ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 24-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
140-14 |
140-26 |
0-12 |
0.3% |
134-29 |
| High |
141-08 |
141-12 |
0-04 |
0.1% |
141-28 |
| Low |
139-29 |
140-08 |
0-11 |
0.2% |
134-08 |
| Close |
141-00 |
140-15 |
-0-17 |
-0.4% |
140-26 |
| Range |
1-10 |
1-04 |
-0-07 |
-16.5% |
7-20 |
| ATR |
2-09 |
2-06 |
-0-03 |
-3.7% |
0-00 |
| Volume |
98,955 |
95,969 |
-2,986 |
-3.0% |
842,884 |
|
| Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-01 |
143-11 |
141-03 |
|
| R3 |
142-29 |
142-08 |
140-25 |
|
| R2 |
141-26 |
141-26 |
140-22 |
|
| R1 |
141-04 |
141-04 |
140-18 |
140-29 |
| PP |
140-22 |
140-22 |
140-22 |
140-19 |
| S1 |
140-01 |
140-01 |
140-12 |
139-26 |
| S2 |
139-19 |
139-19 |
140-08 |
|
| S3 |
138-15 |
138-29 |
140-05 |
|
| S4 |
137-12 |
137-26 |
139-27 |
|
|
| 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 |
139-04 |
2-23 |
1.9% |
1-20 |
1.2% |
49% |
False |
False |
136,318 |
| 10 |
141-28 |
132-09 |
9-18 |
6.8% |
2-04 |
1.5% |
85% |
False |
False |
154,631 |
| 20 |
141-28 |
126-20 |
15-08 |
10.9% |
2-05 |
1.5% |
91% |
False |
False |
176,731 |
| 40 |
141-28 |
111-07 |
30-20 |
21.8% |
2-07 |
1.6% |
95% |
False |
False |
110,325 |
| 60 |
141-28 |
110-27 |
31-00 |
22.1% |
2-04 |
1.5% |
96% |
False |
False |
73,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-02 |
|
2.618 |
144-08 |
|
1.618 |
143-05 |
|
1.000 |
142-15 |
|
0.618 |
142-01 |
|
HIGH |
141-12 |
|
0.618 |
140-30 |
|
0.500 |
140-26 |
|
0.382 |
140-22 |
|
LOW |
140-08 |
|
0.618 |
139-18 |
|
1.000 |
139-04 |
|
1.618 |
138-15 |
|
2.618 |
137-11 |
|
4.250 |
135-17 |
|
|
| Fisher Pivots for day following 24-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
140-26 |
140-23 |
| PP |
140-22 |
140-20 |
| S1 |
140-19 |
140-18 |
|