ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 30-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
116-00 |
115-14 |
-0-18 |
-0.5% |
113-00 |
| High |
117-04 |
115-18 |
-1-18 |
-1.3% |
119-29 |
| Low |
114-28 |
113-20 |
-1-08 |
-1.1% |
112-19 |
| Close |
115-01 |
114-10 |
-0-23 |
-0.6% |
116-30 |
| Range |
2-08 |
1-30 |
-0-10 |
-13.3% |
7-10 |
| ATR |
2-05 |
2-04 |
0-00 |
-0.7% |
0-00 |
| Volume |
205,045 |
194,532 |
-10,513 |
-5.1% |
1,056,774 |
|
| Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-10 |
119-08 |
115-12 |
|
| R3 |
118-12 |
117-10 |
114-27 |
|
| R2 |
116-14 |
116-14 |
114-21 |
|
| R1 |
115-12 |
115-12 |
114-16 |
114-30 |
| PP |
114-16 |
114-16 |
114-16 |
114-09 |
| S1 |
113-14 |
113-14 |
114-04 |
113-00 |
| S2 |
112-18 |
112-18 |
113-31 |
|
| S3 |
110-20 |
111-16 |
113-25 |
|
| S4 |
108-22 |
109-18 |
113-08 |
|
|
| 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 |
113-20 |
6-10 |
5.5% |
2-10 |
2.0% |
11% |
False |
True |
226,474 |
| 10 |
119-29 |
112-17 |
7-12 |
6.5% |
2-04 |
1.9% |
24% |
False |
False |
212,055 |
| 20 |
122-12 |
112-17 |
9-26 |
8.6% |
2-06 |
1.9% |
18% |
False |
False |
239,271 |
| 40 |
123-28 |
112-17 |
11-10 |
9.9% |
2-05 |
1.9% |
16% |
False |
False |
300,019 |
| 60 |
123-28 |
112-17 |
11-10 |
9.9% |
1-25 |
1.6% |
16% |
False |
False |
235,716 |
| 80 |
123-28 |
112-14 |
11-14 |
10.0% |
1-20 |
1.4% |
16% |
False |
False |
176,946 |
| 100 |
123-28 |
110-25 |
13-02 |
11.4% |
1-16 |
1.3% |
27% |
False |
False |
141,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-25 |
|
2.618 |
120-20 |
|
1.618 |
118-22 |
|
1.000 |
117-16 |
|
0.618 |
116-24 |
|
HIGH |
115-18 |
|
0.618 |
114-26 |
|
0.500 |
114-18 |
|
0.382 |
114-11 |
|
LOW |
113-20 |
|
0.618 |
112-13 |
|
1.000 |
111-22 |
|
1.618 |
110-15 |
|
2.618 |
108-17 |
|
4.250 |
105-12 |
|
|
| Fisher Pivots for day following 30-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-18 |
115-30 |
| PP |
114-16 |
115-12 |
| S1 |
114-13 |
114-27 |
|