ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 05-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
113-12 |
115-26 |
2-14 |
2.1% |
117-04 |
| High |
115-30 |
117-12 |
1-14 |
1.3% |
118-28 |
| Low |
113-01 |
115-00 |
2-00 |
1.8% |
112-30 |
| Close |
115-12 |
116-20 |
1-08 |
1.1% |
113-04 |
| Range |
2-29 |
2-12 |
-0-17 |
-18.3% |
5-30 |
| ATR |
2-04 |
2-04 |
0-01 |
0.9% |
0-00 |
| Volume |
120,413 |
154,343 |
33,930 |
28.2% |
1,015,437 |
|
| Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-15 |
122-14 |
117-30 |
|
| R3 |
121-03 |
120-02 |
117-09 |
|
| R2 |
118-23 |
118-23 |
117-02 |
|
| R1 |
117-22 |
117-22 |
116-27 |
118-06 |
| PP |
116-11 |
116-11 |
116-11 |
116-19 |
| S1 |
115-10 |
115-10 |
116-13 |
115-26 |
| S2 |
113-31 |
113-31 |
116-06 |
|
| S3 |
111-19 |
112-30 |
115-31 |
|
| S4 |
109-07 |
110-18 |
115-10 |
|
|
| 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 |
117-12 |
112-20 |
4-25 |
4.1% |
2-03 |
1.8% |
84% |
True |
False |
174,328 |
| 10 |
119-29 |
112-20 |
7-10 |
6.3% |
2-09 |
1.9% |
55% |
False |
False |
201,291 |
| 20 |
119-29 |
112-17 |
7-12 |
6.3% |
2-02 |
1.8% |
56% |
False |
False |
213,426 |
| 40 |
123-28 |
112-17 |
11-10 |
9.7% |
2-06 |
1.9% |
36% |
False |
False |
279,432 |
| 60 |
123-28 |
112-17 |
11-10 |
9.7% |
1-27 |
1.6% |
36% |
False |
False |
246,892 |
| 80 |
123-28 |
112-14 |
11-14 |
9.8% |
1-22 |
1.4% |
37% |
False |
False |
185,396 |
| 100 |
123-28 |
110-26 |
13-02 |
11.2% |
1-17 |
1.3% |
45% |
False |
False |
148,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-16 |
|
2.618 |
123-19 |
|
1.618 |
121-07 |
|
1.000 |
119-24 |
|
0.618 |
118-27 |
|
HIGH |
117-12 |
|
0.618 |
116-15 |
|
0.500 |
116-06 |
|
0.382 |
115-30 |
|
LOW |
115-00 |
|
0.618 |
113-18 |
|
1.000 |
112-20 |
|
1.618 |
111-06 |
|
2.618 |
108-26 |
|
4.250 |
104-30 |
|
|
| Fisher Pivots for day following 05-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-16 |
116-03 |
| PP |
116-11 |
115-17 |
| S1 |
116-06 |
115-00 |
|