ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
120-10 |
122-28 |
2-18 |
2.1% |
115-26 |
| High |
123-00 |
129-19 |
6-19 |
5.4% |
119-04 |
| Low |
120-09 |
122-18 |
2-09 |
1.9% |
115-08 |
| Close |
122-03 |
125-25 |
3-22 |
3.0% |
118-18 |
| Range |
2-23 |
7-01 |
4-10 |
158.6% |
3-28 |
| ATR |
2-01 |
2-14 |
0-12 |
19.1% |
0-00 |
| Volume |
196,612 |
259,052 |
62,440 |
31.8% |
772,667 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-02 |
143-15 |
129-21 |
|
| R3 |
140-01 |
136-14 |
127-23 |
|
| R2 |
133-00 |
133-00 |
127-02 |
|
| R1 |
129-13 |
129-13 |
126-14 |
131-06 |
| PP |
125-31 |
125-31 |
125-31 |
126-28 |
| S1 |
122-12 |
122-12 |
125-04 |
124-06 |
| S2 |
118-30 |
118-30 |
124-16 |
|
| S3 |
111-29 |
115-11 |
123-27 |
|
| S4 |
104-28 |
108-10 |
121-29 |
|
|
| 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 |
129-19 |
116-16 |
13-03 |
10.4% |
3-02 |
2.4% |
71% |
True |
False |
213,204 |
| 10 |
129-19 |
115-08 |
14-11 |
11.4% |
2-14 |
1.9% |
73% |
True |
False |
175,882 |
| 20 |
129-19 |
112-20 |
17-00 |
13.5% |
2-10 |
1.8% |
78% |
True |
False |
189,035 |
| 40 |
129-19 |
112-17 |
17-02 |
13.6% |
2-09 |
1.8% |
78% |
True |
False |
223,311 |
| 60 |
129-19 |
112-17 |
17-02 |
13.6% |
2-03 |
1.7% |
78% |
True |
False |
270,049 |
| 80 |
129-19 |
112-17 |
17-02 |
13.6% |
1-27 |
1.5% |
78% |
True |
False |
209,971 |
| 100 |
129-19 |
112-14 |
17-05 |
13.6% |
1-23 |
1.4% |
78% |
True |
False |
168,047 |
| 120 |
129-19 |
110-25 |
18-26 |
15.0% |
1-18 |
1.2% |
80% |
True |
False |
140,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-15 |
|
2.618 |
148-00 |
|
1.618 |
140-31 |
|
1.000 |
136-20 |
|
0.618 |
133-30 |
|
HIGH |
129-19 |
|
0.618 |
126-29 |
|
0.500 |
126-02 |
|
0.382 |
125-08 |
|
LOW |
122-18 |
|
0.618 |
118-07 |
|
1.000 |
115-17 |
|
1.618 |
111-06 |
|
2.618 |
104-05 |
|
4.250 |
92-22 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126-02 |
125-09 |
| PP |
125-31 |
124-25 |
| S1 |
125-28 |
124-09 |
|