ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
132-03 |
132-29 |
0-26 |
0.6% |
126-26 |
| High |
133-23 |
133-06 |
-0-17 |
-0.4% |
133-26 |
| Low |
131-27 |
131-21 |
-0-06 |
-0.1% |
126-02 |
| Close |
133-06 |
132-20 |
-0-18 |
-0.4% |
132-08 |
| Range |
1-28 |
1-17 |
-0-11 |
-18.3% |
7-24 |
| ATR |
0-00 |
1-27 |
1-27 |
|
0-00 |
| Volume |
23 |
57 |
34 |
147.8% |
244 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-03 |
136-12 |
133-15 |
|
| R3 |
135-18 |
134-27 |
133-01 |
|
| R2 |
134-01 |
134-01 |
132-29 |
|
| R1 |
133-10 |
133-10 |
132-24 |
132-29 |
| PP |
132-16 |
132-16 |
132-16 |
132-09 |
| S1 |
131-25 |
131-25 |
132-16 |
131-12 |
| S2 |
130-31 |
130-31 |
132-11 |
|
| S3 |
129-14 |
130-08 |
132-07 |
|
| S4 |
127-29 |
128-23 |
131-25 |
|
|
| 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 |
139-22 |
|
2.618 |
137-06 |
|
1.618 |
135-21 |
|
1.000 |
134-23 |
|
0.618 |
134-04 |
|
HIGH |
133-06 |
|
0.618 |
132-19 |
|
0.500 |
132-14 |
|
0.382 |
132-08 |
|
LOW |
131-21 |
|
0.618 |
130-23 |
|
1.000 |
130-04 |
|
1.618 |
129-06 |
|
2.618 |
127-21 |
|
4.250 |
125-05 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
132-18 |
132-17 |
| PP |
132-16 |
132-14 |
| S1 |
132-14 |
132-10 |
|