ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 28-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
127-22 |
128-12 |
0-23 |
0.6% |
125-28 |
| High |
128-26 |
129-00 |
0-06 |
0.1% |
129-00 |
| Low |
127-02 |
127-18 |
0-16 |
0.4% |
124-09 |
| Close |
128-02 |
128-18 |
0-16 |
0.4% |
128-18 |
| Range |
1-24 |
1-14 |
-0-11 |
-19.5% |
4-22 |
| ATR |
2-17 |
2-15 |
-0-03 |
-3.1% |
0-00 |
| Volume |
435,906 |
212,818 |
-223,088 |
-51.2% |
1,388,059 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-20 |
132-01 |
129-11 |
|
| R3 |
131-07 |
130-19 |
128-31 |
|
| R2 |
129-25 |
129-25 |
128-26 |
|
| R1 |
129-06 |
129-06 |
128-22 |
129-16 |
| PP |
128-12 |
128-12 |
128-12 |
128-17 |
| S1 |
127-24 |
127-24 |
128-14 |
128-02 |
| S2 |
126-30 |
126-30 |
128-10 |
|
| S3 |
125-17 |
126-11 |
128-05 |
|
| S4 |
124-03 |
124-29 |
127-25 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-12 |
139-22 |
131-05 |
|
| R3 |
136-22 |
134-31 |
129-27 |
|
| R2 |
131-31 |
131-31 |
129-14 |
|
| R1 |
130-09 |
130-09 |
129-00 |
131-04 |
| PP |
127-09 |
127-09 |
127-09 |
127-22 |
| S1 |
125-18 |
125-18 |
128-04 |
126-14 |
| S2 |
122-18 |
122-18 |
127-22 |
|
| S3 |
117-28 |
120-28 |
127-09 |
|
| S4 |
113-05 |
116-05 |
125-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-00 |
124-09 |
4-22 |
3.7% |
2-18 |
2.0% |
91% |
True |
False |
369,913 |
| 10 |
129-19 |
116-16 |
13-03 |
10.2% |
2-26 |
2.2% |
92% |
False |
False |
291,558 |
| 20 |
129-19 |
112-20 |
17-00 |
13.2% |
2-12 |
1.8% |
94% |
False |
False |
224,895 |
| 40 |
129-19 |
112-17 |
17-02 |
13.3% |
2-09 |
1.8% |
94% |
False |
False |
232,083 |
| 60 |
129-19 |
112-17 |
17-02 |
13.3% |
2-07 |
1.7% |
94% |
False |
False |
274,978 |
| 80 |
129-19 |
112-17 |
17-02 |
13.3% |
1-30 |
1.5% |
94% |
False |
False |
233,011 |
| 100 |
129-19 |
112-14 |
17-05 |
13.3% |
1-25 |
1.4% |
94% |
False |
False |
186,536 |
| 120 |
129-19 |
110-25 |
18-26 |
14.6% |
1-21 |
1.3% |
95% |
False |
False |
155,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-01 |
|
2.618 |
132-23 |
|
1.618 |
131-09 |
|
1.000 |
130-13 |
|
0.618 |
129-28 |
|
HIGH |
129-00 |
|
0.618 |
128-14 |
|
0.500 |
128-09 |
|
0.382 |
128-03 |
|
LOW |
127-18 |
|
0.618 |
126-22 |
|
1.000 |
126-04 |
|
1.618 |
125-08 |
|
2.618 |
123-27 |
|
4.250 |
121-17 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
128-15 |
127-31 |
| PP |
128-12 |
127-12 |
| S1 |
128-09 |
126-25 |
|