ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 09-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
132-22 |
133-16 |
0-26 |
0.6% |
127-20 |
| High |
134-08 |
134-30 |
0-23 |
0.5% |
135-02 |
| Low |
132-02 |
133-00 |
0-30 |
0.7% |
127-10 |
| Close |
133-15 |
134-12 |
0-28 |
0.7% |
133-14 |
| Range |
2-06 |
1-30 |
-0-08 |
-10.7% |
7-24 |
| ATR |
2-12 |
2-11 |
-0-01 |
-1.3% |
0-00 |
| Volume |
250,236 |
174,062 |
-76,174 |
-30.4% |
1,002,877 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-31 |
139-04 |
135-14 |
|
| R3 |
138-00 |
137-05 |
134-29 |
|
| R2 |
136-02 |
136-02 |
134-23 |
|
| R1 |
135-07 |
135-07 |
134-17 |
135-20 |
| PP |
134-03 |
134-03 |
134-03 |
134-10 |
| S1 |
133-08 |
133-08 |
134-06 |
133-22 |
| S2 |
132-05 |
132-05 |
134-00 |
|
| S3 |
130-06 |
131-10 |
133-26 |
|
| S4 |
128-08 |
129-11 |
133-09 |
|
|
| 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 |
130-12 |
4-22 |
3.5% |
2-08 |
1.7% |
85% |
False |
False |
216,073 |
| 10 |
135-02 |
126-03 |
9-00 |
6.7% |
2-05 |
1.6% |
92% |
False |
False |
211,349 |
| 20 |
135-02 |
115-05 |
19-30 |
14.8% |
2-15 |
1.8% |
96% |
False |
False |
135,140 |
| 40 |
135-02 |
110-27 |
24-08 |
18.0% |
2-06 |
1.6% |
97% |
False |
False |
68,242 |
| 60 |
135-02 |
110-27 |
24-08 |
18.0% |
2-03 |
1.5% |
97% |
False |
False |
45,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-08 |
|
2.618 |
140-02 |
|
1.618 |
138-04 |
|
1.000 |
136-29 |
|
0.618 |
136-05 |
|
HIGH |
134-30 |
|
0.618 |
134-07 |
|
0.500 |
133-31 |
|
0.382 |
133-24 |
|
LOW |
133-00 |
|
0.618 |
131-25 |
|
1.000 |
131-02 |
|
1.618 |
129-27 |
|
2.618 |
127-28 |
|
4.250 |
124-22 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
134-07 |
134-03 |
| PP |
134-03 |
133-26 |
| S1 |
133-31 |
133-18 |
|