ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 10-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-30 |
114-18 |
-1-12 |
-1.2% |
111-22 |
| High |
116-01 |
116-14 |
0-13 |
0.4% |
116-01 |
| Low |
114-13 |
114-01 |
-0-12 |
-0.3% |
111-07 |
| Close |
115-02 |
116-11 |
1-09 |
1.1% |
115-02 |
| Range |
1-20 |
2-13 |
0-25 |
48.1% |
4-26 |
| ATR |
1-31 |
2-00 |
0-01 |
1.5% |
0-00 |
| Volume |
990 |
4,917 |
3,927 |
396.7% |
6,974 |
|
| Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-26 |
122-00 |
117-21 |
|
| R3 |
120-13 |
119-19 |
117-00 |
|
| R2 |
118-00 |
118-00 |
116-25 |
|
| R1 |
117-06 |
117-06 |
116-18 |
117-19 |
| PP |
115-19 |
115-19 |
115-19 |
115-26 |
| S1 |
114-25 |
114-25 |
116-04 |
115-06 |
| S2 |
113-06 |
113-06 |
115-29 |
|
| S3 |
110-25 |
112-12 |
115-22 |
|
| S4 |
108-12 |
109-31 |
115-01 |
|
|
| 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 |
126-21 |
|
2.618 |
122-24 |
|
1.618 |
120-11 |
|
1.000 |
118-27 |
|
0.618 |
117-30 |
|
HIGH |
116-14 |
|
0.618 |
115-17 |
|
0.500 |
115-08 |
|
0.382 |
114-30 |
|
LOW |
114-01 |
|
0.618 |
112-17 |
|
1.000 |
111-20 |
|
1.618 |
110-04 |
|
2.618 |
107-23 |
|
4.250 |
103-26 |
|
|
| Fisher Pivots for day following 10-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-31 |
115-31 |
| PP |
115-19 |
115-19 |
| S1 |
115-08 |
115-08 |
|