ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 31-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
140-18 |
141-24 |
1-06 |
0.9% |
140-20 |
| High |
141-24 |
141-24 |
0-00 |
0.0% |
141-18 |
| Low |
139-22 |
138-00 |
-1-23 |
-1.2% |
139-29 |
| Close |
141-14 |
138-02 |
-3-12 |
-2.4% |
141-06 |
| Range |
2-02 |
3-24 |
1-23 |
84.0% |
1-20 |
| ATR |
2-02 |
2-06 |
0-04 |
5.8% |
0-00 |
| Volume |
51,913 |
75,122 |
23,209 |
44.7% |
339,379 |
|
| Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-18 |
148-02 |
140-04 |
|
| R3 |
146-25 |
144-10 |
139-03 |
|
| R2 |
143-01 |
143-01 |
138-24 |
|
| R1 |
140-17 |
140-17 |
138-13 |
139-29 |
| PP |
139-08 |
139-08 |
139-08 |
138-30 |
| S1 |
136-25 |
136-25 |
137-22 |
136-04 |
| S2 |
135-16 |
135-16 |
137-11 |
|
| S3 |
131-23 |
133-00 |
137-00 |
|
| S4 |
127-31 |
129-08 |
135-31 |
|
|
| 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 |
138-00 |
3-26 |
2.8% |
1-28 |
1.4% |
2% |
False |
True |
51,767 |
| 10 |
141-28 |
138-00 |
3-28 |
2.8% |
1-28 |
1.3% |
2% |
False |
True |
100,648 |
| 20 |
141-28 |
130-12 |
11-15 |
8.3% |
2-04 |
1.5% |
67% |
False |
False |
146,871 |
| 40 |
141-28 |
113-23 |
28-04 |
20.4% |
2-08 |
1.6% |
86% |
False |
False |
114,255 |
| 60 |
141-28 |
110-27 |
31-00 |
22.5% |
2-05 |
1.6% |
88% |
False |
False |
76,453 |
| 80 |
141-28 |
110-27 |
31-00 |
22.5% |
2-02 |
1.5% |
88% |
False |
False |
57,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-24 |
|
2.618 |
151-19 |
|
1.618 |
147-27 |
|
1.000 |
145-16 |
|
0.618 |
144-02 |
|
HIGH |
141-24 |
|
0.618 |
140-10 |
|
0.500 |
139-28 |
|
0.382 |
139-14 |
|
LOW |
138-00 |
|
0.618 |
135-21 |
|
1.000 |
134-07 |
|
1.618 |
131-29 |
|
2.618 |
128-04 |
|
4.250 |
121-31 |
|
|
| Fisher Pivots for day following 31-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
139-28 |
139-28 |
| PP |
139-08 |
139-09 |
| S1 |
138-21 |
138-21 |
|