ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 11-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-26 |
117-19 |
1-26 |
1.6% |
113-04 |
| High |
117-24 |
118-22 |
0-30 |
0.8% |
117-28 |
| Low |
115-08 |
117-18 |
2-10 |
2.0% |
112-20 |
| Close |
117-20 |
118-14 |
0-26 |
0.7% |
116-12 |
| Range |
2-16 |
1-04 |
-1-12 |
-55.3% |
5-08 |
| ATR |
2-04 |
2-02 |
-0-02 |
-3.4% |
0-00 |
| Volume |
169,366 |
125,589 |
-43,777 |
-25.8% |
900,407 |
|
| Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-19 |
121-05 |
119-02 |
|
| R3 |
120-15 |
120-01 |
118-24 |
|
| R2 |
119-11 |
119-11 |
118-21 |
|
| R1 |
118-29 |
118-29 |
118-17 |
119-04 |
| PP |
118-07 |
118-07 |
118-07 |
118-11 |
| S1 |
117-25 |
117-25 |
118-11 |
118-00 |
| S2 |
117-03 |
117-03 |
118-07 |
|
| S3 |
115-31 |
116-21 |
118-04 |
|
| S4 |
114-27 |
115-17 |
117-26 |
|
|
| 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 |
118-22 |
115-00 |
3-22 |
3.1% |
1-31 |
1.7% |
93% |
True |
False |
168,982 |
| 10 |
118-22 |
112-20 |
6-02 |
5.1% |
2-01 |
1.7% |
96% |
True |
False |
176,725 |
| 20 |
119-29 |
112-17 |
7-12 |
6.2% |
2-01 |
1.7% |
80% |
False |
False |
195,855 |
| 40 |
123-10 |
112-17 |
10-24 |
9.1% |
2-04 |
1.8% |
55% |
False |
False |
256,067 |
| 60 |
123-28 |
112-17 |
11-10 |
9.6% |
1-29 |
1.6% |
52% |
False |
False |
258,220 |
| 80 |
123-28 |
112-14 |
11-14 |
9.6% |
1-23 |
1.4% |
53% |
False |
False |
194,001 |
| 100 |
123-28 |
112-06 |
11-22 |
9.9% |
1-19 |
1.3% |
54% |
False |
False |
155,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-15 |
|
2.618 |
121-20 |
|
1.618 |
120-16 |
|
1.000 |
119-26 |
|
0.618 |
119-12 |
|
HIGH |
118-22 |
|
0.618 |
118-08 |
|
0.500 |
118-04 |
|
0.382 |
118-00 |
|
LOW |
117-18 |
|
0.618 |
116-28 |
|
1.000 |
116-14 |
|
1.618 |
115-24 |
|
2.618 |
114-20 |
|
4.250 |
112-25 |
|
|
| Fisher Pivots for day following 11-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-11 |
117-30 |
| PP |
118-07 |
117-15 |
| S1 |
118-04 |
116-31 |
|