ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 05-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
131-05 |
132-24 |
1-19 |
1.2% |
126-26 |
| High |
133-04 |
133-26 |
0-22 |
0.5% |
133-26 |
| Low |
130-17 |
131-19 |
1-02 |
0.8% |
126-02 |
| Close |
132-23 |
132-08 |
-0-15 |
-0.4% |
132-08 |
| Range |
2-19 |
2-07 |
-0-12 |
-14.5% |
7-24 |
| ATR |
|
|
|
|
|
| Volume |
31 |
64 |
33 |
106.5% |
244 |
|
| Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-07 |
137-30 |
133-15 |
|
| R3 |
137-00 |
135-23 |
132-28 |
|
| R2 |
134-25 |
134-25 |
132-21 |
|
| R1 |
133-16 |
133-16 |
132-15 |
133-01 |
| PP |
132-18 |
132-18 |
132-18 |
132-10 |
| S1 |
131-09 |
131-09 |
132-01 |
130-26 |
| S2 |
130-11 |
130-11 |
131-27 |
|
| S3 |
128-04 |
129-02 |
131-20 |
|
| S4 |
125-29 |
126-27 |
131-01 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-31 |
150-27 |
136-16 |
|
| R3 |
146-07 |
143-03 |
134-12 |
|
| R2 |
138-15 |
138-15 |
133-21 |
|
| R1 |
135-11 |
135-11 |
132-31 |
136-29 |
| PP |
130-23 |
130-23 |
130-23 |
131-16 |
| S1 |
127-19 |
127-19 |
131-17 |
129-05 |
| S2 |
122-31 |
122-31 |
130-27 |
|
| S3 |
115-07 |
119-27 |
130-04 |
|
| S4 |
107-15 |
112-03 |
128-00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-08 |
|
2.618 |
139-20 |
|
1.618 |
137-13 |
|
1.000 |
136-01 |
|
0.618 |
135-06 |
|
HIGH |
133-26 |
|
0.618 |
132-31 |
|
0.500 |
132-22 |
|
0.382 |
132-14 |
|
LOW |
131-19 |
|
0.618 |
130-07 |
|
1.000 |
129-12 |
|
1.618 |
128-00 |
|
2.618 |
125-25 |
|
4.250 |
122-05 |
|
|
| Fisher Pivots for day following 05-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
132-22 |
131-31 |
| PP |
132-18 |
131-23 |
| S1 |
132-13 |
131-14 |
|