ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 30-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
141-06 |
140-18 |
-0-20 |
-0.5% |
140-20 |
| High |
141-25 |
141-24 |
-0-01 |
0.0% |
141-18 |
| Low |
140-10 |
139-22 |
-0-20 |
-0.4% |
139-29 |
| Close |
140-28 |
141-14 |
0-17 |
0.4% |
141-06 |
| Range |
1-14 |
2-02 |
0-19 |
40.9% |
1-20 |
| ATR |
2-02 |
2-02 |
0-00 |
-0.1% |
0-00 |
| Volume |
19,612 |
51,913 |
32,301 |
164.7% |
339,379 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-03 |
146-10 |
142-18 |
|
| R3 |
145-02 |
144-08 |
142-00 |
|
| R2 |
143-00 |
143-00 |
141-26 |
|
| R1 |
142-07 |
142-07 |
141-20 |
142-20 |
| PP |
140-31 |
140-31 |
140-31 |
141-05 |
| S1 |
140-05 |
140-05 |
141-07 |
140-18 |
| S2 |
138-29 |
138-29 |
141-01 |
|
| S3 |
136-28 |
138-04 |
140-27 |
|
| S4 |
134-26 |
136-02 |
140-09 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-26 |
145-04 |
142-02 |
|
| R3 |
144-05 |
143-16 |
141-20 |
|
| R2 |
142-16 |
142-16 |
141-15 |
|
| R1 |
141-27 |
141-27 |
141-10 |
142-06 |
| PP |
140-28 |
140-28 |
140-28 |
141-01 |
| S1 |
140-06 |
140-06 |
141-01 |
140-17 |
| S2 |
139-08 |
139-08 |
140-28 |
|
| S3 |
137-19 |
138-18 |
140-23 |
|
| S4 |
135-30 |
136-30 |
140-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-25 |
139-22 |
2-02 |
1.5% |
1-13 |
1.0% |
83% |
False |
True |
56,533 |
| 10 |
141-28 |
135-10 |
6-18 |
4.6% |
1-28 |
1.3% |
93% |
False |
False |
104,120 |
| 20 |
141-28 |
129-15 |
12-12 |
8.8% |
2-02 |
1.5% |
96% |
False |
False |
155,782 |
| 40 |
141-28 |
111-25 |
30-02 |
21.3% |
2-07 |
1.6% |
99% |
False |
False |
112,396 |
| 60 |
141-28 |
110-27 |
31-00 |
21.9% |
2-03 |
1.5% |
99% |
False |
False |
75,203 |
| 80 |
141-28 |
110-27 |
31-00 |
21.9% |
2-01 |
1.4% |
99% |
False |
False |
56,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-14 |
|
2.618 |
147-03 |
|
1.618 |
145-02 |
|
1.000 |
143-26 |
|
0.618 |
143-00 |
|
HIGH |
141-24 |
|
0.618 |
140-31 |
|
0.500 |
140-23 |
|
0.382 |
140-16 |
|
LOW |
139-22 |
|
0.618 |
138-14 |
|
1.000 |
137-21 |
|
1.618 |
136-13 |
|
2.618 |
134-11 |
|
4.250 |
131-00 |
|
|
| Fisher Pivots for day following 30-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
141-06 |
141-06 |
| PP |
140-31 |
140-31 |
| S1 |
140-23 |
140-24 |
|