ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 11-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
114-18 |
116-16 |
1-30 |
1.7% |
111-22 |
| High |
116-14 |
117-10 |
0-28 |
0.8% |
116-01 |
| Low |
114-01 |
116-10 |
2-09 |
2.0% |
111-07 |
| Close |
116-11 |
117-04 |
0-25 |
0.7% |
115-02 |
| Range |
2-13 |
1-00 |
-1-13 |
-58.4% |
4-26 |
| ATR |
2-00 |
1-30 |
-0-02 |
-3.6% |
0-00 |
| Volume |
4,917 |
867 |
-4,050 |
-82.4% |
6,974 |
|
| Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-29 |
119-17 |
117-22 |
|
| R3 |
118-29 |
118-17 |
117-13 |
|
| R2 |
117-29 |
117-29 |
117-10 |
|
| R1 |
117-17 |
117-17 |
117-07 |
117-23 |
| PP |
116-29 |
116-29 |
116-29 |
117-00 |
| S1 |
116-17 |
116-17 |
117-01 |
116-23 |
| S2 |
115-29 |
115-29 |
116-30 |
|
| S3 |
114-29 |
115-17 |
116-27 |
|
| S4 |
113-29 |
114-17 |
116-18 |
|
|
| 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 |
121-18 |
|
2.618 |
119-30 |
|
1.618 |
118-30 |
|
1.000 |
118-10 |
|
0.618 |
117-30 |
|
HIGH |
117-10 |
|
0.618 |
116-30 |
|
0.500 |
116-26 |
|
0.382 |
116-22 |
|
LOW |
116-10 |
|
0.618 |
115-22 |
|
1.000 |
115-10 |
|
1.618 |
114-22 |
|
2.618 |
113-22 |
|
4.250 |
112-02 |
|
|
| Fisher Pivots for day following 11-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-01 |
116-20 |
| PP |
116-29 |
116-05 |
| S1 |
116-26 |
115-22 |
|