ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 23-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
140-04 |
139-18 |
-0-18 |
-0.4% |
133-27 |
| High |
140-06 |
139-30 |
-0-08 |
-0.2% |
140-16 |
| Low |
139-00 |
138-23 |
-0-09 |
-0.2% |
133-02 |
| Close |
139-13 |
139-23 |
0-10 |
0.2% |
139-17 |
| Range |
1-06 |
1-07 |
0-01 |
2.6% |
7-14 |
| ATR |
2-01 |
1-31 |
-0-02 |
-2.9% |
0-00 |
| Volume |
878 |
17 |
-861 |
-98.1% |
482 |
|
| Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-04 |
142-20 |
140-12 |
|
| R3 |
141-29 |
141-13 |
140-02 |
|
| R2 |
140-22 |
140-22 |
139-30 |
|
| R1 |
140-06 |
140-06 |
139-27 |
140-14 |
| PP |
139-15 |
139-15 |
139-15 |
139-18 |
| S1 |
138-31 |
138-31 |
139-19 |
139-07 |
| S2 |
138-08 |
138-08 |
139-16 |
|
| S3 |
137-01 |
137-24 |
139-12 |
|
| S4 |
135-26 |
136-17 |
139-02 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-00 |
157-07 |
143-20 |
|
| R3 |
152-18 |
149-25 |
141-18 |
|
| R2 |
145-04 |
145-04 |
140-29 |
|
| R1 |
142-11 |
142-11 |
140-07 |
143-24 |
| PP |
137-22 |
137-22 |
137-22 |
138-13 |
| S1 |
134-29 |
134-29 |
138-27 |
136-10 |
| S2 |
130-08 |
130-08 |
138-05 |
|
| S3 |
122-26 |
127-15 |
137-16 |
|
| S4 |
115-12 |
120-01 |
135-14 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-04 |
|
2.618 |
143-04 |
|
1.618 |
141-29 |
|
1.000 |
141-05 |
|
0.618 |
140-22 |
|
HIGH |
139-30 |
|
0.618 |
139-15 |
|
0.500 |
139-10 |
|
0.382 |
139-06 |
|
LOW |
138-23 |
|
0.618 |
137-31 |
|
1.000 |
137-16 |
|
1.618 |
136-24 |
|
2.618 |
135-17 |
|
4.250 |
133-17 |
|
|
| Fisher Pivots for day following 23-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
139-19 |
139-20 |
| PP |
139-15 |
139-17 |
| S1 |
139-10 |
139-14 |
|