ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 25-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
124-20 |
123-24 |
-0-28 |
-0.7% |
117-09 |
| High |
125-09 |
127-13 |
2-04 |
1.7% |
128-13 |
| Low |
123-08 |
123-20 |
0-12 |
0.3% |
117-01 |
| Close |
124-08 |
125-31 |
1-23 |
1.4% |
125-04 |
| Range |
2-01 |
3-25 |
1-24 |
86.2% |
11-12 |
| ATR |
2-13 |
2-16 |
0-03 |
4.1% |
0-00 |
| Volume |
113,599 |
234,995 |
121,396 |
106.9% |
230,235 |
|
| Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-00 |
135-09 |
128-02 |
|
| R3 |
133-07 |
131-16 |
127-00 |
|
| R2 |
129-14 |
129-14 |
126-21 |
|
| R1 |
127-23 |
127-23 |
126-10 |
128-18 |
| PP |
125-21 |
125-21 |
125-21 |
126-03 |
| S1 |
123-30 |
123-30 |
125-20 |
124-26 |
| S2 |
121-28 |
121-28 |
125-09 |
|
| S3 |
118-03 |
120-05 |
124-30 |
|
| S4 |
114-10 |
116-12 |
123-28 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-21 |
152-24 |
131-12 |
|
| R3 |
146-09 |
141-12 |
128-08 |
|
| R2 |
134-29 |
134-29 |
127-07 |
|
| R1 |
130-00 |
130-00 |
126-05 |
132-14 |
| PP |
123-17 |
123-17 |
123-17 |
124-24 |
| S1 |
118-20 |
118-20 |
124-03 |
121-02 |
| S2 |
112-05 |
112-05 |
123-01 |
|
| S3 |
100-25 |
107-08 |
122-00 |
|
| S4 |
89-13 |
95-28 |
118-28 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-15 |
|
2.618 |
137-10 |
|
1.618 |
133-17 |
|
1.000 |
131-06 |
|
0.618 |
129-24 |
|
HIGH |
127-13 |
|
0.618 |
125-31 |
|
0.500 |
125-16 |
|
0.382 |
125-02 |
|
LOW |
123-20 |
|
0.618 |
121-09 |
|
1.000 |
119-27 |
|
1.618 |
117-16 |
|
2.618 |
113-23 |
|
4.250 |
107-18 |
|
|
| Fisher Pivots for day following 25-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125-26 |
125-24 |
| PP |
125-21 |
125-17 |
| S1 |
125-16 |
125-10 |
|