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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-13
Narrowest range in 2 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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