ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 12-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
117-19 |
118-08 |
0-20 |
0.5% |
113-04 |
| High |
118-22 |
118-22 |
0-00 |
0.0% |
117-28 |
| Low |
117-18 |
117-18 |
0-00 |
0.0% |
112-20 |
| Close |
118-14 |
118-03 |
-0-11 |
-0.3% |
116-12 |
| Range |
1-04 |
1-04 |
0-00 |
1.4% |
5-08 |
| ATR |
2-02 |
2-00 |
-0-02 |
-3.2% |
0-00 |
| Volume |
125,589 |
38,688 |
-86,901 |
-69.2% |
900,407 |
|
| Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-17 |
120-30 |
118-23 |
|
| R3 |
120-12 |
119-26 |
118-13 |
|
| R2 |
119-08 |
119-08 |
118-10 |
|
| R1 |
118-22 |
118-22 |
118-06 |
118-12 |
| PP |
118-04 |
118-04 |
118-04 |
117-31 |
| S1 |
117-17 |
117-17 |
118-00 |
117-08 |
| S2 |
116-31 |
116-31 |
117-28 |
|
| S3 |
115-26 |
116-12 |
117-25 |
|
| S4 |
114-22 |
115-08 |
117-15 |
|
|
| 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 |
115-08 |
3-14 |
2.9% |
1-23 |
1.5% |
83% |
True |
False |
145,851 |
| 10 |
118-22 |
112-20 |
6-02 |
5.1% |
1-29 |
1.6% |
90% |
True |
False |
160,090 |
| 20 |
119-29 |
112-17 |
7-12 |
6.2% |
2-00 |
1.7% |
75% |
False |
False |
186,631 |
| 40 |
122-16 |
112-17 |
9-31 |
8.4% |
2-03 |
1.8% |
56% |
False |
False |
243,404 |
| 60 |
123-28 |
112-17 |
11-10 |
9.6% |
1-29 |
1.6% |
49% |
False |
False |
258,760 |
| 80 |
123-28 |
112-14 |
11-14 |
9.7% |
1-23 |
1.4% |
50% |
False |
False |
194,476 |
| 100 |
123-28 |
112-06 |
11-22 |
9.9% |
1-19 |
1.3% |
51% |
False |
False |
155,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-17 |
|
2.618 |
121-22 |
|
1.618 |
120-17 |
|
1.000 |
119-26 |
|
0.618 |
119-13 |
|
HIGH |
118-22 |
|
0.618 |
118-08 |
|
0.500 |
118-04 |
|
0.382 |
117-31 |
|
LOW |
117-18 |
|
0.618 |
116-27 |
|
1.000 |
116-13 |
|
1.618 |
115-22 |
|
2.618 |
114-18 |
|
4.250 |
112-22 |
|
|
| Fisher Pivots for day following 12-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-04 |
117-23 |
| PP |
118-04 |
117-11 |
| S1 |
118-03 |
116-31 |
|