ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 08-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
135-05 |
134-02 |
-1-04 |
-0.8% |
128-18 |
| High |
136-03 |
135-15 |
-0-20 |
-0.5% |
136-03 |
| Low |
133-31 |
133-12 |
-0-19 |
-0.4% |
128-13 |
| Close |
134-20 |
134-22 |
0-03 |
0.1% |
134-20 |
| Range |
2-04 |
2-03 |
-0-01 |
-1.5% |
7-22 |
| ATR |
2-15 |
2-14 |
-0-01 |
-1.1% |
0-00 |
| Volume |
22,660 |
23,601 |
941 |
4.2% |
322,315 |
|
| Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-26 |
139-27 |
135-27 |
|
| R3 |
138-22 |
137-24 |
135-09 |
|
| R2 |
136-20 |
136-20 |
135-03 |
|
| R1 |
135-21 |
135-21 |
134-29 |
136-04 |
| PP |
134-16 |
134-16 |
134-16 |
134-24 |
| S1 |
133-18 |
133-18 |
134-16 |
134-01 |
| S2 |
132-14 |
132-14 |
134-10 |
|
| S3 |
130-10 |
131-15 |
134-04 |
|
| S4 |
128-08 |
129-12 |
133-18 |
|
|
| 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 |
130-14 |
5-21 |
4.2% |
2-06 |
1.6% |
75% |
False |
False |
56,257 |
| 10 |
136-03 |
124-09 |
11-26 |
8.8% |
2-13 |
1.8% |
88% |
False |
False |
173,397 |
| 20 |
136-03 |
115-08 |
20-27 |
15.5% |
2-16 |
1.9% |
93% |
False |
False |
188,555 |
| 40 |
136-03 |
112-17 |
23-18 |
17.5% |
2-08 |
1.7% |
94% |
False |
False |
191,695 |
| 60 |
136-03 |
112-17 |
23-18 |
17.5% |
2-10 |
1.7% |
94% |
False |
False |
242,902 |
| 80 |
136-03 |
112-17 |
23-18 |
17.5% |
2-01 |
1.5% |
94% |
False |
False |
237,214 |
| 100 |
136-03 |
112-14 |
23-21 |
17.6% |
1-27 |
1.4% |
94% |
False |
False |
189,971 |
| 120 |
136-03 |
111-17 |
24-18 |
18.2% |
1-23 |
1.3% |
94% |
False |
False |
158,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-12 |
|
2.618 |
140-30 |
|
1.618 |
138-27 |
|
1.000 |
137-18 |
|
0.618 |
136-24 |
|
HIGH |
135-15 |
|
0.618 |
134-21 |
|
0.500 |
134-14 |
|
0.382 |
134-06 |
|
LOW |
133-12 |
|
0.618 |
132-03 |
|
1.000 |
131-09 |
|
1.618 |
130-00 |
|
2.618 |
127-29 |
|
4.250 |
124-15 |
|
|
| Fisher Pivots for day following 08-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
134-20 |
134-19 |
| PP |
134-16 |
134-16 |
| S1 |
134-14 |
134-12 |
|