ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 11-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
135-20 |
135-00 |
-0-20 |
-0.5% |
128-18 |
| High |
135-20 |
136-04 |
0-16 |
0.4% |
136-03 |
| Low |
134-00 |
134-04 |
0-04 |
0.1% |
128-13 |
| Close |
135-01 |
135-20 |
0-18 |
0.4% |
134-20 |
| Range |
1-20 |
2-00 |
0-12 |
23.3% |
7-22 |
| ATR |
2-11 |
2-10 |
-0-01 |
-1.1% |
0-00 |
| Volume |
7,680 |
8,426 |
746 |
9.7% |
322,315 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-08 |
140-13 |
136-22 |
|
| R3 |
139-08 |
138-14 |
136-05 |
|
| R2 |
137-09 |
137-09 |
135-31 |
|
| R1 |
136-14 |
136-14 |
135-25 |
136-28 |
| PP |
135-09 |
135-09 |
135-09 |
135-16 |
| S1 |
134-15 |
134-15 |
135-14 |
134-28 |
| S2 |
133-10 |
133-10 |
135-08 |
|
| S3 |
131-10 |
132-15 |
135-02 |
|
| S4 |
129-11 |
130-16 |
134-17 |
|
|
| 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 |
136-04 |
133-12 |
2-24 |
2.0% |
1-30 |
1.4% |
81% |
True |
False |
15,409 |
| 10 |
136-04 |
127-18 |
8-18 |
6.3% |
2-06 |
1.6% |
94% |
True |
False |
58,951 |
| 20 |
136-04 |
116-14 |
19-22 |
14.5% |
2-17 |
1.9% |
97% |
True |
False |
173,412 |
| 40 |
136-04 |
112-17 |
23-19 |
17.4% |
2-08 |
1.7% |
98% |
True |
False |
180,021 |
| 60 |
136-04 |
112-17 |
23-19 |
17.4% |
2-08 |
1.7% |
98% |
True |
False |
220,073 |
| 80 |
136-04 |
112-17 |
23-19 |
17.4% |
2-02 |
1.5% |
98% |
True |
False |
237,423 |
| 100 |
136-04 |
112-14 |
23-22 |
17.5% |
1-28 |
1.4% |
98% |
True |
False |
190,263 |
| 120 |
136-04 |
112-06 |
23-30 |
17.7% |
1-24 |
1.3% |
98% |
True |
False |
158,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-18 |
|
2.618 |
141-10 |
|
1.618 |
139-11 |
|
1.000 |
138-04 |
|
0.618 |
137-11 |
|
HIGH |
136-04 |
|
0.618 |
135-12 |
|
0.500 |
135-04 |
|
0.382 |
134-29 |
|
LOW |
134-04 |
|
0.618 |
132-29 |
|
1.000 |
132-05 |
|
1.618 |
130-30 |
|
2.618 |
128-30 |
|
4.250 |
125-23 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
135-14 |
135-14 |
| PP |
135-09 |
135-08 |
| S1 |
135-04 |
135-02 |
|