ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 12-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
116-16 |
116-20 |
0-04 |
0.1% |
111-22 |
| High |
117-10 |
117-11 |
0-01 |
0.0% |
116-01 |
| Low |
116-10 |
116-07 |
-0-03 |
-0.1% |
111-07 |
| Close |
117-04 |
116-25 |
-0-11 |
-0.3% |
115-02 |
| Range |
1-00 |
1-04 |
0-04 |
12.5% |
4-26 |
| ATR |
1-30 |
1-28 |
-0-02 |
-3.0% |
0-00 |
| Volume |
867 |
326 |
-541 |
-62.4% |
6,974 |
|
| Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-05 |
119-19 |
117-13 |
|
| R3 |
119-01 |
118-15 |
117-03 |
|
| R2 |
117-29 |
117-29 |
117-00 |
|
| R1 |
117-11 |
117-11 |
116-28 |
117-20 |
| PP |
116-25 |
116-25 |
116-25 |
116-30 |
| S1 |
116-07 |
116-07 |
116-22 |
116-16 |
| S2 |
115-21 |
115-21 |
116-18 |
|
| S3 |
114-17 |
115-03 |
116-15 |
|
| S4 |
113-13 |
113-31 |
116-05 |
|
|
| 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 |
122-04 |
|
2.618 |
120-09 |
|
1.618 |
119-05 |
|
1.000 |
118-15 |
|
0.618 |
118-01 |
|
HIGH |
117-11 |
|
0.618 |
116-29 |
|
0.500 |
116-25 |
|
0.382 |
116-21 |
|
LOW |
116-07 |
|
0.618 |
115-17 |
|
1.000 |
115-03 |
|
1.618 |
114-13 |
|
2.618 |
113-09 |
|
4.250 |
111-14 |
|
|
| Fisher Pivots for day following 12-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-25 |
116-13 |
| PP |
116-25 |
116-02 |
| S1 |
116-25 |
115-22 |
|