ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 29-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
139-27 |
139-30 |
0-03 |
0.1% |
140-04 |
| High |
140-06 |
140-12 |
0-06 |
0.1% |
140-06 |
| Low |
139-27 |
139-04 |
-0-23 |
-0.5% |
138-23 |
| Close |
139-28 |
139-19 |
-0-09 |
-0.2% |
139-28 |
| Range |
0-11 |
1-08 |
0-29 |
263.6% |
1-15 |
| ATR |
1-26 |
1-25 |
-0-01 |
-2.2% |
0-00 |
| Volume |
0 |
40 |
40 |
|
919 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-14 |
142-25 |
140-09 |
|
| R3 |
142-06 |
141-17 |
139-30 |
|
| R2 |
140-30 |
140-30 |
139-26 |
|
| R1 |
140-09 |
140-09 |
139-23 |
140-00 |
| PP |
139-22 |
139-22 |
139-22 |
139-18 |
| S1 |
139-01 |
139-01 |
139-15 |
138-24 |
| S2 |
138-14 |
138-14 |
139-12 |
|
| S3 |
137-06 |
137-25 |
139-08 |
|
| S4 |
135-30 |
136-17 |
138-29 |
|
|
| 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 |
145-22 |
|
2.618 |
143-21 |
|
1.618 |
142-13 |
|
1.000 |
141-20 |
|
0.618 |
141-05 |
|
HIGH |
140-12 |
|
0.618 |
139-29 |
|
0.500 |
139-24 |
|
0.382 |
139-19 |
|
LOW |
139-04 |
|
0.618 |
138-11 |
|
1.000 |
137-28 |
|
1.618 |
137-03 |
|
2.618 |
135-27 |
|
4.250 |
133-26 |
|
|
| Fisher Pivots for day following 29-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
139-24 |
139-24 |
| PP |
139-22 |
139-22 |
| S1 |
139-21 |
139-21 |
|