ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 03-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
113-22 |
113-04 |
-0-18 |
-0.5% |
117-04 |
| High |
115-08 |
113-18 |
-1-22 |
-1.5% |
118-28 |
| Low |
112-30 |
112-20 |
-0-10 |
-0.3% |
112-30 |
| Close |
113-04 |
113-18 |
0-14 |
0.4% |
113-04 |
| Range |
2-10 |
0-31 |
-1-12 |
-58.4% |
5-30 |
| ATR |
2-05 |
2-02 |
-0-03 |
-3.9% |
0-00 |
| Volume |
172,318 |
230,036 |
57,718 |
33.5% |
1,015,437 |
|
| Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-05 |
115-26 |
114-03 |
|
| R3 |
115-06 |
114-27 |
113-26 |
|
| R2 |
114-07 |
114-07 |
113-23 |
|
| R1 |
113-28 |
113-28 |
113-20 |
114-02 |
| PP |
113-08 |
113-08 |
113-08 |
113-10 |
| S1 |
112-29 |
112-29 |
113-15 |
113-02 |
| S2 |
112-09 |
112-09 |
113-12 |
|
| S3 |
111-10 |
111-30 |
113-09 |
|
| S4 |
110-11 |
110-31 |
113-00 |
|
|
| 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 |
118-08 |
112-20 |
5-20 |
5.0% |
1-31 |
1.7% |
17% |
False |
True |
200,136 |
| 10 |
119-29 |
112-20 |
7-10 |
6.4% |
2-04 |
1.9% |
13% |
False |
True |
209,522 |
| 20 |
121-28 |
112-17 |
9-12 |
8.2% |
2-03 |
1.8% |
11% |
False |
False |
231,990 |
| 40 |
123-28 |
112-17 |
11-10 |
10.0% |
2-04 |
1.9% |
9% |
False |
False |
293,029 |
| 60 |
123-28 |
112-17 |
11-10 |
10.0% |
1-26 |
1.6% |
9% |
False |
False |
242,349 |
| 80 |
123-28 |
112-14 |
11-14 |
10.1% |
1-21 |
1.4% |
10% |
False |
False |
181,969 |
| 100 |
123-28 |
110-25 |
13-02 |
11.5% |
1-16 |
1.3% |
21% |
False |
False |
145,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-22 |
|
2.618 |
116-04 |
|
1.618 |
115-05 |
|
1.000 |
114-18 |
|
0.618 |
114-06 |
|
HIGH |
113-18 |
|
0.618 |
113-07 |
|
0.500 |
113-03 |
|
0.382 |
112-31 |
|
LOW |
112-20 |
|
0.618 |
112-00 |
|
1.000 |
111-20 |
|
1.618 |
111-01 |
|
2.618 |
110-02 |
|
4.250 |
108-16 |
|
|
| Fisher Pivots for day following 03-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-13 |
114-02 |
| PP |
113-08 |
113-29 |
| S1 |
113-03 |
113-23 |
|