ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 17-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-20 |
117-09 |
1-21 |
1.4% |
114-18 |
| High |
117-27 |
118-06 |
0-11 |
0.3% |
117-27 |
| Low |
115-12 |
117-01 |
1-21 |
1.4% |
114-01 |
| Close |
117-08 |
117-17 |
0-09 |
0.2% |
117-08 |
| Range |
2-15 |
1-05 |
-1-10 |
-53.2% |
3-26 |
| ATR |
1-30 |
1-28 |
-0-02 |
-2.9% |
0-00 |
| Volume |
8,091 |
12,142 |
4,051 |
50.1% |
16,275 |
|
| Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-02 |
120-14 |
118-05 |
|
| R3 |
119-29 |
119-09 |
117-27 |
|
| R2 |
118-24 |
118-24 |
117-24 |
|
| R1 |
118-04 |
118-04 |
117-20 |
118-14 |
| PP |
117-19 |
117-19 |
117-19 |
117-24 |
| S1 |
116-31 |
116-31 |
117-14 |
117-09 |
| S2 |
116-14 |
116-14 |
117-10 |
|
| S3 |
115-09 |
115-26 |
117-07 |
|
| S4 |
114-04 |
114-21 |
116-29 |
|
|
| 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 |
123-03 |
|
2.618 |
121-07 |
|
1.618 |
120-02 |
|
1.000 |
119-11 |
|
0.618 |
118-29 |
|
HIGH |
118-06 |
|
0.618 |
117-24 |
|
0.500 |
117-20 |
|
0.382 |
117-15 |
|
LOW |
117-01 |
|
0.618 |
116-10 |
|
1.000 |
115-28 |
|
1.618 |
115-05 |
|
2.618 |
114-00 |
|
4.250 |
112-04 |
|
|
| Fisher Pivots for day following 17-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-20 |
117-08 |
| PP |
117-19 |
116-31 |
| S1 |
117-18 |
116-22 |
|