ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 26-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
139-06 |
139-27 |
0-21 |
0.5% |
140-04 |
| High |
139-26 |
140-06 |
0-12 |
0.3% |
140-06 |
| Low |
139-06 |
139-27 |
0-21 |
0.5% |
138-23 |
| Close |
139-06 |
139-28 |
0-22 |
0.5% |
139-28 |
| Range |
0-20 |
0-11 |
-0-09 |
-45.0% |
1-15 |
| ATR |
1-28 |
1-26 |
-0-02 |
-3.3% |
0-00 |
| Volume |
24 |
0 |
-24 |
-100.0% |
919 |
|
| Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-00 |
140-25 |
140-02 |
|
| R3 |
140-21 |
140-14 |
139-31 |
|
| R2 |
140-10 |
140-10 |
139-30 |
|
| R1 |
140-03 |
140-03 |
139-29 |
140-06 |
| PP |
139-31 |
139-31 |
139-31 |
140-01 |
| S1 |
139-24 |
139-24 |
139-27 |
139-28 |
| S2 |
139-20 |
139-20 |
139-26 |
|
| S3 |
139-09 |
139-13 |
139-25 |
|
| S4 |
138-30 |
139-02 |
139-22 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-00 |
143-13 |
140-22 |
|
| R3 |
142-17 |
141-30 |
140-09 |
|
| R2 |
141-02 |
141-02 |
140-05 |
|
| R1 |
140-15 |
140-15 |
140-00 |
140-01 |
| PP |
139-19 |
139-19 |
139-19 |
139-12 |
| S1 |
139-00 |
139-00 |
139-24 |
138-18 |
| S2 |
138-04 |
138-04 |
139-19 |
|
| S3 |
136-21 |
137-17 |
139-15 |
|
| S4 |
135-06 |
136-02 |
139-02 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-21 |
|
2.618 |
141-03 |
|
1.618 |
140-24 |
|
1.000 |
140-17 |
|
0.618 |
140-13 |
|
HIGH |
140-06 |
|
0.618 |
140-02 |
|
0.500 |
140-00 |
|
0.382 |
139-31 |
|
LOW |
139-27 |
|
0.618 |
139-20 |
|
1.000 |
139-16 |
|
1.618 |
139-09 |
|
2.618 |
138-30 |
|
4.250 |
138-12 |
|
|
| Fisher Pivots for day following 26-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
140-00 |
139-24 |
| PP |
139-31 |
139-19 |
| S1 |
139-30 |
139-14 |
|