ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 16-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
134-29 |
135-20 |
0-24 |
0.5% |
132-22 |
| High |
135-26 |
139-02 |
3-08 |
2.4% |
135-27 |
| Low |
134-08 |
135-10 |
1-02 |
0.8% |
132-02 |
| Close |
135-06 |
137-12 |
2-06 |
1.6% |
134-26 |
| Range |
1-18 |
3-24 |
2-06 |
138.6% |
3-26 |
| ATR |
2-10 |
2-14 |
0-04 |
4.8% |
0-00 |
| Volume |
212,586 |
109,842 |
-102,744 |
-48.3% |
952,445 |
|
| Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-18 |
146-23 |
139-14 |
|
| R3 |
144-25 |
142-31 |
138-13 |
|
| R2 |
141-01 |
141-01 |
138-02 |
|
| R1 |
139-06 |
139-06 |
137-23 |
140-04 |
| PP |
137-08 |
137-08 |
137-08 |
137-23 |
| S1 |
135-14 |
135-14 |
137-01 |
136-11 |
| S2 |
133-16 |
133-16 |
136-22 |
|
| S3 |
129-23 |
131-21 |
136-11 |
|
| S4 |
125-31 |
127-29 |
135-10 |
|
|
| 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 |
139-02 |
132-09 |
6-26 |
4.9% |
2-18 |
1.9% |
75% |
True |
False |
170,115 |
| 10 |
139-02 |
130-12 |
8-22 |
6.3% |
2-13 |
1.8% |
80% |
True |
False |
193,094 |
| 20 |
139-02 |
119-03 |
20-00 |
14.5% |
2-22 |
2.0% |
91% |
True |
False |
175,706 |
| 40 |
139-02 |
111-07 |
27-28 |
20.3% |
2-10 |
1.7% |
94% |
True |
False |
89,493 |
| 60 |
139-02 |
110-27 |
28-08 |
20.6% |
2-05 |
1.6% |
94% |
True |
False |
59,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-03 |
|
2.618 |
148-30 |
|
1.618 |
145-05 |
|
1.000 |
142-27 |
|
0.618 |
141-13 |
|
HIGH |
139-02 |
|
0.618 |
137-20 |
|
0.500 |
137-06 |
|
0.382 |
136-24 |
|
LOW |
135-10 |
|
0.618 |
133-00 |
|
1.000 |
131-18 |
|
1.618 |
129-07 |
|
2.618 |
125-15 |
|
4.250 |
119-10 |
|
|
| Fisher Pivots for day following 16-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
137-10 |
136-26 |
| PP |
137-08 |
136-08 |
| S1 |
137-06 |
135-22 |
|