ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
140-20 |
142-06 |
1-18 |
1.1% |
135-16 |
| High |
142-30 |
142-20 |
-0-10 |
-0.2% |
142-30 |
| Low |
140-20 |
141-18 |
0-30 |
0.7% |
135-16 |
| Close |
142-18 |
142-20 |
0-02 |
0.1% |
142-20 |
| Range |
2-11 |
1-02 |
-1-09 |
-54.7% |
7-14 |
| ATR |
2-15 |
2-12 |
-0-03 |
-4.1% |
0-00 |
| Volume |
6,654 |
2,287 |
-4,367 |
-65.6% |
25,633 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-15 |
145-03 |
143-07 |
|
| R3 |
144-13 |
144-01 |
142-29 |
|
| R2 |
143-11 |
143-11 |
142-26 |
|
| R1 |
142-31 |
142-31 |
142-23 |
143-05 |
| PP |
142-09 |
142-09 |
142-09 |
142-12 |
| S1 |
141-29 |
141-29 |
142-17 |
142-03 |
| S2 |
141-07 |
141-07 |
142-14 |
|
| S3 |
140-05 |
140-27 |
142-11 |
|
| S4 |
139-03 |
139-25 |
142-01 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-23 |
160-04 |
146-23 |
|
| R3 |
155-08 |
152-22 |
144-22 |
|
| R2 |
147-26 |
147-26 |
144-00 |
|
| R1 |
145-07 |
145-07 |
143-10 |
146-16 |
| PP |
140-12 |
140-12 |
140-12 |
141-00 |
| S1 |
137-24 |
137-24 |
141-30 |
139-02 |
| S2 |
132-29 |
132-29 |
141-08 |
|
| S3 |
125-14 |
130-10 |
140-18 |
|
| S4 |
118-00 |
122-28 |
138-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-30 |
135-16 |
7-14 |
5.2% |
2-02 |
1.4% |
96% |
False |
False |
5,126 |
| 10 |
142-30 |
133-12 |
9-18 |
6.7% |
2-04 |
1.5% |
97% |
False |
False |
8,491 |
| 20 |
142-30 |
124-09 |
18-22 |
13.1% |
2-11 |
1.6% |
98% |
False |
False |
112,839 |
| 40 |
142-30 |
112-20 |
30-11 |
21.3% |
2-10 |
1.6% |
99% |
False |
False |
150,937 |
| 60 |
142-30 |
112-17 |
30-14 |
21.3% |
2-09 |
1.6% |
99% |
False |
False |
186,487 |
| 80 |
142-30 |
112-17 |
30-14 |
21.3% |
2-05 |
1.5% |
99% |
False |
False |
230,747 |
| 100 |
142-30 |
112-17 |
30-14 |
21.3% |
1-30 |
1.4% |
99% |
False |
False |
190,544 |
| 120 |
142-30 |
112-14 |
30-16 |
21.4% |
1-26 |
1.3% |
99% |
False |
False |
158,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-04 |
|
2.618 |
145-13 |
|
1.618 |
144-11 |
|
1.000 |
143-22 |
|
0.618 |
143-09 |
|
HIGH |
142-20 |
|
0.618 |
142-07 |
|
0.500 |
142-03 |
|
0.382 |
141-31 |
|
LOW |
141-18 |
|
0.618 |
140-29 |
|
1.000 |
140-16 |
|
1.618 |
139-27 |
|
2.618 |
138-25 |
|
4.250 |
137-02 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
142-14 |
142-06 |
| PP |
142-09 |
141-24 |
| S1 |
142-03 |
141-10 |
|