ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 14-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
118-10 |
116-19 |
-1-24 |
-1.5% |
115-26 |
| High |
118-20 |
119-04 |
0-16 |
0.4% |
119-04 |
| Low |
116-14 |
116-16 |
0-02 |
0.1% |
115-08 |
| Close |
117-00 |
118-18 |
1-17 |
1.3% |
118-18 |
| Range |
2-06 |
2-20 |
0-14 |
19.9% |
3-28 |
| ATR |
2-00 |
2-02 |
0-01 |
2.2% |
0-00 |
| Volume |
175,954 |
263,070 |
87,116 |
49.5% |
772,667 |
|
| Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-00 |
124-29 |
120-00 |
|
| R3 |
123-11 |
122-08 |
119-09 |
|
| R2 |
120-22 |
120-22 |
119-01 |
|
| R1 |
119-20 |
119-20 |
118-25 |
120-05 |
| PP |
118-02 |
118-02 |
118-02 |
118-11 |
| S1 |
117-00 |
117-00 |
118-10 |
117-17 |
| S2 |
115-14 |
115-14 |
118-02 |
|
| S3 |
112-25 |
114-11 |
117-26 |
|
| S4 |
110-04 |
111-22 |
117-03 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-10 |
127-26 |
120-22 |
|
| R3 |
125-14 |
123-30 |
119-20 |
|
| R2 |
121-17 |
121-17 |
119-08 |
|
| R1 |
120-01 |
120-01 |
118-29 |
120-25 |
| PP |
117-21 |
117-21 |
117-21 |
118-01 |
| S1 |
116-05 |
116-05 |
118-06 |
116-29 |
| S2 |
113-24 |
113-24 |
117-27 |
|
| S3 |
109-28 |
112-08 |
117-15 |
|
| S4 |
105-31 |
108-12 |
116-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-04 |
115-08 |
3-28 |
3.3% |
1-30 |
1.6% |
85% |
True |
False |
154,533 |
| 10 |
119-04 |
112-20 |
6-17 |
5.5% |
1-31 |
1.7% |
91% |
True |
False |
167,307 |
| 20 |
119-29 |
112-19 |
7-10 |
6.2% |
2-02 |
1.7% |
81% |
False |
False |
187,264 |
| 40 |
122-12 |
112-17 |
9-26 |
8.3% |
2-03 |
1.8% |
61% |
False |
False |
233,346 |
| 60 |
123-28 |
112-17 |
11-10 |
9.6% |
1-31 |
1.7% |
53% |
False |
False |
264,572 |
| 80 |
123-28 |
112-17 |
11-10 |
9.6% |
1-24 |
1.5% |
53% |
False |
False |
199,959 |
| 100 |
123-28 |
112-14 |
11-14 |
9.6% |
1-20 |
1.4% |
53% |
False |
False |
160,024 |
| 120 |
123-28 |
110-25 |
13-02 |
11.0% |
1-16 |
1.3% |
59% |
False |
False |
133,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-12 |
|
2.618 |
126-02 |
|
1.618 |
123-13 |
|
1.000 |
121-25 |
|
0.618 |
120-25 |
|
HIGH |
119-04 |
|
0.618 |
118-04 |
|
0.500 |
117-26 |
|
0.382 |
117-16 |
|
LOW |
116-16 |
|
0.618 |
114-28 |
|
1.000 |
113-28 |
|
1.618 |
112-07 |
|
2.618 |
109-19 |
|
4.250 |
105-09 |
|
|
| Fisher Pivots for day following 14-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-10 |
118-09 |
| PP |
118-02 |
118-01 |
| S1 |
117-26 |
117-25 |
|