ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 18-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
137-10 |
138-04 |
0-26 |
0.6% |
131-18 |
| High |
139-07 |
140-16 |
1-09 |
0.9% |
134-16 |
| Low |
137-05 |
138-04 |
0-31 |
0.7% |
130-30 |
| Close |
138-04 |
140-06 |
2-02 |
1.5% |
133-19 |
| Range |
2-02 |
2-12 |
0-10 |
15.2% |
3-18 |
| ATR |
2-05 |
2-06 |
0-00 |
0.7% |
0-00 |
| Volume |
59 |
135 |
76 |
128.8% |
145 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-23 |
145-27 |
141-16 |
|
| R3 |
144-11 |
143-15 |
140-27 |
|
| R2 |
141-31 |
141-31 |
140-20 |
|
| R1 |
141-03 |
141-03 |
140-13 |
141-17 |
| PP |
139-19 |
139-19 |
139-19 |
139-26 |
| S1 |
138-23 |
138-23 |
139-31 |
139-05 |
| S2 |
137-07 |
137-07 |
139-24 |
|
| S3 |
134-27 |
136-11 |
139-17 |
|
| S4 |
132-15 |
133-31 |
138-28 |
|
|
| 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 |
150-19 |
|
2.618 |
146-23 |
|
1.618 |
144-11 |
|
1.000 |
142-28 |
|
0.618 |
141-31 |
|
HIGH |
140-16 |
|
0.618 |
139-19 |
|
0.500 |
139-10 |
|
0.382 |
139-01 |
|
LOW |
138-04 |
|
0.618 |
136-21 |
|
1.000 |
135-24 |
|
1.618 |
134-09 |
|
2.618 |
131-29 |
|
4.250 |
128-01 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
139-29 |
139-08 |
| PP |
139-19 |
138-09 |
| S1 |
139-10 |
137-10 |
|