ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 06-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-26 |
116-24 |
0-30 |
0.8% |
117-04 |
| High |
117-12 |
117-07 |
-0-06 |
-0.1% |
118-28 |
| Low |
115-00 |
115-20 |
0-20 |
0.5% |
112-30 |
| Close |
116-20 |
116-26 |
0-06 |
0.1% |
113-04 |
| Range |
2-12 |
1-19 |
-0-25 |
-32.9% |
5-30 |
| ATR |
2-04 |
2-03 |
-0-01 |
-1.8% |
0-00 |
| Volume |
154,343 |
212,410 |
58,067 |
37.6% |
1,015,437 |
|
| Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-10 |
120-21 |
117-22 |
|
| R3 |
119-24 |
119-02 |
117-08 |
|
| R2 |
118-04 |
118-04 |
117-03 |
|
| R1 |
117-15 |
117-15 |
116-30 |
117-26 |
| PP |
116-18 |
116-18 |
116-18 |
116-23 |
| S1 |
115-28 |
115-28 |
116-21 |
116-07 |
| S2 |
114-30 |
114-30 |
116-16 |
|
| S3 |
113-12 |
114-09 |
116-11 |
|
| S4 |
111-24 |
112-22 |
115-29 |
|
|
| 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% |
2-01 |
1.7% |
88% |
False |
False |
177,904 |
| 10 |
119-29 |
112-20 |
7-10 |
6.2% |
2-06 |
1.9% |
57% |
False |
False |
202,189 |
| 20 |
119-29 |
112-17 |
7-12 |
6.3% |
2-00 |
1.7% |
58% |
False |
False |
200,349 |
| 40 |
123-28 |
112-17 |
11-10 |
9.7% |
2-06 |
1.9% |
38% |
False |
False |
274,871 |
| 60 |
123-28 |
112-17 |
11-10 |
9.7% |
1-27 |
1.6% |
38% |
False |
False |
250,413 |
| 80 |
123-28 |
112-14 |
11-14 |
9.8% |
1-22 |
1.4% |
38% |
False |
False |
188,047 |
| 100 |
123-28 |
111-15 |
12-12 |
10.6% |
1-17 |
1.3% |
43% |
False |
False |
150,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-00 |
|
2.618 |
121-13 |
|
1.618 |
119-26 |
|
1.000 |
118-26 |
|
0.618 |
118-07 |
|
HIGH |
117-07 |
|
0.618 |
116-20 |
|
0.500 |
116-14 |
|
0.382 |
116-07 |
|
LOW |
115-20 |
|
0.618 |
114-20 |
|
1.000 |
114-01 |
|
1.618 |
113-01 |
|
2.618 |
111-14 |
|
4.250 |
108-27 |
|
|
| Fisher Pivots for day following 06-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-22 |
116-09 |
| PP |
116-18 |
115-24 |
| S1 |
116-14 |
115-07 |
|