP |
133-22 |
133-19 |
| S1 |
133-20 |
133-16 |
|