ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 29-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
117-16 |
116-00 |
-1-16 |
-1.3% |
113-00 |
| High |
118-08 |
117-04 |
-1-04 |
-1.0% |
119-29 |
| Low |
115-26 |
114-28 |
-0-30 |
-0.8% |
112-19 |
| Close |
116-12 |
115-01 |
-1-10 |
-1.1% |
116-30 |
| Range |
2-13 |
2-08 |
-0-06 |
-7.1% |
7-10 |
| ATR |
2-04 |
2-05 |
0-00 |
0.3% |
0-00 |
| Volume |
198,753 |
205,045 |
6,292 |
3.2% |
1,056,774 |
|
| Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-12 |
120-30 |
116-08 |
|
| R3 |
120-04 |
118-22 |
115-21 |
|
| R2 |
117-29 |
117-29 |
115-14 |
|
| R1 |
116-15 |
116-15 |
115-08 |
116-02 |
| PP |
115-22 |
115-22 |
115-22 |
115-15 |
| S1 |
114-08 |
114-08 |
114-26 |
113-27 |
| S2 |
113-14 |
113-14 |
114-20 |
|
| S3 |
111-06 |
112-00 |
114-13 |
|
| S4 |
108-31 |
109-24 |
113-26 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-14 |
135-00 |
120-31 |
|
| R3 |
131-04 |
127-22 |
118-31 |
|
| R2 |
123-26 |
123-26 |
118-09 |
|
| R1 |
120-12 |
120-12 |
117-20 |
122-03 |
| PP |
116-16 |
116-16 |
116-16 |
117-11 |
| S1 |
113-02 |
113-02 |
116-09 |
114-25 |
| S2 |
109-06 |
109-06 |
115-20 |
|
| S3 |
101-28 |
105-24 |
114-30 |
|
| S4 |
94-18 |
98-14 |
112-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-29 |
114-28 |
5-01 |
4.4% |
2-14 |
2.1% |
3% |
False |
True |
228,255 |
| 10 |
119-29 |
112-17 |
7-12 |
6.4% |
2-03 |
1.8% |
34% |
False |
False |
213,172 |
| 20 |
122-12 |
112-17 |
9-26 |
8.5% |
2-05 |
1.9% |
25% |
False |
False |
247,268 |
| 40 |
123-28 |
112-17 |
11-10 |
9.8% |
2-04 |
1.8% |
22% |
False |
False |
301,494 |
| 60 |
123-28 |
112-17 |
11-10 |
9.8% |
1-25 |
1.5% |
22% |
False |
False |
232,526 |
| 80 |
123-28 |
112-14 |
11-14 |
9.9% |
1-20 |
1.4% |
23% |
False |
False |
174,515 |
| 100 |
123-28 |
110-25 |
13-02 |
11.4% |
1-15 |
1.3% |
32% |
False |
False |
139,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-19 |
|
2.618 |
122-31 |
|
1.618 |
120-23 |
|
1.000 |
119-11 |
|
0.618 |
118-16 |
|
HIGH |
117-04 |
|
0.618 |
116-08 |
|
0.500 |
116-00 |
|
0.382 |
115-23 |
|
LOW |
114-28 |
|
0.618 |
113-16 |
|
1.000 |
112-20 |
|
1.618 |
111-08 |
|
2.618 |
109-01 |
|
4.250 |
105-12 |
|
|
| Fisher Pivots for day following 29-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-00 |
116-28 |
| PP |
115-22 |
116-08 |
| S1 |
115-11 |
115-21 |
|