ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 05-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
131-24 |
134-04 |
2-12 |
1.8% |
127-20 |
| High |
134-14 |
135-02 |
0-20 |
0.5% |
135-02 |
| Low |
131-20 |
132-20 |
1-00 |
0.8% |
127-10 |
| Close |
133-28 |
133-14 |
-0-14 |
-0.3% |
133-14 |
| Range |
2-26 |
2-14 |
-0-12 |
-12.8% |
7-24 |
| ATR |
2-12 |
2-12 |
0-00 |
0.2% |
0-00 |
| Volume |
250,488 |
205,258 |
-45,230 |
-18.1% |
1,002,877 |
|
| Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-01 |
139-21 |
134-24 |
|
| R3 |
138-19 |
137-07 |
134-03 |
|
| R2 |
136-05 |
136-05 |
133-28 |
|
| R1 |
134-25 |
134-25 |
133-21 |
134-08 |
| PP |
133-23 |
133-23 |
133-23 |
133-14 |
| S1 |
132-11 |
132-11 |
133-06 |
131-26 |
| S2 |
131-09 |
131-09 |
132-31 |
|
| S3 |
128-27 |
129-29 |
132-24 |
|
| S4 |
126-13 |
127-15 |
132-03 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-08 |
152-03 |
137-22 |
|
| R3 |
147-15 |
144-10 |
135-18 |
|
| R2 |
139-22 |
139-22 |
134-27 |
|
| R1 |
136-18 |
136-18 |
134-04 |
138-04 |
| PP |
131-30 |
131-30 |
131-30 |
132-23 |
| S1 |
128-26 |
128-26 |
132-23 |
130-12 |
| S2 |
124-06 |
124-06 |
132-00 |
|
| S3 |
116-13 |
121-01 |
131-09 |
|
| S4 |
108-20 |
113-08 |
129-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-02 |
127-10 |
7-24 |
5.8% |
2-21 |
2.0% |
79% |
True |
False |
200,575 |
| 10 |
135-02 |
123-08 |
11-26 |
8.9% |
2-10 |
1.7% |
86% |
True |
False |
203,778 |
| 20 |
135-02 |
114-01 |
21-02 |
15.8% |
2-13 |
1.8% |
92% |
True |
False |
114,214 |
| 40 |
135-02 |
110-27 |
24-08 |
18.2% |
2-05 |
1.6% |
93% |
True |
False |
57,640 |
| 60 |
135-02 |
110-27 |
24-08 |
18.2% |
2-03 |
1.6% |
93% |
True |
False |
38,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-14 |
|
2.618 |
141-15 |
|
1.618 |
139-01 |
|
1.000 |
137-16 |
|
0.618 |
136-19 |
|
HIGH |
135-02 |
|
0.618 |
134-05 |
|
0.500 |
133-28 |
|
0.382 |
133-18 |
|
LOW |
132-20 |
|
0.618 |
131-04 |
|
1.000 |
130-06 |
|
1.618 |
128-22 |
|
2.618 |
126-08 |
|
4.250 |
122-09 |
|
|
| Fisher Pivots for day following 05-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
133-28 |
133-06 |
| PP |
133-23 |
132-31 |
| S1 |
133-18 |
132-24 |
|