ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 02-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
128-18 |
131-20 |
3-02 |
2.4% |
125-28 |
| High |
132-12 |
132-16 |
0-04 |
0.1% |
129-00 |
| Low |
128-13 |
130-14 |
2-01 |
1.6% |
124-09 |
| Close |
131-20 |
132-06 |
0-18 |
0.4% |
128-18 |
| Range |
4-00 |
2-02 |
-1-29 |
-47.8% |
4-22 |
| ATR |
2-18 |
2-17 |
-0-01 |
-1.4% |
0-00 |
| Volume |
64,630 |
96,929 |
32,299 |
50.0% |
1,388,059 |
|
| Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-30 |
137-05 |
133-11 |
|
| R3 |
135-28 |
135-02 |
132-25 |
|
| R2 |
133-26 |
133-26 |
132-19 |
|
| R1 |
133-00 |
133-00 |
132-13 |
133-13 |
| PP |
131-23 |
131-23 |
131-23 |
131-29 |
| S1 |
130-30 |
130-30 |
132-00 |
131-10 |
| S2 |
129-20 |
129-20 |
131-26 |
|
| S3 |
127-18 |
128-27 |
131-20 |
|
| S4 |
125-16 |
126-24 |
131-02 |
|
|
| 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 |
132-16 |
124-18 |
7-30 |
6.0% |
2-19 |
2.0% |
96% |
True |
False |
237,024 |
| 10 |
132-16 |
118-30 |
13-18 |
10.3% |
3-00 |
2.3% |
98% |
True |
False |
261,313 |
| 20 |
132-16 |
113-01 |
19-16 |
14.7% |
2-16 |
1.9% |
98% |
True |
False |
212,855 |
| 40 |
132-16 |
112-17 |
20-00 |
15.1% |
2-10 |
1.7% |
98% |
True |
False |
222,423 |
| 60 |
132-16 |
112-17 |
20-00 |
15.1% |
2-08 |
1.7% |
98% |
True |
False |
266,305 |
| 80 |
132-16 |
112-17 |
20-00 |
15.1% |
1-31 |
1.5% |
98% |
True |
False |
234,975 |
| 100 |
132-16 |
112-14 |
20-02 |
15.2% |
1-26 |
1.4% |
98% |
True |
False |
188,147 |
| 120 |
132-16 |
110-25 |
21-24 |
16.4% |
1-21 |
1.3% |
99% |
True |
False |
156,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-11 |
|
2.618 |
137-31 |
|
1.618 |
135-28 |
|
1.000 |
134-19 |
|
0.618 |
133-26 |
|
HIGH |
132-16 |
|
0.618 |
131-23 |
|
0.500 |
131-15 |
|
0.382 |
131-07 |
|
LOW |
130-14 |
|
0.618 |
129-05 |
|
1.000 |
128-12 |
|
1.618 |
127-02 |
|
2.618 |
125-00 |
|
4.250 |
121-19 |
|
|
| Fisher Pivots for day following 02-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
131-31 |
131-15 |
| PP |
131-23 |
130-24 |
| S1 |
131-15 |
130-01 |
|