ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 03-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
130-23 |
131-11 |
0-20 |
0.5% |
124-20 |
| High |
131-18 |
132-09 |
0-24 |
0.6% |
127-29 |
| Low |
129-15 |
130-12 |
0-30 |
0.7% |
123-08 |
| Close |
131-08 |
131-30 |
0-23 |
0.5% |
127-16 |
| Range |
2-02 |
1-28 |
-0-06 |
-9.0% |
4-21 |
| ATR |
2-12 |
2-11 |
-0-01 |
-1.5% |
0-00 |
| Volume |
253,354 |
200,324 |
-53,030 |
-20.9% |
1,034,911 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-07 |
136-15 |
133-00 |
|
| R3 |
135-10 |
134-19 |
132-15 |
|
| R2 |
133-14 |
133-14 |
132-10 |
|
| R1 |
132-22 |
132-22 |
132-04 |
133-02 |
| PP |
131-17 |
131-17 |
131-17 |
131-23 |
| S1 |
130-26 |
130-26 |
131-25 |
131-06 |
| S2 |
129-21 |
129-21 |
131-19 |
|
| S3 |
127-24 |
128-29 |
131-14 |
|
| S4 |
125-28 |
127-01 |
130-29 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-06 |
138-16 |
130-01 |
|
| R3 |
135-17 |
133-27 |
128-24 |
|
| R2 |
130-28 |
130-28 |
128-11 |
|
| R1 |
129-06 |
129-06 |
127-29 |
130-01 |
| PP |
126-07 |
126-07 |
126-07 |
126-20 |
| S1 |
124-17 |
124-17 |
127-02 |
125-12 |
| S2 |
121-18 |
121-18 |
126-20 |
|
| S3 |
116-29 |
119-28 |
126-07 |
|
| S4 |
112-08 |
115-07 |
124-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-09 |
126-20 |
5-22 |
4.3% |
2-02 |
1.6% |
94% |
True |
False |
192,079 |
| 10 |
132-09 |
121-11 |
10-30 |
8.3% |
2-28 |
2.2% |
97% |
True |
False |
174,664 |
| 20 |
132-09 |
114-01 |
18-08 |
13.8% |
2-10 |
1.8% |
98% |
True |
False |
91,614 |
| 40 |
132-09 |
110-27 |
21-14 |
16.2% |
2-03 |
1.6% |
98% |
True |
False |
46,251 |
| 60 |
132-09 |
110-27 |
21-14 |
16.2% |
2-02 |
1.6% |
98% |
True |
False |
30,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-10 |
|
2.618 |
137-07 |
|
1.618 |
135-11 |
|
1.000 |
134-06 |
|
0.618 |
133-14 |
|
HIGH |
132-09 |
|
0.618 |
131-18 |
|
0.500 |
131-11 |
|
0.382 |
131-04 |
|
LOW |
130-12 |
|
0.618 |
129-07 |
|
1.000 |
128-16 |
|
1.618 |
127-11 |
|
2.618 |
125-14 |
|
4.250 |
122-11 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
131-24 |
131-08 |
| PP |
131-17 |
130-16 |
| S1 |
131-11 |
129-26 |
|