ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 17-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
137-08 |
139-22 |
2-14 |
1.8% |
134-02 |
| High |
140-01 |
141-18 |
1-16 |
1.1% |
136-28 |
| Low |
136-16 |
139-22 |
3-06 |
2.3% |
133-12 |
| Close |
138-16 |
140-16 |
2-00 |
1.4% |
135-30 |
| Range |
3-17 |
1-28 |
-1-22 |
-47.3% |
3-16 |
| ATR |
2-14 |
2-15 |
0-01 |
1.8% |
0-00 |
| Volume |
8,941 |
3,805 |
-5,136 |
-57.4% |
59,283 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-05 |
145-06 |
141-16 |
|
| R3 |
144-09 |
143-10 |
141-00 |
|
| R2 |
142-14 |
142-14 |
140-26 |
|
| R1 |
141-15 |
141-15 |
140-21 |
141-30 |
| PP |
140-18 |
140-18 |
140-18 |
140-26 |
| S1 |
139-19 |
139-19 |
140-10 |
140-03 |
| S2 |
138-23 |
138-23 |
140-05 |
|
| S3 |
136-27 |
137-24 |
139-31 |
|
| S4 |
135-00 |
135-28 |
139-15 |
|
|
| 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 |
141-18 |
133-14 |
8-03 |
5.8% |
2-14 |
1.7% |
87% |
True |
False |
6,003 |
| 10 |
141-18 |
132-21 |
8-28 |
6.3% |
2-09 |
1.6% |
88% |
True |
False |
18,208 |
| 20 |
141-18 |
120-09 |
21-08 |
15.1% |
2-21 |
1.9% |
95% |
True |
False |
135,175 |
| 40 |
141-18 |
112-20 |
28-30 |
20.6% |
2-11 |
1.7% |
96% |
True |
False |
160,995 |
| 60 |
141-18 |
112-17 |
29-00 |
20.7% |
2-09 |
1.6% |
96% |
True |
False |
194,914 |
| 80 |
141-18 |
112-17 |
29-00 |
20.7% |
2-04 |
1.5% |
96% |
True |
False |
234,713 |
| 100 |
141-18 |
112-17 |
29-00 |
20.7% |
1-30 |
1.4% |
96% |
True |
False |
190,470 |
| 120 |
141-18 |
112-14 |
29-04 |
20.7% |
1-26 |
1.3% |
96% |
True |
False |
158,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-14 |
|
2.618 |
146-13 |
|
1.618 |
144-18 |
|
1.000 |
143-13 |
|
0.618 |
142-22 |
|
HIGH |
141-18 |
|
0.618 |
140-27 |
|
0.500 |
140-20 |
|
0.382 |
140-13 |
|
LOW |
139-22 |
|
0.618 |
138-17 |
|
1.000 |
137-26 |
|
1.618 |
136-22 |
|
2.618 |
134-26 |
|
4.250 |
131-25 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
140-20 |
139-27 |
| PP |
140-18 |
139-06 |
| S1 |
140-17 |
138-17 |
|