ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
133-26 |
134-19 |
0-26 |
0.6% |
132-22 |
| High |
135-01 |
135-27 |
0-26 |
0.6% |
135-27 |
| Low |
132-29 |
132-09 |
-0-20 |
-0.5% |
132-02 |
| Close |
134-14 |
134-26 |
0-12 |
0.3% |
134-26 |
| Range |
2-04 |
3-18 |
1-14 |
67.6% |
3-26 |
| ATR |
2-09 |
2-12 |
0-03 |
4.0% |
0-00 |
| Volume |
181,050 |
199,217 |
18,167 |
10.0% |
952,445 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-00 |
143-15 |
136-25 |
|
| R3 |
141-14 |
139-29 |
135-25 |
|
| R2 |
137-28 |
137-28 |
135-15 |
|
| R1 |
136-11 |
136-11 |
135-04 |
137-04 |
| PP |
134-10 |
134-10 |
134-10 |
134-22 |
| S1 |
132-25 |
132-25 |
134-16 |
133-18 |
| S2 |
130-24 |
130-24 |
134-05 |
|
| S3 |
127-06 |
129-07 |
133-27 |
|
| S4 |
123-20 |
125-21 |
132-27 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-20 |
144-00 |
136-29 |
|
| R3 |
141-26 |
140-07 |
135-27 |
|
| R2 |
138-01 |
138-01 |
135-16 |
|
| R1 |
136-14 |
136-14 |
135-05 |
137-07 |
| PP |
134-08 |
134-08 |
134-08 |
134-20 |
| S1 |
132-20 |
132-20 |
134-15 |
133-14 |
| S2 |
130-14 |
130-14 |
134-04 |
|
| S3 |
126-20 |
128-26 |
133-25 |
|
| S4 |
122-27 |
125-01 |
132-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-27 |
132-02 |
3-26 |
2.8% |
2-10 |
1.7% |
73% |
True |
False |
190,489 |
| 10 |
135-27 |
127-10 |
8-17 |
6.3% |
2-16 |
1.8% |
88% |
True |
False |
195,532 |
| 20 |
135-27 |
117-01 |
18-26 |
14.0% |
2-17 |
1.9% |
95% |
True |
False |
161,023 |
| 40 |
135-27 |
110-27 |
25-00 |
18.5% |
2-08 |
1.7% |
96% |
True |
False |
81,439 |
| 60 |
135-27 |
110-27 |
25-00 |
18.5% |
2-03 |
1.6% |
96% |
True |
False |
54,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-00 |
|
2.618 |
145-05 |
|
1.618 |
141-19 |
|
1.000 |
139-13 |
|
0.618 |
138-01 |
|
HIGH |
135-27 |
|
0.618 |
134-15 |
|
0.500 |
134-02 |
|
0.382 |
133-21 |
|
LOW |
132-09 |
|
0.618 |
130-03 |
|
1.000 |
128-23 |
|
1.618 |
126-17 |
|
2.618 |
122-31 |
|
4.250 |
117-04 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
134-18 |
134-18 |
| PP |
134-10 |
134-10 |
| S1 |
134-02 |
134-02 |
|