ECBOT 30 Year Treasury Bond Future March 2009
| 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 |
115-20 |
115-30 |
0-10 |
0.3% |
111-22 |
| High |
115-28 |
116-01 |
0-05 |
0.1% |
116-01 |
| Low |
114-08 |
114-13 |
0-05 |
0.1% |
111-07 |
| Close |
115-15 |
115-02 |
-0-13 |
-0.4% |
115-02 |
| Range |
1-20 |
1-20 |
0-00 |
0.0% |
4-26 |
| ATR |
2-00 |
1-31 |
-0-01 |
-1.4% |
0-00 |
| Volume |
2,754 |
990 |
-1,764 |
-64.1% |
6,974 |
|
| Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-01 |
119-06 |
115-31 |
|
| R3 |
118-13 |
117-18 |
115-16 |
|
| R2 |
116-25 |
116-25 |
115-12 |
|
| R1 |
115-30 |
115-30 |
115-07 |
115-18 |
| PP |
115-05 |
115-05 |
115-05 |
114-31 |
| S1 |
114-10 |
114-10 |
114-29 |
113-30 |
| S2 |
113-17 |
113-17 |
114-24 |
|
| S3 |
111-29 |
112-22 |
114-20 |
|
| S4 |
110-09 |
111-02 |
114-05 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-17 |
126-20 |
117-23 |
|
| R3 |
123-23 |
121-26 |
116-12 |
|
| R2 |
118-29 |
118-29 |
115-30 |
|
| R1 |
117-00 |
117-00 |
115-16 |
117-30 |
| PP |
114-03 |
114-03 |
114-03 |
114-19 |
| S1 |
112-06 |
112-06 |
114-20 |
113-04 |
| S2 |
109-09 |
109-09 |
114-06 |
|
| S3 |
104-15 |
107-12 |
113-24 |
|
| S4 |
99-21 |
102-18 |
112-13 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-30 |
|
2.618 |
120-09 |
|
1.618 |
118-21 |
|
1.000 |
117-21 |
|
0.618 |
117-01 |
|
HIGH |
116-01 |
|
0.618 |
115-13 |
|
0.500 |
115-07 |
|
0.382 |
115-01 |
|
LOW |
114-13 |
|
0.618 |
113-13 |
|
1.000 |
112-25 |
|
1.618 |
111-25 |
|
2.618 |
110-05 |
|
4.250 |
107-16 |
|
|
| Fisher Pivots for day following 07-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-07 |
115-00 |
| PP |
115-05 |
114-30 |
| S1 |
115-04 |
114-28 |
|