ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
134-19 |
134-29 |
0-10 |
0.2% |
132-22 |
| High |
135-27 |
135-26 |
0-00 |
0.0% |
135-27 |
| Low |
132-09 |
134-08 |
1-31 |
1.5% |
132-02 |
| Close |
134-26 |
135-06 |
0-12 |
0.3% |
134-26 |
| Range |
3-18 |
1-18 |
-2-00 |
-55.7% |
3-26 |
| ATR |
2-12 |
2-10 |
-0-02 |
-2.4% |
0-00 |
| Volume |
199,217 |
212,586 |
13,369 |
6.7% |
952,445 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-26 |
139-03 |
136-02 |
|
| R3 |
138-08 |
137-16 |
135-20 |
|
| R2 |
136-22 |
136-22 |
135-16 |
|
| R1 |
135-30 |
135-30 |
135-11 |
136-10 |
| PP |
135-03 |
135-03 |
135-03 |
135-09 |
| S1 |
134-12 |
134-12 |
135-02 |
134-23 |
| S2 |
133-16 |
133-16 |
134-29 |
|
| S3 |
131-30 |
132-25 |
134-25 |
|
| S4 |
130-12 |
131-06 |
134-11 |
|
|
| 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 |
132-09 |
3-18 |
2.6% |
2-07 |
1.6% |
82% |
False |
False |
182,959 |
| 10 |
135-27 |
129-15 |
6-12 |
4.7% |
2-08 |
1.7% |
90% |
False |
False |
207,445 |
| 20 |
135-27 |
117-22 |
18-05 |
13.4% |
2-18 |
1.9% |
96% |
False |
False |
171,045 |
| 40 |
135-27 |
111-07 |
24-20 |
18.2% |
2-08 |
1.7% |
97% |
False |
False |
86,749 |
| 60 |
135-27 |
110-27 |
25-00 |
18.5% |
2-03 |
1.6% |
97% |
False |
False |
57,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-17 |
|
2.618 |
139-31 |
|
1.618 |
138-12 |
|
1.000 |
137-13 |
|
0.618 |
136-26 |
|
HIGH |
135-26 |
|
0.618 |
135-07 |
|
0.500 |
135-01 |
|
0.382 |
134-27 |
|
LOW |
134-08 |
|
0.618 |
133-09 |
|
1.000 |
132-22 |
|
1.618 |
131-22 |
|
2.618 |
130-04 |
|
4.250 |
127-17 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
135-05 |
134-26 |
| PP |
135-03 |
134-14 |
| S1 |
135-01 |
134-02 |
|