ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 04-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
113-04 |
113-12 |
0-08 |
0.2% |
117-04 |
| High |
113-18 |
115-30 |
2-12 |
2.1% |
118-28 |
| Low |
112-20 |
113-01 |
0-14 |
0.4% |
112-30 |
| Close |
113-18 |
115-12 |
1-26 |
1.6% |
113-04 |
| Range |
0-31 |
2-29 |
1-30 |
200.0% |
5-30 |
| ATR |
2-02 |
2-04 |
0-02 |
2.9% |
0-00 |
| Volume |
230,036 |
120,413 |
-109,623 |
-47.7% |
1,015,437 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-16 |
122-11 |
116-31 |
|
| R3 |
120-19 |
119-14 |
116-05 |
|
| R2 |
117-22 |
117-22 |
115-29 |
|
| R1 |
116-17 |
116-17 |
115-20 |
117-03 |
| PP |
114-25 |
114-25 |
114-25 |
115-02 |
| S1 |
113-20 |
113-20 |
115-03 |
114-06 |
| S2 |
111-28 |
111-28 |
114-26 |
|
| S3 |
108-31 |
110-23 |
114-18 |
|
| S4 |
106-02 |
107-26 |
113-24 |
|
|
| 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 |
117-04 |
112-20 |
4-16 |
3.9% |
2-02 |
1.8% |
61% |
False |
False |
184,468 |
| 10 |
119-29 |
112-20 |
7-10 |
6.3% |
2-06 |
1.9% |
38% |
False |
False |
206,640 |
| 20 |
121-28 |
112-17 |
9-12 |
8.1% |
2-05 |
1.9% |
30% |
False |
False |
221,326 |
| 40 |
123-28 |
112-17 |
11-10 |
9.8% |
2-05 |
1.9% |
25% |
False |
False |
284,984 |
| 60 |
123-28 |
112-17 |
11-10 |
9.8% |
1-26 |
1.6% |
25% |
False |
False |
244,337 |
| 80 |
123-28 |
112-14 |
11-14 |
9.9% |
1-21 |
1.4% |
26% |
False |
False |
183,472 |
| 100 |
123-28 |
110-25 |
13-02 |
11.3% |
1-17 |
1.3% |
35% |
False |
False |
146,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-09 |
|
2.618 |
123-17 |
|
1.618 |
120-20 |
|
1.000 |
118-27 |
|
0.618 |
117-23 |
|
HIGH |
115-30 |
|
0.618 |
114-26 |
|
0.500 |
114-16 |
|
0.382 |
114-05 |
|
LOW |
113-01 |
|
0.618 |
111-08 |
|
1.000 |
110-04 |
|
1.618 |
108-11 |
|
2.618 |
105-14 |
|
4.250 |
100-22 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-02 |
115-00 |
| PP |
114-25 |
114-20 |
| S1 |
114-16 |
114-09 |
|