ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 17-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
135-20 |
138-30 |
3-09 |
2.4% |
132-22 |
| High |
139-02 |
140-12 |
1-10 |
0.9% |
135-27 |
| Low |
135-10 |
138-10 |
3-00 |
2.2% |
132-02 |
| Close |
137-12 |
139-11 |
1-31 |
1.4% |
134-26 |
| Range |
3-24 |
2-03 |
-1-22 |
-44.4% |
3-26 |
| ATR |
2-14 |
2-15 |
0-01 |
1.7% |
0-00 |
| Volume |
109,842 |
162,025 |
52,183 |
47.5% |
952,445 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-20 |
144-18 |
140-16 |
|
| R3 |
143-17 |
142-16 |
139-29 |
|
| R2 |
141-14 |
141-14 |
139-23 |
|
| R1 |
140-12 |
140-12 |
139-17 |
140-29 |
| PP |
139-11 |
139-11 |
139-11 |
139-19 |
| S1 |
138-10 |
138-10 |
139-05 |
138-26 |
| S2 |
137-08 |
137-08 |
138-31 |
|
| S3 |
135-05 |
136-06 |
138-25 |
|
| S4 |
133-02 |
134-04 |
138-06 |
|
|
| 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 |
140-12 |
132-09 |
8-04 |
5.8% |
2-20 |
1.9% |
87% |
True |
False |
172,944 |
| 10 |
140-12 |
131-20 |
8-24 |
6.3% |
2-14 |
1.7% |
88% |
True |
False |
189,264 |
| 20 |
140-12 |
121-11 |
19-02 |
13.7% |
2-21 |
1.9% |
95% |
True |
False |
181,964 |
| 40 |
140-12 |
111-07 |
29-06 |
20.9% |
2-10 |
1.7% |
96% |
True |
False |
93,388 |
| 60 |
140-12 |
110-27 |
29-18 |
21.2% |
2-05 |
1.6% |
96% |
True |
False |
62,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-09 |
|
2.618 |
145-28 |
|
1.618 |
143-25 |
|
1.000 |
142-16 |
|
0.618 |
141-22 |
|
HIGH |
140-12 |
|
0.618 |
139-19 |
|
0.500 |
139-11 |
|
0.382 |
139-03 |
|
LOW |
138-10 |
|
0.618 |
137-00 |
|
1.000 |
136-06 |
|
1.618 |
134-29 |
|
2.618 |
132-26 |
|
4.250 |
129-13 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
139-11 |
138-21 |
| PP |
139-11 |
138-00 |
| S1 |
139-11 |
137-10 |
|