ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 31-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
139-08 |
139-27 |
0-19 |
0.4% |
140-04 |
| High |
140-10 |
140-07 |
-0-03 |
-0.1% |
140-06 |
| Low |
138-16 |
136-26 |
-1-22 |
-1.2% |
138-23 |
| Close |
140-04 |
136-24 |
-3-12 |
-2.4% |
139-28 |
| Range |
1-26 |
3-13 |
1-19 |
87.9% |
1-15 |
| ATR |
1-25 |
1-29 |
0-04 |
6.5% |
0-00 |
| Volume |
326 |
437 |
111 |
34.0% |
919 |
|
| Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-05 |
145-27 |
138-20 |
|
| R3 |
144-24 |
142-14 |
137-22 |
|
| R2 |
141-11 |
141-11 |
137-12 |
|
| R1 |
139-01 |
139-01 |
137-02 |
138-16 |
| PP |
137-30 |
137-30 |
137-30 |
137-21 |
| S1 |
135-20 |
135-20 |
136-14 |
135-02 |
| S2 |
134-17 |
134-17 |
136-04 |
|
| S3 |
131-04 |
132-07 |
135-26 |
|
| S4 |
127-23 |
128-26 |
134-28 |
|
|
| 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 |
154-22 |
|
2.618 |
149-04 |
|
1.618 |
145-23 |
|
1.000 |
143-20 |
|
0.618 |
142-10 |
|
HIGH |
140-07 |
|
0.618 |
138-29 |
|
0.500 |
138-16 |
|
0.382 |
138-04 |
|
LOW |
136-26 |
|
0.618 |
134-23 |
|
1.000 |
133-13 |
|
1.618 |
131-10 |
|
2.618 |
127-29 |
|
4.250 |
122-11 |
|
|
| Fisher Pivots for day following 31-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
138-16 |
138-19 |
| PP |
137-30 |
137-31 |
| S1 |
137-11 |
137-12 |
|