ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 29-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
140-15 |
141-06 |
0-23 |
0.5% |
140-20 |
| High |
141-17 |
141-25 |
0-08 |
0.2% |
141-18 |
| Low |
140-15 |
140-10 |
-0-04 |
-0.1% |
139-29 |
| Close |
141-06 |
140-28 |
-0-09 |
-0.2% |
141-06 |
| Range |
1-02 |
1-14 |
0-12 |
36.8% |
1-20 |
| ATR |
2-04 |
2-02 |
-0-02 |
-2.2% |
0-00 |
| Volume |
16,219 |
19,612 |
3,393 |
20.9% |
339,379 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-12 |
144-18 |
141-22 |
|
| R3 |
143-29 |
143-04 |
141-09 |
|
| R2 |
142-14 |
142-14 |
141-05 |
|
| R1 |
141-22 |
141-22 |
141-01 |
141-11 |
| PP |
141-00 |
141-00 |
141-00 |
140-27 |
| S1 |
140-07 |
140-07 |
140-24 |
139-28 |
| S2 |
139-18 |
139-18 |
140-20 |
|
| S3 |
138-03 |
138-24 |
140-16 |
|
| S4 |
136-20 |
137-10 |
140-03 |
|
|
| 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 |
141-25 |
139-29 |
1-28 |
1.3% |
1-09 |
0.9% |
53% |
True |
False |
71,798 |
| 10 |
141-28 |
134-08 |
7-20 |
5.4% |
1-26 |
1.3% |
87% |
False |
False |
120,187 |
| 20 |
141-28 |
127-10 |
14-18 |
10.3% |
2-05 |
1.5% |
93% |
False |
False |
157,859 |
| 40 |
141-28 |
111-07 |
30-20 |
21.7% |
2-06 |
1.6% |
97% |
False |
False |
111,139 |
| 60 |
141-28 |
110-27 |
31-00 |
22.0% |
2-03 |
1.5% |
97% |
False |
False |
74,344 |
| 80 |
141-28 |
110-27 |
31-00 |
22.0% |
2-01 |
1.4% |
97% |
False |
False |
55,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-31 |
|
2.618 |
145-19 |
|
1.618 |
144-04 |
|
1.000 |
143-08 |
|
0.618 |
142-22 |
|
HIGH |
141-25 |
|
0.618 |
141-07 |
|
0.500 |
141-02 |
|
0.382 |
140-28 |
|
LOW |
140-10 |
|
0.618 |
139-14 |
|
1.000 |
138-28 |
|
1.618 |
137-31 |
|
2.618 |
136-17 |
|
4.250 |
134-05 |
|
|
| Fisher Pivots for day following 29-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
141-02 |
141-00 |
| PP |
141-00 |
140-31 |
| S1 |
140-30 |
140-30 |
|