ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
134-00 |
133-27 |
-0-05 |
-0.1% |
131-18 |
| High |
134-16 |
134-27 |
0-11 |
0.3% |
134-16 |
| Low |
131-07 |
133-02 |
1-27 |
1.4% |
130-30 |
| Close |
133-19 |
134-00 |
0-13 |
0.3% |
133-19 |
| Range |
3-09 |
1-25 |
-1-16 |
-45.7% |
3-18 |
| ATR |
1-31 |
1-30 |
0-00 |
-0.7% |
0-00 |
| Volume |
13 |
88 |
75 |
576.9% |
145 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-10 |
138-14 |
134-31 |
|
| R3 |
137-17 |
136-21 |
134-16 |
|
| R2 |
135-24 |
135-24 |
134-10 |
|
| R1 |
134-28 |
134-28 |
134-05 |
135-10 |
| PP |
133-31 |
133-31 |
133-31 |
134-06 |
| S1 |
133-03 |
133-03 |
133-27 |
133-17 |
| S2 |
132-06 |
132-06 |
133-22 |
|
| S3 |
130-13 |
131-10 |
133-16 |
|
| S4 |
128-20 |
129-17 |
133-01 |
|
|
| 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 |
142-13 |
|
2.618 |
139-16 |
|
1.618 |
137-23 |
|
1.000 |
136-20 |
|
0.618 |
135-30 |
|
HIGH |
134-27 |
|
0.618 |
134-05 |
|
0.500 |
133-30 |
|
0.382 |
133-24 |
|
LOW |
133-02 |
|
0.618 |
131-31 |
|
1.000 |
131-09 |
|
1.618 |
130-06 |
|
2.618 |
128-13 |
|
4.250 |
125-16 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
134-00 |
133-22 |
| PP |
133-31 |
133-11 |
| S1 |
133-30 |
133-01 |
|