ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 26-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
140-26 |
140-15 |
-0-11 |
-0.2% |
140-20 |
| High |
141-12 |
141-17 |
0-06 |
0.1% |
141-18 |
| Low |
140-08 |
140-15 |
0-07 |
0.2% |
139-29 |
| Close |
140-15 |
141-06 |
0-22 |
0.5% |
141-06 |
| Range |
1-04 |
1-02 |
-0-02 |
-4.2% |
1-20 |
| ATR |
2-06 |
2-04 |
-0-03 |
-3.7% |
0-00 |
| Volume |
95,969 |
16,219 |
-79,750 |
-83.1% |
339,379 |
|
| Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-08 |
143-25 |
141-24 |
|
| R3 |
143-06 |
142-23 |
141-15 |
|
| R2 |
142-04 |
142-04 |
141-12 |
|
| R1 |
141-21 |
141-21 |
141-09 |
141-28 |
| PP |
141-02 |
141-02 |
141-02 |
141-06 |
| S1 |
140-19 |
140-19 |
141-02 |
140-26 |
| S2 |
140-00 |
140-00 |
140-31 |
|
| S3 |
138-30 |
139-17 |
140-28 |
|
| S4 |
137-28 |
138-15 |
140-19 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-26 |
145-04 |
142-02 |
|
| R3 |
144-05 |
143-16 |
141-20 |
|
| R2 |
142-16 |
142-16 |
141-15 |
|
| R1 |
141-27 |
141-27 |
141-10 |
142-06 |
| PP |
140-28 |
140-28 |
140-28 |
141-01 |
| S1 |
140-06 |
140-06 |
141-01 |
140-17 |
| S2 |
139-08 |
139-08 |
140-28 |
|
| S3 |
137-19 |
138-18 |
140-23 |
|
| S4 |
135-30 |
136-30 |
140-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-24 |
139-29 |
1-28 |
1.3% |
1-10 |
0.9% |
68% |
False |
False |
100,430 |
| 10 |
141-28 |
132-09 |
9-18 |
6.8% |
2-01 |
1.4% |
93% |
False |
False |
138,148 |
| 20 |
141-28 |
126-20 |
15-08 |
10.8% |
2-05 |
1.5% |
95% |
False |
False |
163,890 |
| 40 |
141-28 |
111-07 |
30-20 |
21.7% |
2-07 |
1.6% |
98% |
False |
False |
110,686 |
| 60 |
141-28 |
110-27 |
31-00 |
22.0% |
2-04 |
1.5% |
98% |
False |
False |
74,017 |
| 80 |
141-28 |
110-27 |
31-00 |
22.0% |
2-01 |
1.4% |
98% |
False |
False |
55,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-02 |
|
2.618 |
144-10 |
|
1.618 |
143-08 |
|
1.000 |
142-19 |
|
0.618 |
142-06 |
|
HIGH |
141-17 |
|
0.618 |
141-04 |
|
0.500 |
141-00 |
|
0.382 |
140-28 |
|
LOW |
140-15 |
|
0.618 |
139-26 |
|
1.000 |
139-13 |
|
1.618 |
138-24 |
|
2.618 |
137-22 |
|
4.250 |
135-30 |
|
|
| Fisher Pivots for day following 26-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
141-04 |
141-01 |
| PP |
141-02 |
140-28 |
| S1 |
141-00 |
140-23 |
|