ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 07-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
116-24 |
116-27 |
0-03 |
0.1% |
113-04 |
| High |
117-07 |
117-28 |
0-21 |
0.6% |
117-28 |
| Low |
115-20 |
115-22 |
0-02 |
0.1% |
112-20 |
| Close |
116-26 |
116-12 |
-0-14 |
-0.4% |
116-12 |
| Range |
1-19 |
2-06 |
0-19 |
37.3% |
5-08 |
| ATR |
2-03 |
2-03 |
0-00 |
0.3% |
0-00 |
| Volume |
212,410 |
183,205 |
-29,205 |
-13.7% |
900,407 |
|
| Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-06 |
121-31 |
117-18 |
|
| R3 |
121-00 |
119-25 |
116-31 |
|
| R2 |
118-26 |
118-26 |
116-24 |
|
| R1 |
117-19 |
117-19 |
116-18 |
117-04 |
| PP |
116-20 |
116-20 |
116-20 |
116-13 |
| S1 |
115-13 |
115-13 |
116-05 |
114-30 |
| S2 |
114-14 |
114-14 |
115-31 |
|
| S3 |
112-08 |
113-07 |
115-24 |
|
| S4 |
110-02 |
111-01 |
115-05 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-13 |
129-05 |
119-08 |
|
| R3 |
126-05 |
123-28 |
117-26 |
|
| R2 |
120-28 |
120-28 |
117-10 |
|
| R1 |
118-20 |
118-20 |
116-27 |
119-24 |
| PP |
115-20 |
115-20 |
115-20 |
116-06 |
| S1 |
113-11 |
113-11 |
115-28 |
114-16 |
| S2 |
110-11 |
110-11 |
115-13 |
|
| S3 |
105-03 |
108-03 |
114-29 |
|
| S4 |
99-26 |
102-26 |
113-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-28 |
112-20 |
5-08 |
4.5% |
2-00 |
1.7% |
71% |
True |
False |
180,081 |
| 10 |
118-28 |
112-20 |
6-08 |
5.4% |
2-03 |
1.8% |
60% |
False |
False |
191,584 |
| 20 |
119-29 |
112-17 |
7-12 |
6.3% |
2-01 |
1.7% |
52% |
False |
False |
194,836 |
| 40 |
123-28 |
112-17 |
11-10 |
9.7% |
2-07 |
1.9% |
34% |
False |
False |
270,075 |
| 60 |
123-28 |
112-17 |
11-10 |
9.7% |
1-28 |
1.6% |
34% |
False |
False |
253,434 |
| 80 |
123-28 |
112-14 |
11-14 |
9.8% |
1-22 |
1.4% |
34% |
False |
False |
190,325 |
| 100 |
123-28 |
111-17 |
12-10 |
10.6% |
1-18 |
1.3% |
39% |
False |
False |
152,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-06 |
|
2.618 |
123-19 |
|
1.618 |
121-13 |
|
1.000 |
120-02 |
|
0.618 |
119-07 |
|
HIGH |
117-28 |
|
0.618 |
117-01 |
|
0.500 |
116-25 |
|
0.382 |
116-17 |
|
LOW |
115-22 |
|
0.618 |
114-11 |
|
1.000 |
113-16 |
|
1.618 |
112-05 |
|
2.618 |
109-31 |
|
4.250 |
106-12 |
|
|
| Fisher Pivots for day following 07-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-25 |
116-14 |
| PP |
116-20 |
116-13 |
| S1 |
116-16 |
116-12 |
|