ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 05-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
132-21 |
135-05 |
2-16 |
1.9% |
128-18 |
| High |
135-16 |
136-03 |
0-18 |
0.4% |
136-03 |
| Low |
132-21 |
133-31 |
1-10 |
1.0% |
128-13 |
| Close |
134-30 |
134-20 |
-0-10 |
-0.2% |
134-20 |
| Range |
2-28 |
2-04 |
-0-24 |
-25.7% |
7-22 |
| ATR |
2-16 |
2-15 |
-0-01 |
-1.1% |
0-00 |
| Volume |
83,447 |
22,660 |
-60,787 |
-72.8% |
322,315 |
|
| Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-08 |
140-02 |
135-25 |
|
| R3 |
139-04 |
137-30 |
135-06 |
|
| R2 |
137-00 |
137-00 |
135-00 |
|
| R1 |
135-26 |
135-26 |
134-26 |
135-11 |
| PP |
134-28 |
134-28 |
134-28 |
134-21 |
| S1 |
133-22 |
133-22 |
134-13 |
133-07 |
| S2 |
132-24 |
132-24 |
134-07 |
|
| S3 |
130-20 |
131-18 |
134-01 |
|
| S4 |
128-16 |
129-14 |
133-14 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-03 |
153-01 |
138-27 |
|
| R3 |
148-13 |
145-11 |
136-23 |
|
| R2 |
140-23 |
140-23 |
136-01 |
|
| R1 |
137-21 |
137-21 |
135-10 |
139-06 |
| PP |
133-01 |
133-01 |
133-01 |
133-26 |
| S1 |
129-31 |
129-31 |
133-29 |
131-16 |
| S2 |
125-11 |
125-11 |
133-06 |
|
| S3 |
117-21 |
122-09 |
132-16 |
|
| S4 |
109-31 |
114-19 |
130-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-03 |
128-13 |
7-22 |
5.7% |
2-19 |
1.9% |
81% |
True |
False |
64,463 |
| 10 |
136-03 |
124-09 |
11-26 |
8.8% |
2-18 |
1.9% |
87% |
True |
False |
217,188 |
| 20 |
136-03 |
115-08 |
20-27 |
15.5% |
2-16 |
1.9% |
93% |
True |
False |
196,535 |
| 40 |
136-03 |
112-17 |
23-18 |
17.5% |
2-08 |
1.7% |
94% |
True |
False |
198,442 |
| 60 |
136-03 |
112-17 |
23-18 |
17.5% |
2-10 |
1.7% |
94% |
True |
False |
248,759 |
| 80 |
136-03 |
112-17 |
23-18 |
17.5% |
2-01 |
1.5% |
94% |
True |
False |
236,944 |
| 100 |
136-03 |
112-14 |
23-21 |
17.6% |
1-27 |
1.4% |
94% |
True |
False |
189,745 |
| 120 |
136-03 |
111-15 |
24-20 |
18.3% |
1-23 |
1.3% |
94% |
True |
False |
158,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-04 |
|
2.618 |
141-21 |
|
1.618 |
139-17 |
|
1.000 |
138-07 |
|
0.618 |
137-13 |
|
HIGH |
136-03 |
|
0.618 |
135-09 |
|
0.500 |
135-01 |
|
0.382 |
134-25 |
|
LOW |
133-31 |
|
0.618 |
132-21 |
|
1.000 |
131-27 |
|
1.618 |
130-17 |
|
2.618 |
128-13 |
|
4.250 |
124-30 |
|
|
| Fisher Pivots for day following 05-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
135-01 |
134-10 |
| PP |
134-28 |
134-01 |
| S1 |
134-24 |
133-24 |
|