ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 27-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
27-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
126-27 |
127-03 |
0-08 |
0.2% |
117-09 |
| High |
127-27 |
127-21 |
-0-06 |
-0.1% |
128-13 |
| Low |
126-03 |
126-20 |
0-17 |
0.4% |
117-01 |
| Close |
127-02 |
127-06 |
0-04 |
0.1% |
125-04 |
| Range |
1-24 |
1-01 |
-0-23 |
-41.1% |
11-12 |
| ATR |
2-15 |
2-11 |
-0-03 |
-4.1% |
0-00 |
| Volume |
273,051 |
273,051 |
0 |
0.0% |
230,235 |
|
| Daily Pivots for day following 27-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-08 |
129-24 |
127-24 |
|
| R3 |
129-07 |
128-23 |
127-15 |
|
| R2 |
128-06 |
128-06 |
127-12 |
|
| R1 |
127-22 |
127-22 |
127-09 |
127-30 |
| PP |
127-05 |
127-05 |
127-05 |
127-09 |
| S1 |
126-21 |
126-21 |
127-03 |
126-29 |
| S2 |
126-04 |
126-04 |
127-00 |
|
| S3 |
125-03 |
125-20 |
126-29 |
|
| S4 |
124-02 |
124-19 |
126-20 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-27 |
123-08 |
4-19 |
3.6% |
2-14 |
1.9% |
86% |
False |
False |
204,177 |
| 10 |
128-13 |
115-12 |
13-01 |
10.2% |
2-23 |
2.1% |
91% |
False |
False |
113,302 |
| 20 |
128-13 |
111-07 |
17-06 |
13.5% |
2-09 |
1.8% |
93% |
False |
False |
57,482 |
| 40 |
128-13 |
110-27 |
17-18 |
13.8% |
2-04 |
1.7% |
93% |
False |
False |
29,081 |
| 60 |
128-13 |
110-27 |
17-18 |
13.8% |
2-00 |
1.6% |
93% |
False |
False |
19,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-01 |
|
2.618 |
130-11 |
|
1.618 |
129-10 |
|
1.000 |
128-22 |
|
0.618 |
128-09 |
|
HIGH |
127-21 |
|
0.618 |
127-08 |
|
0.500 |
127-04 |
|
0.382 |
127-01 |
|
LOW |
126-20 |
|
0.618 |
126-00 |
|
1.000 |
125-19 |
|
1.618 |
124-31 |
|
2.618 |
123-30 |
|
4.250 |
122-08 |
|
|
| Fisher Pivots for day following 27-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127-06 |
126-22 |
| PP |
127-05 |
126-07 |
| S1 |
127-04 |
125-24 |
|