ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 16-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
135-16 |
137-08 |
1-24 |
1.3% |
134-02 |
| High |
136-30 |
140-01 |
3-02 |
2.2% |
136-28 |
| Low |
135-16 |
136-16 |
1-00 |
0.7% |
133-12 |
| Close |
136-10 |
138-16 |
2-06 |
1.6% |
135-30 |
| Range |
1-14 |
3-17 |
2-02 |
143.0% |
3-16 |
| ATR |
2-11 |
2-14 |
0-03 |
4.2% |
0-00 |
| Volume |
3,946 |
8,941 |
4,995 |
126.6% |
59,283 |
|
| Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-30 |
147-08 |
140-14 |
|
| R3 |
145-13 |
143-23 |
139-15 |
|
| R2 |
141-28 |
141-28 |
139-04 |
|
| R1 |
140-06 |
140-06 |
138-26 |
141-01 |
| PP |
138-11 |
138-11 |
138-11 |
138-24 |
| S1 |
136-21 |
136-21 |
138-05 |
137-16 |
| S2 |
134-26 |
134-26 |
137-27 |
|
| S3 |
131-09 |
133-04 |
137-16 |
|
| S4 |
127-24 |
129-19 |
136-17 |
|
|
| 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 |
140-01 |
133-14 |
6-18 |
4.8% |
2-13 |
1.7% |
76% |
True |
False |
6,778 |
| 10 |
140-01 |
131-14 |
8-20 |
6.2% |
2-09 |
1.6% |
82% |
True |
False |
23,292 |
| 20 |
140-01 |
118-30 |
21-02 |
15.2% |
2-20 |
1.9% |
93% |
True |
False |
142,303 |
| 40 |
140-01 |
112-20 |
27-14 |
19.8% |
2-11 |
1.7% |
94% |
True |
False |
164,631 |
| 60 |
140-01 |
112-17 |
27-16 |
19.9% |
2-09 |
1.6% |
94% |
True |
False |
200,276 |
| 80 |
140-01 |
112-17 |
27-16 |
19.9% |
2-04 |
1.5% |
94% |
True |
False |
235,206 |
| 100 |
140-01 |
112-17 |
27-16 |
19.9% |
1-29 |
1.4% |
94% |
True |
False |
190,433 |
| 120 |
140-01 |
112-14 |
27-19 |
19.9% |
1-25 |
1.3% |
94% |
True |
False |
158,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-01 |
|
2.618 |
149-09 |
|
1.618 |
145-24 |
|
1.000 |
143-18 |
|
0.618 |
142-07 |
|
HIGH |
140-01 |
|
0.618 |
138-22 |
|
0.500 |
138-08 |
|
0.382 |
137-27 |
|
LOW |
136-16 |
|
0.618 |
134-10 |
|
1.000 |
132-31 |
|
1.618 |
130-25 |
|
2.618 |
127-08 |
|
4.250 |
121-16 |
|
|
| Fisher Pivots for day following 16-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
138-13 |
137-29 |
| PP |
138-11 |
137-10 |
| S1 |
138-08 |
136-24 |
|