ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 17-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
134-21 |
137-10 |
2-21 |
2.0% |
131-18 |
| High |
137-31 |
139-07 |
1-08 |
0.9% |
134-16 |
| Low |
134-05 |
137-05 |
3-00 |
2.2% |
130-30 |
| Close |
136-05 |
138-04 |
1-31 |
1.4% |
133-19 |
| Range |
3-26 |
2-02 |
-1-24 |
-45.9% |
3-18 |
| ATR |
2-03 |
2-05 |
0-02 |
3.3% |
0-00 |
| Volume |
34 |
59 |
25 |
73.5% |
145 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-11 |
143-10 |
139-08 |
|
| R3 |
142-09 |
141-08 |
138-22 |
|
| R2 |
140-07 |
140-07 |
138-16 |
|
| R1 |
139-06 |
139-06 |
138-10 |
139-22 |
| PP |
138-05 |
138-05 |
138-05 |
138-14 |
| S1 |
137-04 |
137-04 |
137-30 |
137-20 |
| S2 |
136-03 |
136-03 |
137-24 |
|
| S3 |
134-01 |
135-02 |
137-18 |
|
| S4 |
131-31 |
133-00 |
137-00 |
|
|
| 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 |
148-00 |
|
2.618 |
144-20 |
|
1.618 |
142-18 |
|
1.000 |
141-09 |
|
0.618 |
140-16 |
|
HIGH |
139-07 |
|
0.618 |
138-14 |
|
0.500 |
138-06 |
|
0.382 |
137-30 |
|
LOW |
137-05 |
|
0.618 |
135-28 |
|
1.000 |
135-03 |
|
1.618 |
133-26 |
|
2.618 |
131-24 |
|
4.250 |
128-12 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
138-06 |
137-15 |
| PP |
138-05 |
136-26 |
| S1 |
138-05 |
136-04 |
|