ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
139-10 |
141-04 |
1-25 |
1.3% |
134-29 |
| High |
141-28 |
141-24 |
-0-03 |
-0.1% |
141-28 |
| Low |
139-04 |
140-06 |
1-02 |
0.8% |
134-08 |
| Close |
141-12 |
140-26 |
-0-19 |
-0.4% |
140-26 |
| Range |
2-23 |
1-18 |
-1-04 |
-42.0% |
7-20 |
| ATR |
2-16 |
2-14 |
-0-02 |
-2.6% |
0-00 |
| Volume |
195,659 |
162,772 |
-32,887 |
-16.8% |
842,884 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-21 |
144-26 |
141-21 |
|
| R3 |
144-02 |
143-07 |
141-07 |
|
| R2 |
142-16 |
142-16 |
141-03 |
|
| R1 |
141-21 |
141-21 |
140-30 |
141-09 |
| PP |
140-29 |
140-29 |
140-29 |
140-24 |
| S1 |
140-02 |
140-02 |
140-21 |
139-22 |
| S2 |
139-11 |
139-11 |
140-16 |
|
| S3 |
137-24 |
138-16 |
140-12 |
|
| S4 |
136-06 |
136-29 |
139-30 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-26 |
158-29 |
144-31 |
|
| R3 |
154-06 |
151-10 |
142-28 |
|
| R2 |
146-18 |
146-18 |
142-06 |
|
| R1 |
143-22 |
143-22 |
141-16 |
145-04 |
| PP |
138-31 |
138-31 |
138-31 |
139-22 |
| S1 |
136-02 |
136-02 |
140-03 |
137-17 |
| S2 |
131-12 |
131-12 |
139-13 |
|
| S3 |
123-24 |
128-15 |
138-23 |
|
| S4 |
116-04 |
120-28 |
136-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-28 |
134-08 |
7-20 |
5.4% |
2-11 |
1.7% |
86% |
False |
False |
168,576 |
| 10 |
141-28 |
132-02 |
9-26 |
7.0% |
2-11 |
1.7% |
89% |
False |
False |
179,532 |
| 20 |
141-28 |
123-08 |
18-20 |
13.2% |
2-10 |
1.7% |
94% |
False |
False |
191,655 |
| 40 |
141-28 |
111-07 |
30-20 |
21.8% |
2-09 |
1.6% |
97% |
False |
False |
102,323 |
| 60 |
141-28 |
110-27 |
31-00 |
22.0% |
2-07 |
1.6% |
97% |
False |
False |
68,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-15 |
|
2.618 |
145-29 |
|
1.618 |
144-10 |
|
1.000 |
143-11 |
|
0.618 |
142-24 |
|
HIGH |
141-24 |
|
0.618 |
141-05 |
|
0.500 |
140-31 |
|
0.382 |
140-25 |
|
LOW |
140-06 |
|
0.618 |
139-07 |
|
1.000 |
138-20 |
|
1.618 |
137-20 |
|
2.618 |
136-02 |
|
4.250 |
133-15 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
140-31 |
140-18 |
| PP |
140-29 |
140-10 |
| S1 |
140-27 |
140-02 |
|