ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 13-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
118-08 |
118-10 |
0-03 |
0.1% |
113-04 |
| High |
118-22 |
118-20 |
-0-02 |
-0.1% |
117-28 |
| Low |
117-18 |
116-14 |
-1-04 |
-1.0% |
112-20 |
| Close |
118-03 |
117-00 |
-1-02 |
-0.9% |
116-12 |
| Range |
1-04 |
2-06 |
1-02 |
93.2% |
5-08 |
| ATR |
2-00 |
2-00 |
0-00 |
0.7% |
0-00 |
| Volume |
38,688 |
175,954 |
137,266 |
354.8% |
900,407 |
|
| Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-31 |
122-22 |
118-07 |
|
| R3 |
121-24 |
120-16 |
117-20 |
|
| R2 |
119-18 |
119-18 |
117-13 |
|
| R1 |
118-09 |
118-09 |
117-07 |
117-26 |
| PP |
117-11 |
117-11 |
117-11 |
117-04 |
| S1 |
116-03 |
116-03 |
116-26 |
115-20 |
| S2 |
115-05 |
115-05 |
116-20 |
|
| S3 |
112-30 |
113-28 |
116-13 |
|
| S4 |
110-24 |
111-22 |
115-26 |
|
|
| 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 |
115-08 |
3-14 |
2.9% |
1-27 |
1.6% |
51% |
False |
False |
138,560 |
| 10 |
118-22 |
112-20 |
6-02 |
5.2% |
1-30 |
1.7% |
72% |
False |
False |
158,232 |
| 20 |
119-29 |
112-17 |
7-12 |
6.3% |
2-01 |
1.7% |
61% |
False |
False |
185,143 |
| 40 |
122-12 |
112-17 |
9-26 |
8.4% |
2-04 |
1.8% |
46% |
False |
False |
236,210 |
| 60 |
123-28 |
112-17 |
11-10 |
9.7% |
1-30 |
1.7% |
40% |
False |
False |
261,081 |
| 80 |
123-28 |
112-17 |
11-10 |
9.7% |
1-23 |
1.5% |
40% |
False |
False |
196,672 |
| 100 |
123-28 |
112-06 |
11-22 |
10.0% |
1-19 |
1.4% |
41% |
False |
False |
157,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-00 |
|
2.618 |
124-13 |
|
1.618 |
122-06 |
|
1.000 |
120-26 |
|
0.618 |
120-00 |
|
HIGH |
118-20 |
|
0.618 |
117-25 |
|
0.500 |
117-17 |
|
0.382 |
117-08 |
|
LOW |
116-14 |
|
0.618 |
115-02 |
|
1.000 |
114-07 |
|
1.618 |
112-27 |
|
2.618 |
110-21 |
|
4.250 |
107-02 |
|
|
| Fisher Pivots for day following 13-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-17 |
117-18 |
| PP |
117-11 |
117-12 |
| S1 |
117-06 |
117-06 |
|