ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 135-00 135-21 0-21 0.5% 134-02
High 136-04 136-28 0-24 0.5% 136-28
Low 134-04 133-14 -0-22 -0.5% 133-12
Close 135-20 135-30 0-10 0.2% 135-30
Range 2-00 3-13 1-14 71.7% 3-16
ATR 2-10 2-13 0-02 3.3% 0-00
Volume 8,426 4,898 -3,528 -41.9% 59,283
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 145-20 144-06 137-26
R3 142-07 140-25 136-28
R2 138-26 138-26 136-18
R1 137-12 137-12 136-08 138-03
PP 135-13 135-13 135-13 135-25
S1 133-31 133-31 135-20 134-22
S2 132-00 132-00 135-10
S3 128-19 130-18 135-00
S4 125-06 127-05 134-02
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 145-27 144-12 137-27
R3 142-12 140-28 136-29
R2 138-28 138-28 136-18
R1 137-13 137-13 136-08 138-04
PP 135-12 135-12 135-12 135-24
S1 133-30 133-30 135-20 134-21
S2 131-29 131-29 135-10
S3 128-14 130-14 134-31
S4 124-30 126-30 134-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136-28 133-12 3-16 2.6% 2-06 1.6% 74% True False 11,856
10 136-28 128-13 8-14 6.2% 2-12 1.8% 89% True False 38,159
20 136-28 116-16 20-12 15.0% 2-19 1.9% 95% True False 164,859
40 136-28 112-17 24-10 17.9% 2-10 1.7% 96% True False 175,001
60 136-28 112-17 24-10 17.9% 2-09 1.7% 96% True False 212,426
80 136-28 112-17 24-10 17.9% 2-03 1.5% 96% True False 237,025
100 136-28 112-17 24-10 17.9% 1-29 1.4% 96% True False 190,310
120 136-28 112-06 24-22 18.1% 1-25 1.3% 96% True False 158,637
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-19
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 151-11
2.618 145-25
1.618 142-12
1.000 140-08
0.618 138-31
HIGH 136-28
0.618 135-18
0.500 135-05
0.382 134-24
LOW 133-14
0.618 131-11
1.000 130-02
1.618 127-30
2.618 124-17
4.250 118-31
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 135-22 135-22
PP 135-13 135-13
S1 135-05 135-05

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

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