ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 26-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
124-24 |
127-22 |
2-30 |
2.3% |
118-25 |
| High |
128-08 |
128-26 |
0-18 |
0.4% |
129-19 |
| Low |
124-18 |
127-02 |
2-15 |
2.0% |
118-09 |
| Close |
126-29 |
128-02 |
1-04 |
0.9% |
126-10 |
| Range |
3-22 |
1-24 |
-1-30 |
-52.1% |
11-10 |
| ATR |
2-19 |
2-17 |
-0-02 |
-1.9% |
0-00 |
| Volume |
374,840 |
435,906 |
61,066 |
16.3% |
1,264,459 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-08 |
132-14 |
129-01 |
|
| R3 |
131-16 |
130-21 |
128-17 |
|
| R2 |
129-24 |
129-24 |
128-12 |
|
| R1 |
128-28 |
128-28 |
128-07 |
129-10 |
| PP |
127-31 |
127-31 |
127-31 |
128-06 |
| S1 |
127-04 |
127-04 |
127-28 |
127-18 |
| S2 |
126-06 |
126-06 |
127-23 |
|
| S3 |
124-14 |
125-12 |
127-18 |
|
| S4 |
122-22 |
123-19 |
127-02 |
|
|
| 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 |
122-18 |
7-01 |
5.5% |
3-21 |
2.9% |
78% |
False |
False |
379,159 |
| 10 |
129-19 |
116-14 |
13-06 |
10.3% |
2-28 |
2.2% |
88% |
False |
False |
287,872 |
| 20 |
129-19 |
112-20 |
17-00 |
13.3% |
2-13 |
1.9% |
91% |
False |
False |
223,981 |
| 40 |
129-19 |
112-17 |
17-02 |
13.3% |
2-09 |
1.8% |
91% |
False |
False |
235,624 |
| 60 |
129-19 |
112-17 |
17-02 |
13.3% |
2-07 |
1.7% |
91% |
False |
False |
275,656 |
| 80 |
129-19 |
112-17 |
17-02 |
13.3% |
1-30 |
1.5% |
91% |
False |
False |
230,389 |
| 100 |
129-19 |
112-14 |
17-05 |
13.4% |
1-25 |
1.4% |
91% |
False |
False |
184,408 |
| 120 |
129-19 |
110-25 |
18-26 |
14.7% |
1-20 |
1.3% |
92% |
False |
False |
153,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-10 |
|
2.618 |
133-14 |
|
1.618 |
131-21 |
|
1.000 |
130-18 |
|
0.618 |
129-29 |
|
HIGH |
128-26 |
|
0.618 |
128-04 |
|
0.500 |
127-30 |
|
0.382 |
127-23 |
|
LOW |
127-02 |
|
0.618 |
125-31 |
|
1.000 |
125-09 |
|
1.618 |
124-06 |
|
2.618 |
122-14 |
|
4.250 |
119-17 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
128-00 |
127-18 |
| PP |
127-31 |
127-02 |
| S1 |
127-30 |
126-18 |
|