ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 01-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
128-12 |
128-18 |
0-06 |
0.1% |
125-28 |
| High |
129-00 |
132-12 |
3-13 |
2.6% |
129-00 |
| Low |
127-18 |
128-13 |
0-27 |
0.7% |
124-09 |
| Close |
128-18 |
131-20 |
3-02 |
2.4% |
128-18 |
| Range |
1-14 |
4-00 |
2-18 |
180.2% |
4-22 |
| ATR |
2-15 |
2-18 |
0-03 |
4.5% |
0-00 |
| Volume |
212,818 |
64,630 |
-148,188 |
-69.6% |
1,388,059 |
|
| Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-24 |
141-06 |
133-26 |
|
| R3 |
138-25 |
137-06 |
132-23 |
|
| R2 |
134-25 |
134-25 |
132-11 |
|
| R1 |
133-07 |
133-07 |
132-00 |
134-00 |
| PP |
130-26 |
130-26 |
130-26 |
131-06 |
| S1 |
129-07 |
129-07 |
131-08 |
130-00 |
| S2 |
126-26 |
126-26 |
130-29 |
|
| S3 |
122-27 |
125-08 |
130-17 |
|
| S4 |
118-27 |
121-08 |
129-14 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-12 |
139-22 |
131-05 |
|
| R3 |
136-22 |
134-31 |
129-27 |
|
| R2 |
131-31 |
131-31 |
129-14 |
|
| R1 |
130-09 |
130-09 |
129-00 |
131-04 |
| PP |
127-09 |
127-09 |
127-09 |
127-22 |
| S1 |
125-18 |
125-18 |
128-04 |
126-14 |
| S2 |
122-18 |
122-18 |
127-22 |
|
| S3 |
117-28 |
120-28 |
127-09 |
|
| S4 |
113-05 |
116-05 |
125-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-12 |
124-09 |
8-04 |
6.2% |
2-20 |
2.0% |
91% |
True |
False |
290,537 |
| 10 |
132-12 |
118-09 |
14-04 |
10.7% |
2-30 |
2.2% |
95% |
True |
False |
271,714 |
| 20 |
132-12 |
112-20 |
19-25 |
15.0% |
2-14 |
1.9% |
96% |
True |
False |
219,511 |
| 40 |
132-12 |
112-17 |
19-28 |
15.1% |
2-10 |
1.8% |
96% |
True |
False |
227,646 |
| 60 |
132-12 |
112-17 |
19-28 |
15.1% |
2-08 |
1.7% |
96% |
True |
False |
271,186 |
| 80 |
132-12 |
112-17 |
19-28 |
15.1% |
1-31 |
1.5% |
96% |
True |
False |
233,782 |
| 100 |
132-12 |
112-14 |
19-30 |
15.2% |
1-26 |
1.4% |
96% |
True |
False |
187,179 |
| 120 |
132-12 |
110-25 |
21-20 |
16.4% |
1-21 |
1.3% |
96% |
True |
False |
155,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-10 |
|
2.618 |
142-26 |
|
1.618 |
138-27 |
|
1.000 |
136-12 |
|
0.618 |
134-27 |
|
HIGH |
132-12 |
|
0.618 |
130-28 |
|
0.500 |
130-13 |
|
0.382 |
129-30 |
|
LOW |
128-13 |
|
0.618 |
125-30 |
|
1.000 |
124-14 |
|
1.618 |
121-31 |
|
2.618 |
117-31 |
|
4.250 |
111-15 |
|
|
| Fisher Pivots for day following 01-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
131-07 |
131-00 |
| PP |
130-26 |
130-11 |
| S1 |
130-13 |
129-23 |
|