ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 14-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
117-01 |
115-20 |
-1-13 |
-1.2% |
114-18 |
| High |
117-09 |
117-27 |
0-18 |
0.5% |
117-27 |
| Low |
115-05 |
115-12 |
0-07 |
0.2% |
114-01 |
| Close |
115-24 |
117-08 |
1-16 |
1.3% |
117-08 |
| Range |
2-04 |
2-15 |
0-11 |
16.2% |
3-26 |
| ATR |
1-29 |
1-30 |
0-01 |
2.1% |
0-00 |
| Volume |
2,074 |
8,091 |
6,017 |
290.1% |
16,275 |
|
| Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-07 |
123-07 |
118-19 |
|
| R3 |
121-24 |
120-24 |
117-30 |
|
| R2 |
119-09 |
119-09 |
117-22 |
|
| R1 |
118-09 |
118-09 |
117-15 |
118-25 |
| PP |
116-26 |
116-26 |
116-26 |
117-02 |
| S1 |
115-26 |
115-26 |
117-01 |
116-10 |
| S2 |
114-11 |
114-11 |
116-26 |
|
| S3 |
111-28 |
113-11 |
116-18 |
|
| S4 |
109-13 |
110-28 |
115-29 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-26 |
126-11 |
119-11 |
|
| R3 |
124-00 |
122-17 |
118-10 |
|
| R2 |
120-06 |
120-06 |
117-30 |
|
| R1 |
118-23 |
118-23 |
117-19 |
119-14 |
| PP |
116-12 |
116-12 |
116-12 |
116-24 |
| S1 |
114-29 |
114-29 |
116-29 |
115-20 |
| S2 |
112-18 |
112-18 |
116-18 |
|
| S3 |
108-24 |
111-03 |
116-06 |
|
| S4 |
104-30 |
107-09 |
115-05 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-11 |
|
2.618 |
124-10 |
|
1.618 |
121-27 |
|
1.000 |
120-10 |
|
0.618 |
119-12 |
|
HIGH |
117-27 |
|
0.618 |
116-29 |
|
0.500 |
116-20 |
|
0.382 |
116-10 |
|
LOW |
115-12 |
|
0.618 |
113-27 |
|
1.000 |
112-29 |
|
1.618 |
111-12 |
|
2.618 |
108-29 |
|
4.250 |
104-28 |
|
|
| Fisher Pivots for day following 14-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-01 |
117-00 |
| PP |
116-26 |
116-24 |
| S1 |
116-20 |
116-16 |
|