ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
133-16 |
134-00 |
0-16 |
0.4% |
131-18 |
| High |
133-26 |
134-16 |
0-22 |
0.5% |
134-16 |
| Low |
131-26 |
131-07 |
-0-19 |
-0.5% |
130-30 |
| Close |
133-08 |
133-19 |
0-11 |
0.3% |
133-19 |
| Range |
2-00 |
3-09 |
1-09 |
64.1% |
3-18 |
| ATR |
1-27 |
1-31 |
0-03 |
5.5% |
0-00 |
| Volume |
18 |
13 |
-5 |
-27.8% |
145 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-30 |
141-18 |
135-13 |
|
| R3 |
139-21 |
138-09 |
134-16 |
|
| R2 |
136-12 |
136-12 |
134-06 |
|
| R1 |
135-00 |
135-00 |
133-29 |
134-02 |
| PP |
133-03 |
133-03 |
133-03 |
132-20 |
| S1 |
131-23 |
131-23 |
133-09 |
130-24 |
| S2 |
129-26 |
129-26 |
133-00 |
|
| S3 |
126-17 |
128-14 |
132-22 |
|
| S4 |
123-08 |
125-05 |
131-25 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-22 |
142-07 |
135-18 |
|
| R3 |
140-04 |
138-21 |
134-18 |
|
| R2 |
136-18 |
136-18 |
134-08 |
|
| R1 |
135-03 |
135-03 |
133-29 |
135-26 |
| PP |
133-00 |
133-00 |
133-00 |
133-12 |
| S1 |
131-17 |
131-17 |
133-09 |
132-08 |
| S2 |
129-14 |
129-14 |
132-30 |
|
| S3 |
125-28 |
127-31 |
132-20 |
|
| S4 |
122-10 |
124-13 |
131-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-14 |
|
2.618 |
143-03 |
|
1.618 |
139-26 |
|
1.000 |
137-25 |
|
0.618 |
136-17 |
|
HIGH |
134-16 |
|
0.618 |
133-08 |
|
0.500 |
132-28 |
|
0.382 |
132-15 |
|
LOW |
131-07 |
|
0.618 |
129-06 |
|
1.000 |
127-30 |
|
1.618 |
125-29 |
|
2.618 |
122-20 |
|
4.250 |
117-09 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
133-11 |
133-11 |
| PP |
133-03 |
133-03 |
| S1 |
132-28 |
132-28 |
|