ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 23-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
140-20 |
140-14 |
-0-06 |
-0.1% |
134-29 |
| High |
141-18 |
141-08 |
-0-10 |
-0.2% |
141-28 |
| Low |
140-03 |
139-29 |
-0-06 |
-0.1% |
134-08 |
| Close |
140-22 |
141-00 |
0-10 |
0.2% |
140-26 |
| Range |
1-14 |
1-10 |
-0-04 |
-8.6% |
7-20 |
| ATR |
2-11 |
2-09 |
-0-02 |
-3.1% |
0-00 |
| Volume |
128,236 |
98,955 |
-29,281 |
-22.8% |
842,884 |
|
| Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-22 |
144-06 |
141-23 |
|
| R3 |
143-12 |
142-27 |
141-12 |
|
| R2 |
142-01 |
142-01 |
141-08 |
|
| R1 |
141-17 |
141-17 |
141-04 |
141-25 |
| PP |
140-23 |
140-23 |
140-23 |
140-27 |
| S1 |
140-06 |
140-06 |
140-28 |
140-14 |
| S2 |
139-12 |
139-12 |
140-24 |
|
| S3 |
138-02 |
138-28 |
140-20 |
|
| S4 |
136-23 |
137-17 |
140-09 |
|
|
| 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 |
138-10 |
3-18 |
2.5% |
1-27 |
1.3% |
76% |
False |
False |
149,529 |
| 10 |
141-28 |
132-09 |
9-18 |
6.8% |
2-06 |
1.6% |
91% |
False |
False |
159,822 |
| 20 |
141-28 |
126-03 |
15-24 |
11.2% |
2-06 |
1.5% |
95% |
False |
False |
185,585 |
| 40 |
141-28 |
111-07 |
30-20 |
21.7% |
2-08 |
1.6% |
97% |
False |
False |
107,982 |
| 60 |
141-28 |
110-27 |
31-00 |
22.0% |
2-04 |
1.5% |
97% |
False |
False |
72,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-28 |
|
2.618 |
144-23 |
|
1.618 |
143-12 |
|
1.000 |
142-18 |
|
0.618 |
142-02 |
|
HIGH |
141-08 |
|
0.618 |
140-23 |
|
0.500 |
140-18 |
|
0.382 |
140-13 |
|
LOW |
139-29 |
|
0.618 |
139-03 |
|
1.000 |
138-18 |
|
1.618 |
137-24 |
|
2.618 |
136-14 |
|
4.250 |
134-08 |
|
|
| Fisher Pivots for day following 23-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
140-27 |
140-30 |
| PP |
140-23 |
140-28 |
| S1 |
140-18 |
140-27 |
|