ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 25-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
125-28 |
124-24 |
-1-04 |
-0.9% |
118-25 |
| High |
126-16 |
128-08 |
1-24 |
1.4% |
129-19 |
| Low |
124-09 |
124-18 |
0-10 |
0.2% |
118-09 |
| Close |
125-09 |
126-29 |
1-20 |
1.3% |
126-10 |
| Range |
2-07 |
3-22 |
1-15 |
66.2% |
11-10 |
| ATR |
2-16 |
2-19 |
0-03 |
3.4% |
0-00 |
| Volume |
364,495 |
374,840 |
10,345 |
2.8% |
1,264,459 |
|
| Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-21 |
135-31 |
128-30 |
|
| R3 |
133-31 |
132-09 |
127-29 |
|
| R2 |
130-09 |
130-09 |
127-19 |
|
| R1 |
128-19 |
128-19 |
127-08 |
129-14 |
| PP |
126-19 |
126-19 |
126-19 |
127-00 |
| S1 |
124-29 |
124-29 |
126-18 |
125-24 |
| S2 |
122-29 |
122-29 |
126-07 |
|
| S3 |
119-07 |
121-07 |
125-29 |
|
| S4 |
115-17 |
117-17 |
124-28 |
|
|
| 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 |
120-09 |
9-10 |
7.3% |
3-28 |
3.0% |
71% |
False |
False |
331,301 |
| 10 |
129-19 |
116-14 |
13-06 |
10.4% |
2-26 |
2.2% |
80% |
False |
False |
248,150 |
| 20 |
129-19 |
112-20 |
17-00 |
13.4% |
2-13 |
1.9% |
84% |
False |
False |
212,438 |
| 40 |
129-19 |
112-17 |
17-02 |
13.4% |
2-09 |
1.8% |
84% |
False |
False |
232,600 |
| 60 |
129-19 |
112-17 |
17-02 |
13.4% |
2-06 |
1.7% |
84% |
False |
False |
274,632 |
| 80 |
129-19 |
112-17 |
17-02 |
13.4% |
1-30 |
1.5% |
84% |
False |
False |
224,945 |
| 100 |
129-19 |
112-14 |
17-05 |
13.5% |
1-25 |
1.4% |
84% |
False |
False |
180,052 |
| 120 |
129-19 |
110-25 |
18-26 |
14.8% |
1-20 |
1.3% |
86% |
False |
False |
150,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-30 |
|
2.618 |
137-29 |
|
1.618 |
134-07 |
|
1.000 |
131-30 |
|
0.618 |
130-17 |
|
HIGH |
128-08 |
|
0.618 |
126-27 |
|
0.500 |
126-14 |
|
0.382 |
126-00 |
|
LOW |
124-18 |
|
0.618 |
122-10 |
|
1.000 |
120-28 |
|
1.618 |
118-20 |
|
2.618 |
114-30 |
|
4.250 |
108-29 |
|
|
| Fisher Pivots for day following 25-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126-24 |
126-23 |
| PP |
126-19 |
126-17 |
| S1 |
126-14 |
126-10 |
|