ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 16-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
133-27 |
134-21 |
0-26 |
0.6% |
131-18 |
| High |
134-27 |
137-31 |
3-04 |
2.3% |
134-16 |
| Low |
133-02 |
134-05 |
1-03 |
0.8% |
130-30 |
| Close |
134-00 |
136-05 |
2-05 |
1.6% |
133-19 |
| Range |
1-25 |
3-26 |
2-01 |
114.0% |
3-18 |
| ATR |
1-30 |
2-03 |
0-05 |
7.4% |
0-00 |
| Volume |
88 |
34 |
-54 |
-61.4% |
145 |
|
| Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-17 |
145-21 |
138-08 |
|
| R3 |
143-23 |
141-27 |
137-07 |
|
| R2 |
139-29 |
139-29 |
136-27 |
|
| R1 |
138-01 |
138-01 |
136-16 |
138-31 |
| PP |
136-03 |
136-03 |
136-03 |
136-18 |
| S1 |
134-07 |
134-07 |
135-26 |
135-05 |
| S2 |
132-09 |
132-09 |
135-15 |
|
| S3 |
128-15 |
130-13 |
135-03 |
|
| S4 |
124-21 |
126-19 |
134-02 |
|
|
| 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 |
154-06 |
|
2.618 |
147-30 |
|
1.618 |
144-04 |
|
1.000 |
141-25 |
|
0.618 |
140-10 |
|
HIGH |
137-31 |
|
0.618 |
136-16 |
|
0.500 |
136-02 |
|
0.382 |
135-20 |
|
LOW |
134-05 |
|
0.618 |
131-26 |
|
1.000 |
130-11 |
|
1.618 |
128-00 |
|
2.618 |
124-06 |
|
4.250 |
117-30 |
|
|
| Fisher Pivots for day following 16-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
136-04 |
135-20 |
| PP |
136-03 |
135-04 |
| S1 |
136-02 |
134-19 |
|