ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 19-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
119-06 |
120-10 |
1-04 |
0.9% |
115-26 |
| High |
120-14 |
123-00 |
2-18 |
2.1% |
119-04 |
| Low |
118-30 |
120-09 |
1-10 |
1.1% |
115-08 |
| Close |
120-05 |
122-03 |
1-30 |
1.6% |
118-18 |
| Range |
1-16 |
2-23 |
1-07 |
81.3% |
3-28 |
| ATR |
1-31 |
2-01 |
0-02 |
3.1% |
0-00 |
| Volume |
146,346 |
196,612 |
50,266 |
34.3% |
772,667 |
|
| Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-30 |
128-24 |
123-19 |
|
| R3 |
127-07 |
126-01 |
122-27 |
|
| R2 |
124-16 |
124-16 |
122-19 |
|
| R1 |
123-10 |
123-10 |
122-11 |
123-29 |
| PP |
121-25 |
121-25 |
121-25 |
122-03 |
| S1 |
120-19 |
120-19 |
121-27 |
121-06 |
| S2 |
119-02 |
119-02 |
121-19 |
|
| S3 |
116-11 |
117-28 |
121-11 |
|
| S4 |
113-20 |
115-05 |
120-19 |
|
|
| 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 |
123-00 |
116-14 |
6-18 |
5.4% |
2-03 |
1.7% |
86% |
True |
False |
196,585 |
| 10 |
123-00 |
115-08 |
7-24 |
6.3% |
1-29 |
1.6% |
88% |
True |
False |
171,218 |
| 20 |
123-00 |
112-20 |
10-12 |
8.5% |
2-03 |
1.7% |
91% |
True |
False |
186,255 |
| 40 |
123-00 |
112-17 |
10-15 |
8.6% |
2-04 |
1.7% |
91% |
True |
False |
222,745 |
| 60 |
123-28 |
112-17 |
11-10 |
9.3% |
2-00 |
1.6% |
84% |
False |
False |
269,186 |
| 80 |
123-28 |
112-17 |
11-10 |
9.3% |
1-25 |
1.4% |
84% |
False |
False |
206,746 |
| 100 |
123-28 |
112-14 |
11-14 |
9.4% |
1-21 |
1.3% |
85% |
False |
False |
165,457 |
| 120 |
123-28 |
110-25 |
13-02 |
10.7% |
1-17 |
1.2% |
86% |
False |
False |
137,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-18 |
|
2.618 |
130-04 |
|
1.618 |
127-13 |
|
1.000 |
125-23 |
|
0.618 |
124-22 |
|
HIGH |
123-00 |
|
0.618 |
121-31 |
|
0.500 |
121-20 |
|
0.382 |
121-10 |
|
LOW |
120-09 |
|
0.618 |
118-19 |
|
1.000 |
117-18 |
|
1.618 |
115-28 |
|
2.618 |
113-05 |
|
4.250 |
108-23 |
|
|
| Fisher Pivots for day following 19-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121-30 |
121-20 |
| PP |
121-25 |
121-04 |
| S1 |
121-20 |
120-20 |
|