ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 18-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
138-30 |
139-10 |
0-13 |
0.3% |
132-22 |
| High |
140-12 |
141-28 |
1-15 |
1.0% |
135-27 |
| Low |
138-10 |
139-04 |
0-27 |
0.6% |
132-02 |
| Close |
139-11 |
141-12 |
2-02 |
1.5% |
134-26 |
| Range |
2-03 |
2-23 |
0-20 |
29.9% |
3-26 |
| ATR |
2-15 |
2-16 |
0-01 |
0.7% |
0-00 |
| Volume |
162,025 |
195,659 |
33,634 |
20.8% |
952,445 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-30 |
147-28 |
142-28 |
|
| R3 |
146-08 |
145-06 |
142-04 |
|
| R2 |
143-16 |
143-16 |
141-28 |
|
| R1 |
142-14 |
142-14 |
141-20 |
143-00 |
| PP |
140-26 |
140-26 |
140-26 |
141-02 |
| S1 |
139-24 |
139-24 |
141-05 |
140-08 |
| S2 |
138-02 |
138-02 |
140-29 |
|
| S3 |
135-12 |
137-00 |
140-21 |
|
| S4 |
132-20 |
134-10 |
139-29 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-20 |
144-00 |
136-29 |
|
| R3 |
141-26 |
140-07 |
135-27 |
|
| R2 |
138-01 |
138-01 |
135-16 |
|
| R1 |
136-14 |
136-14 |
135-05 |
137-07 |
| PP |
134-08 |
134-08 |
134-08 |
134-20 |
| S1 |
132-20 |
132-20 |
134-15 |
133-14 |
| S2 |
130-14 |
130-14 |
134-04 |
|
| S3 |
126-20 |
128-26 |
133-25 |
|
| S4 |
122-27 |
125-01 |
132-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-28 |
132-09 |
9-18 |
6.8% |
2-24 |
1.9% |
95% |
True |
False |
175,865 |
| 10 |
141-28 |
132-02 |
9-26 |
6.9% |
2-14 |
1.7% |
95% |
True |
False |
183,781 |
| 20 |
141-28 |
123-08 |
18-20 |
13.2% |
2-14 |
1.7% |
97% |
True |
False |
189,826 |
| 40 |
141-28 |
111-07 |
30-20 |
21.7% |
2-10 |
1.6% |
98% |
True |
False |
98,273 |
| 60 |
141-28 |
110-27 |
31-00 |
21.9% |
2-06 |
1.5% |
98% |
True |
False |
65,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-13 |
|
2.618 |
148-31 |
|
1.618 |
146-08 |
|
1.000 |
144-18 |
|
0.618 |
143-17 |
|
HIGH |
141-28 |
|
0.618 |
140-26 |
|
0.500 |
140-16 |
|
0.382 |
140-06 |
|
LOW |
139-04 |
|
0.618 |
137-15 |
|
1.000 |
136-14 |
|
1.618 |
134-24 |
|
2.618 |
132-01 |
|
4.250 |
127-19 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
141-03 |
140-15 |
| PP |
140-26 |
139-17 |
| S1 |
140-16 |
138-19 |
|