ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 08-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
132-24 |
131-18 |
-1-06 |
-0.9% |
126-26 |
| High |
133-26 |
132-31 |
-0-27 |
-0.6% |
133-26 |
| Low |
131-19 |
130-30 |
-0-21 |
-0.5% |
126-02 |
| Close |
132-08 |
132-10 |
0-02 |
0.0% |
132-08 |
| Range |
2-07 |
2-01 |
-0-06 |
-8.5% |
7-24 |
| ATR |
|
|
|
|
|
| Volume |
64 |
34 |
-30 |
-46.9% |
244 |
|
| Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-05 |
137-09 |
133-14 |
|
| R3 |
136-04 |
135-08 |
132-28 |
|
| R2 |
134-03 |
134-03 |
132-22 |
|
| R1 |
133-07 |
133-07 |
132-16 |
133-21 |
| PP |
132-02 |
132-02 |
132-02 |
132-10 |
| S1 |
131-06 |
131-06 |
132-04 |
131-20 |
| S2 |
130-01 |
130-01 |
131-30 |
|
| S3 |
128-00 |
129-05 |
131-24 |
|
| S4 |
125-31 |
127-04 |
131-06 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-31 |
150-27 |
136-16 |
|
| R3 |
146-07 |
143-03 |
134-12 |
|
| R2 |
138-15 |
138-15 |
133-21 |
|
| R1 |
135-11 |
135-11 |
132-31 |
136-29 |
| PP |
130-23 |
130-23 |
130-23 |
131-16 |
| S1 |
127-19 |
127-19 |
131-17 |
129-05 |
| S2 |
122-31 |
122-31 |
130-27 |
|
| S3 |
115-07 |
119-27 |
130-04 |
|
| S4 |
107-15 |
112-03 |
128-00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-19 |
|
2.618 |
138-09 |
|
1.618 |
136-08 |
|
1.000 |
135-00 |
|
0.618 |
134-07 |
|
HIGH |
132-31 |
|
0.618 |
132-06 |
|
0.500 |
131-30 |
|
0.382 |
131-23 |
|
LOW |
130-30 |
|
0.618 |
129-22 |
|
1.000 |
128-29 |
|
1.618 |
127-21 |
|
2.618 |
125-20 |
|
4.250 |
122-10 |
|
|
| Fisher Pivots for day following 08-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
132-06 |
132-08 |
| PP |
132-02 |
132-07 |
| S1 |
131-30 |
132-06 |
|