ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
118-25 |
119-06 |
0-13 |
0.3% |
115-26 |
| High |
119-20 |
120-14 |
0-26 |
0.7% |
119-04 |
| Low |
118-09 |
118-30 |
0-22 |
0.6% |
115-08 |
| Close |
118-26 |
120-05 |
1-11 |
1.1% |
118-18 |
| Range |
1-12 |
1-16 |
0-04 |
10.3% |
3-28 |
| ATR |
2-00 |
1-31 |
-0-01 |
-1.3% |
0-00 |
| Volume |
200,943 |
146,346 |
-54,597 |
-27.2% |
772,667 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-11 |
123-24 |
120-31 |
|
| R3 |
122-27 |
122-08 |
120-18 |
|
| R2 |
121-11 |
121-11 |
120-14 |
|
| R1 |
120-24 |
120-24 |
120-09 |
121-02 |
| PP |
119-27 |
119-27 |
119-27 |
120-00 |
| S1 |
119-08 |
119-08 |
120-01 |
119-18 |
| S2 |
118-11 |
118-11 |
119-28 |
|
| S3 |
116-27 |
117-24 |
119-24 |
|
| S4 |
115-11 |
116-08 |
119-11 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-10 |
127-26 |
120-22 |
|
| R3 |
125-14 |
123-30 |
119-20 |
|
| R2 |
121-17 |
121-17 |
119-08 |
|
| R1 |
120-01 |
120-01 |
118-29 |
120-25 |
| PP |
117-21 |
117-21 |
117-21 |
118-01 |
| S1 |
116-05 |
116-05 |
118-06 |
116-29 |
| S2 |
113-24 |
113-24 |
117-27 |
|
| S3 |
109-28 |
112-08 |
117-15 |
|
| S4 |
105-31 |
108-12 |
116-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-14 |
116-14 |
4-01 |
3.4% |
1-25 |
1.5% |
93% |
True |
False |
165,000 |
| 10 |
120-14 |
115-00 |
5-14 |
4.5% |
1-28 |
1.6% |
95% |
True |
False |
166,991 |
| 20 |
120-14 |
112-20 |
7-27 |
6.5% |
2-01 |
1.7% |
96% |
True |
False |
186,815 |
| 40 |
122-12 |
112-17 |
9-26 |
8.2% |
2-03 |
1.7% |
78% |
False |
False |
224,783 |
| 60 |
123-28 |
112-17 |
11-10 |
9.4% |
1-31 |
1.6% |
67% |
False |
False |
267,893 |
| 80 |
123-28 |
112-17 |
11-10 |
9.4% |
1-24 |
1.5% |
67% |
False |
False |
204,294 |
| 100 |
123-28 |
112-14 |
11-14 |
9.5% |
1-20 |
1.4% |
68% |
False |
False |
163,494 |
| 120 |
123-28 |
110-25 |
13-02 |
10.9% |
1-16 |
1.3% |
72% |
False |
False |
136,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-26 |
|
2.618 |
124-12 |
|
1.618 |
122-28 |
|
1.000 |
121-30 |
|
0.618 |
121-12 |
|
HIGH |
120-14 |
|
0.618 |
119-28 |
|
0.500 |
119-22 |
|
0.382 |
119-17 |
|
LOW |
118-30 |
|
0.618 |
118-01 |
|
1.000 |
117-14 |
|
1.618 |
116-17 |
|
2.618 |
115-01 |
|
4.250 |
112-18 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-00 |
119-19 |
| PP |
119-27 |
119-01 |
| S1 |
119-22 |
118-15 |
|