ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 28-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
117-04 |
117-16 |
0-12 |
0.3% |
113-00 |
| High |
118-28 |
118-08 |
-0-20 |
-0.5% |
119-29 |
| Low |
116-28 |
115-26 |
-1-02 |
-0.9% |
112-19 |
| Close |
117-10 |
116-12 |
-0-31 |
-0.8% |
116-30 |
| Range |
1-31 |
2-13 |
0-14 |
22.2% |
7-10 |
| ATR |
2-04 |
2-04 |
0-01 |
1.0% |
0-00 |
| Volume |
244,789 |
198,753 |
-46,036 |
-18.8% |
1,056,774 |
|
| Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-01 |
122-19 |
117-22 |
|
| R3 |
121-20 |
120-06 |
117-01 |
|
| R2 |
119-07 |
119-07 |
116-26 |
|
| R1 |
117-25 |
117-25 |
116-19 |
117-10 |
| PP |
116-26 |
116-26 |
116-26 |
116-18 |
| S1 |
115-12 |
115-12 |
116-04 |
114-28 |
| S2 |
114-13 |
114-13 |
115-29 |
|
| S3 |
112-00 |
112-31 |
115-22 |
|
| S4 |
109-19 |
110-18 |
115-01 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-14 |
135-00 |
120-31 |
|
| R3 |
131-04 |
127-22 |
118-31 |
|
| R2 |
123-26 |
123-26 |
118-09 |
|
| R1 |
120-12 |
120-12 |
117-20 |
122-03 |
| PP |
116-16 |
116-16 |
116-16 |
117-11 |
| S1 |
113-02 |
113-02 |
116-09 |
114-25 |
| S2 |
109-06 |
109-06 |
115-20 |
|
| S3 |
101-28 |
105-24 |
114-30 |
|
| S4 |
94-18 |
98-14 |
112-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-29 |
114-25 |
5-04 |
4.4% |
2-10 |
2.0% |
31% |
False |
False |
228,811 |
| 10 |
119-29 |
112-17 |
7-12 |
6.3% |
2-01 |
1.8% |
52% |
False |
False |
214,985 |
| 20 |
122-12 |
112-17 |
9-26 |
8.4% |
2-06 |
1.9% |
39% |
False |
False |
252,762 |
| 40 |
123-28 |
112-17 |
11-10 |
9.7% |
2-03 |
1.8% |
34% |
False |
False |
305,729 |
| 60 |
123-28 |
112-17 |
11-10 |
9.7% |
1-24 |
1.5% |
34% |
False |
False |
229,114 |
| 80 |
123-28 |
112-14 |
11-14 |
9.8% |
1-19 |
1.4% |
34% |
False |
False |
171,956 |
| 100 |
123-28 |
110-25 |
13-02 |
11.2% |
1-15 |
1.3% |
43% |
False |
False |
137,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-15 |
|
2.618 |
124-17 |
|
1.618 |
122-04 |
|
1.000 |
120-20 |
|
0.618 |
119-23 |
|
HIGH |
118-08 |
|
0.618 |
117-10 |
|
0.500 |
117-01 |
|
0.382 |
116-24 |
|
LOW |
115-26 |
|
0.618 |
114-11 |
|
1.000 |
113-14 |
|
1.618 |
111-30 |
|
2.618 |
109-17 |
|
4.250 |
105-19 |
|
|
| Fisher Pivots for day following 28-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-01 |
117-28 |
| PP |
116-26 |
117-12 |
| S1 |
116-19 |
116-28 |
|