ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
127-28 |
125-28 |
-2-01 |
-1.6% |
118-25 |
| High |
128-12 |
126-16 |
-1-28 |
-1.5% |
129-19 |
| Low |
124-24 |
124-09 |
-0-14 |
-0.4% |
118-09 |
| Close |
126-10 |
125-09 |
-1-00 |
-0.8% |
126-10 |
| Range |
3-20 |
2-07 |
-1-14 |
-39.1% |
11-10 |
| ATR |
2-17 |
2-16 |
-0-01 |
-0.8% |
0-00 |
| Volume |
461,506 |
364,495 |
-97,011 |
-21.0% |
1,264,459 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-00 |
130-28 |
126-16 |
|
| R3 |
129-25 |
128-21 |
125-29 |
|
| R2 |
127-18 |
127-18 |
125-22 |
|
| R1 |
126-14 |
126-14 |
125-16 |
125-28 |
| PP |
125-11 |
125-11 |
125-11 |
125-03 |
| S1 |
124-07 |
124-07 |
125-02 |
123-22 |
| S2 |
123-04 |
123-04 |
124-28 |
|
| S3 |
120-29 |
122-00 |
124-21 |
|
| S4 |
118-22 |
119-25 |
124-02 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-21 |
153-25 |
132-17 |
|
| R3 |
147-11 |
142-15 |
129-13 |
|
| R2 |
136-01 |
136-01 |
128-12 |
|
| R1 |
131-05 |
131-05 |
127-11 |
133-19 |
| PP |
124-23 |
124-23 |
124-23 |
125-30 |
| S1 |
119-27 |
119-27 |
125-08 |
122-09 |
| S2 |
113-13 |
113-13 |
124-07 |
|
| S3 |
102-03 |
108-17 |
123-06 |
|
| S4 |
90-25 |
97-07 |
120-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-19 |
118-30 |
10-20 |
8.5% |
3-14 |
2.7% |
59% |
False |
False |
285,602 |
| 10 |
129-19 |
116-14 |
13-06 |
10.5% |
2-18 |
2.0% |
67% |
False |
False |
223,225 |
| 20 |
129-19 |
112-20 |
17-00 |
13.6% |
2-11 |
1.9% |
75% |
False |
False |
203,633 |
| 40 |
129-19 |
112-17 |
17-02 |
13.6% |
2-09 |
1.8% |
75% |
False |
False |
231,932 |
| 60 |
129-19 |
112-17 |
17-02 |
13.6% |
2-05 |
1.7% |
75% |
False |
False |
272,934 |
| 80 |
129-19 |
112-17 |
17-02 |
13.6% |
1-28 |
1.5% |
75% |
False |
False |
220,272 |
| 100 |
129-19 |
112-14 |
17-05 |
13.7% |
1-24 |
1.4% |
75% |
False |
False |
176,304 |
| 120 |
129-19 |
110-25 |
18-26 |
15.0% |
1-19 |
1.3% |
77% |
False |
False |
146,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-30 |
|
2.618 |
132-10 |
|
1.618 |
130-03 |
|
1.000 |
128-23 |
|
0.618 |
127-28 |
|
HIGH |
126-16 |
|
0.618 |
125-21 |
|
0.500 |
125-12 |
|
0.382 |
125-04 |
|
LOW |
124-09 |
|
0.618 |
122-29 |
|
1.000 |
122-02 |
|
1.618 |
120-22 |
|
2.618 |
118-15 |
|
4.250 |
114-27 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125-12 |
126-02 |
| PP |
125-11 |
125-26 |
| S1 |
125-10 |
125-18 |
|