ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
119-04 |
121-11 |
2-07 |
1.9% |
114-18 |
| High |
121-26 |
128-13 |
6-19 |
5.4% |
117-27 |
| Low |
119-03 |
121-11 |
2-08 |
1.9% |
114-01 |
| Close |
120-28 |
124-20 |
3-24 |
3.1% |
117-08 |
| Range |
2-23 |
7-02 |
4-11 |
159.8% |
3-26 |
| ATR |
1-30 |
2-11 |
0-13 |
20.6% |
0-00 |
| Volume |
36,875 |
38,408 |
1,533 |
4.2% |
16,275 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-31 |
142-12 |
128-16 |
|
| R3 |
138-29 |
135-10 |
126-18 |
|
| R2 |
131-27 |
131-27 |
125-29 |
|
| R1 |
128-08 |
128-08 |
125-09 |
130-02 |
| PP |
124-25 |
124-25 |
124-25 |
125-22 |
| S1 |
121-06 |
121-06 |
123-31 |
123-00 |
| S2 |
117-23 |
117-23 |
123-11 |
|
| S3 |
110-21 |
114-04 |
122-22 |
|
| S4 |
103-19 |
107-02 |
120-24 |
|
|
| 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 |
158-14 |
|
2.618 |
146-29 |
|
1.618 |
139-27 |
|
1.000 |
135-15 |
|
0.618 |
132-25 |
|
HIGH |
128-13 |
|
0.618 |
125-23 |
|
0.500 |
124-28 |
|
0.382 |
124-01 |
|
LOW |
121-11 |
|
0.618 |
116-31 |
|
1.000 |
114-09 |
|
1.618 |
109-29 |
|
2.618 |
102-27 |
|
4.250 |
91-10 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124-28 |
124-03 |
| PP |
124-25 |
123-18 |
| S1 |
124-23 |
123-02 |
|