ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 09-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
134-02 |
134-16 |
0-15 |
0.3% |
128-18 |
| High |
135-15 |
136-03 |
0-20 |
0.5% |
136-03 |
| Low |
133-12 |
134-09 |
0-29 |
0.7% |
128-13 |
| Close |
134-22 |
135-19 |
0-28 |
0.7% |
134-20 |
| Range |
2-03 |
1-26 |
-0-09 |
-13.4% |
7-22 |
| ATR |
2-14 |
2-13 |
-0-01 |
-1.9% |
0-00 |
| Volume |
23,601 |
14,678 |
-8,923 |
-37.8% |
322,315 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-24 |
140-00 |
136-19 |
|
| R3 |
138-30 |
138-06 |
136-03 |
|
| R2 |
137-04 |
137-04 |
135-30 |
|
| R1 |
136-12 |
136-12 |
135-24 |
136-24 |
| PP |
135-10 |
135-10 |
135-10 |
135-16 |
| S1 |
134-18 |
134-18 |
135-14 |
134-30 |
| S2 |
133-16 |
133-16 |
135-08 |
|
| S3 |
131-22 |
132-24 |
135-03 |
|
| S4 |
129-28 |
130-30 |
134-19 |
|
|
| 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 |
131-14 |
4-22 |
3.4% |
2-05 |
1.6% |
89% |
True |
False |
39,807 |
| 10 |
136-03 |
124-18 |
11-16 |
8.5% |
2-12 |
1.7% |
96% |
True |
False |
138,415 |
| 20 |
136-03 |
116-14 |
19-22 |
14.5% |
2-15 |
1.8% |
97% |
True |
False |
180,820 |
| 40 |
136-03 |
112-17 |
23-18 |
17.4% |
2-08 |
1.7% |
98% |
True |
False |
186,121 |
| 60 |
136-03 |
112-17 |
23-18 |
17.4% |
2-09 |
1.7% |
98% |
True |
False |
235,783 |
| 80 |
136-03 |
112-17 |
23-18 |
17.4% |
2-01 |
1.5% |
98% |
True |
False |
237,337 |
| 100 |
136-03 |
112-14 |
23-21 |
17.4% |
1-27 |
1.4% |
98% |
True |
False |
190,112 |
| 120 |
136-03 |
112-04 |
23-31 |
17.7% |
1-23 |
1.3% |
98% |
True |
False |
158,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-26 |
|
2.618 |
140-27 |
|
1.618 |
139-01 |
|
1.000 |
137-29 |
|
0.618 |
137-07 |
|
HIGH |
136-03 |
|
0.618 |
135-13 |
|
0.500 |
135-06 |
|
0.382 |
134-31 |
|
LOW |
134-09 |
|
0.618 |
133-05 |
|
1.000 |
132-15 |
|
1.618 |
131-11 |
|
2.618 |
129-17 |
|
4.250 |
126-18 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
135-15 |
135-10 |
| PP |
135-10 |
135-01 |
| S1 |
135-06 |
134-24 |
|