ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 10-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
116-27 |
115-26 |
-1-02 |
-0.9% |
113-04 |
| High |
117-28 |
117-24 |
-0-04 |
-0.1% |
117-28 |
| Low |
115-22 |
115-08 |
-0-14 |
-0.4% |
112-20 |
| Close |
116-12 |
117-20 |
1-09 |
1.1% |
116-12 |
| Range |
2-06 |
2-16 |
0-10 |
15.0% |
5-08 |
| ATR |
2-03 |
2-04 |
0-01 |
1.4% |
0-00 |
| Volume |
183,205 |
169,366 |
-13,839 |
-7.6% |
900,407 |
|
| Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-14 |
123-18 |
119-01 |
|
| R3 |
121-29 |
121-01 |
118-11 |
|
| R2 |
119-13 |
119-13 |
118-03 |
|
| R1 |
118-17 |
118-17 |
117-28 |
118-31 |
| PP |
116-28 |
116-28 |
116-28 |
117-03 |
| S1 |
116-00 |
116-00 |
117-13 |
116-14 |
| S2 |
114-12 |
114-12 |
117-06 |
|
| S3 |
111-27 |
113-16 |
116-30 |
|
| S4 |
109-11 |
110-31 |
116-08 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-13 |
129-05 |
119-08 |
|
| R3 |
126-05 |
123-28 |
117-26 |
|
| R2 |
120-28 |
120-28 |
117-10 |
|
| R1 |
118-20 |
118-20 |
116-27 |
119-24 |
| PP |
115-20 |
115-20 |
115-20 |
116-06 |
| S1 |
113-11 |
113-11 |
115-28 |
114-16 |
| S2 |
110-11 |
110-11 |
115-13 |
|
| S3 |
105-03 |
108-03 |
114-29 |
|
| S4 |
99-26 |
102-26 |
113-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-28 |
113-01 |
4-27 |
4.1% |
2-10 |
2.0% |
95% |
False |
False |
167,947 |
| 10 |
118-08 |
112-20 |
5-20 |
4.8% |
2-05 |
1.8% |
89% |
False |
False |
184,042 |
| 20 |
119-29 |
112-17 |
7-12 |
6.3% |
2-02 |
1.7% |
69% |
False |
False |
191,422 |
| 40 |
123-28 |
112-17 |
11-10 |
9.6% |
2-06 |
1.9% |
45% |
False |
False |
263,264 |
| 60 |
123-28 |
112-17 |
11-10 |
9.6% |
1-29 |
1.6% |
45% |
False |
False |
256,175 |
| 80 |
123-28 |
112-14 |
11-14 |
9.7% |
1-23 |
1.4% |
46% |
False |
False |
192,435 |
| 100 |
123-28 |
112-04 |
11-24 |
10.0% |
1-18 |
1.3% |
47% |
False |
False |
153,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-15 |
|
2.618 |
124-11 |
|
1.618 |
121-27 |
|
1.000 |
120-09 |
|
0.618 |
119-10 |
|
HIGH |
117-24 |
|
0.618 |
116-26 |
|
0.500 |
116-16 |
|
0.382 |
116-07 |
|
LOW |
115-08 |
|
0.618 |
113-22 |
|
1.000 |
112-24 |
|
1.618 |
111-06 |
|
2.618 |
108-21 |
|
4.250 |
104-18 |
|
|
| Fisher Pivots for day following 10-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-08 |
117-09 |
| PP |
116-28 |
116-30 |
| S1 |
116-16 |
116-18 |
|