ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 31-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
115-14 |
113-22 |
-1-23 |
-1.5% |
117-04 |
| High |
115-18 |
115-08 |
-0-10 |
-0.3% |
118-28 |
| Low |
113-20 |
112-30 |
-0-22 |
-0.6% |
112-30 |
| Close |
114-10 |
113-04 |
-1-06 |
-1.0% |
113-04 |
| Range |
1-30 |
2-10 |
0-12 |
20.2% |
5-30 |
| ATR |
2-04 |
2-05 |
0-00 |
0.7% |
0-00 |
| Volume |
194,532 |
172,318 |
-22,214 |
-11.4% |
1,015,437 |
|
| Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-24 |
119-08 |
114-13 |
|
| R3 |
118-14 |
116-30 |
113-24 |
|
| R2 |
116-03 |
116-03 |
113-18 |
|
| R1 |
114-20 |
114-20 |
113-11 |
114-06 |
| PP |
113-24 |
113-24 |
113-24 |
113-18 |
| S1 |
112-09 |
112-09 |
112-29 |
111-28 |
| S2 |
111-14 |
111-14 |
112-22 |
|
| S3 |
109-04 |
109-30 |
112-16 |
|
| S4 |
106-25 |
107-20 |
111-27 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-25 |
128-28 |
116-12 |
|
| R3 |
126-27 |
122-30 |
114-24 |
|
| R2 |
120-29 |
120-29 |
114-07 |
|
| R1 |
117-00 |
117-00 |
113-21 |
116-00 |
| PP |
114-31 |
114-31 |
114-31 |
114-15 |
| S1 |
111-02 |
111-02 |
112-19 |
110-02 |
| S2 |
109-01 |
109-01 |
112-01 |
|
| S3 |
103-03 |
105-04 |
111-16 |
|
| S4 |
97-05 |
99-06 |
109-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-28 |
112-30 |
5-30 |
5.2% |
2-06 |
1.9% |
3% |
False |
True |
203,087 |
| 10 |
119-29 |
112-19 |
7-10 |
6.5% |
2-05 |
1.9% |
7% |
False |
False |
207,221 |
| 20 |
122-12 |
112-17 |
9-26 |
8.7% |
2-05 |
1.9% |
6% |
False |
False |
235,782 |
| 40 |
123-28 |
112-17 |
11-10 |
10.0% |
2-05 |
1.9% |
5% |
False |
False |
297,024 |
| 60 |
123-28 |
112-17 |
11-10 |
10.0% |
1-26 |
1.6% |
5% |
False |
False |
238,539 |
| 80 |
123-28 |
112-14 |
11-14 |
10.1% |
1-21 |
1.5% |
6% |
False |
False |
179,096 |
| 100 |
123-28 |
110-25 |
13-02 |
11.6% |
1-16 |
1.3% |
18% |
False |
False |
143,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-05 |
|
2.618 |
121-11 |
|
1.618 |
119-01 |
|
1.000 |
117-18 |
|
0.618 |
116-22 |
|
HIGH |
115-08 |
|
0.618 |
114-12 |
|
0.500 |
114-03 |
|
0.382 |
113-26 |
|
LOW |
112-30 |
|
0.618 |
111-15 |
|
1.000 |
110-19 |
|
1.618 |
109-05 |
|
2.618 |
106-26 |
|
4.250 |
103-01 |
|
|
| Fisher Pivots for day following 31-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-03 |
115-00 |
| PP |
113-24 |
114-12 |
| S1 |
113-14 |
113-24 |
|