ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 11-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
134-18 |
133-26 |
-0-24 |
-0.6% |
127-20 |
| High |
134-18 |
135-01 |
0-16 |
0.4% |
135-02 |
| Low |
132-24 |
132-29 |
0-06 |
0.1% |
127-10 |
| Close |
133-26 |
134-14 |
0-20 |
0.5% |
133-14 |
| Range |
1-26 |
2-04 |
0-10 |
17.2% |
7-24 |
| ATR |
2-10 |
2-09 |
0-00 |
-0.6% |
0-00 |
| Volume |
147,880 |
181,050 |
33,170 |
22.4% |
1,002,877 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-16 |
139-19 |
135-19 |
|
| R3 |
138-12 |
137-15 |
135-00 |
|
| R2 |
136-08 |
136-08 |
134-26 |
|
| R1 |
135-11 |
135-11 |
134-20 |
135-25 |
| PP |
134-04 |
134-04 |
134-04 |
134-11 |
| S1 |
133-07 |
133-07 |
134-07 |
133-21 |
| S2 |
132-00 |
132-00 |
134-01 |
|
| S3 |
129-28 |
131-03 |
133-27 |
|
| S4 |
127-24 |
128-31 |
133-08 |
|
|
| 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 |
132-02 |
3-01 |
2.3% |
2-03 |
1.6% |
78% |
False |
False |
191,697 |
| 10 |
135-02 |
126-20 |
8-15 |
6.3% |
2-09 |
1.7% |
92% |
False |
False |
189,632 |
| 20 |
135-02 |
115-12 |
19-22 |
14.7% |
2-16 |
1.9% |
97% |
False |
False |
151,467 |
| 40 |
135-02 |
110-27 |
24-08 |
18.0% |
2-07 |
1.7% |
97% |
False |
False |
76,459 |
| 60 |
135-02 |
110-27 |
24-08 |
18.0% |
2-03 |
1.6% |
97% |
False |
False |
51,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-02 |
|
2.618 |
140-19 |
|
1.618 |
138-15 |
|
1.000 |
137-05 |
|
0.618 |
136-11 |
|
HIGH |
135-01 |
|
0.618 |
134-07 |
|
0.500 |
133-31 |
|
0.382 |
133-23 |
|
LOW |
132-29 |
|
0.618 |
131-19 |
|
1.000 |
130-25 |
|
1.618 |
129-15 |
|
2.618 |
127-11 |
|
4.250 |
123-28 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
134-09 |
134-08 |
| PP |
134-04 |
134-02 |
| S1 |
133-31 |
133-28 |
|