ECBOT 30 Year Treasury Bond Future March 2009
Trading Metrics calculated at close of trading on 03-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
112-29 |
111-22 |
-1-07 |
-1.1% |
116-26 |
High |
113-29 |
112-08 |
-1-21 |
-1.5% |
117-18 |
Low |
111-21 |
111-07 |
-0-14 |
-0.4% |
111-21 |
Close |
111-26 |
112-08 |
0-14 |
0.4% |
111-26 |
Range |
2-08 |
1-01 |
-1-07 |
-54.2% |
5-29 |
ATR |
2-01 |
1-31 |
-0-02 |
-3.5% |
0-00 |
Volume |
1,461 |
1,633 |
172 |
11.8% |
6,337 |
|
Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-00 |
114-21 |
112-26 |
|
R3 |
113-31 |
113-20 |
112-17 |
|
R2 |
112-30 |
112-30 |
112-14 |
|
R1 |
112-19 |
112-19 |
112-11 |
112-24 |
PP |
111-29 |
111-29 |
111-29 |
112-00 |
S1 |
111-18 |
111-18 |
112-05 |
111-24 |
S2 |
110-28 |
110-28 |
112-02 |
|
S3 |
109-27 |
110-17 |
111-31 |
|
S4 |
108-26 |
109-16 |
111-22 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-13 |
127-16 |
115-02 |
|
R3 |
125-16 |
121-19 |
113-14 |
|
R2 |
119-19 |
119-19 |
112-29 |
|
R1 |
115-22 |
115-22 |
112-11 |
114-22 |
PP |
113-22 |
113-22 |
113-22 |
113-06 |
S1 |
109-25 |
109-25 |
111-09 |
108-25 |
S2 |
107-25 |
107-25 |
110-23 |
|
S3 |
101-28 |
103-28 |
110-06 |
|
S4 |
95-31 |
97-31 |
108-18 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-20 |
2.618 |
114-30 |
1.618 |
113-29 |
1.000 |
113-09 |
0.618 |
112-28 |
HIGH |
112-08 |
0.618 |
111-27 |
0.500 |
111-24 |
0.382 |
111-20 |
LOW |
111-07 |
0.618 |
110-19 |
1.000 |
110-06 |
1.618 |
109-18 |
2.618 |
108-17 |
4.250 |
106-27 |
|
|
Fisher Pivots for day following 03-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
112-02 |
112-22 |
PP |
111-29 |
112-17 |
S1 |
111-24 |
112-12 |
|