ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 04-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
111-22 |
112-05 |
0-15 |
0.4% |
116-26 |
| High |
112-08 |
114-20 |
2-12 |
2.1% |
117-18 |
| Low |
111-07 |
111-25 |
0-18 |
0.5% |
111-21 |
| Close |
112-08 |
114-02 |
1-26 |
1.6% |
111-26 |
| Range |
1-01 |
2-27 |
1-26 |
175.8% |
5-29 |
| ATR |
1-31 |
2-01 |
0-02 |
3.2% |
0-00 |
| Volume |
1,633 |
791 |
-842 |
-51.6% |
6,337 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-01 |
120-28 |
115-20 |
|
| R3 |
119-06 |
118-01 |
114-27 |
|
| R2 |
116-11 |
116-11 |
114-19 |
|
| R1 |
115-06 |
115-06 |
114-10 |
115-24 |
| PP |
113-16 |
113-16 |
113-16 |
113-25 |
| S1 |
112-11 |
112-11 |
113-26 |
112-30 |
| S2 |
110-21 |
110-21 |
113-17 |
|
| S3 |
107-26 |
109-16 |
113-09 |
|
| S4 |
104-31 |
106-21 |
112-16 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-13 |
127-16 |
115-02 |
|
| R3 |
125-16 |
121-19 |
113-14 |
|
| R2 |
119-19 |
119-19 |
112-29 |
|
| R1 |
115-22 |
115-22 |
112-11 |
114-22 |
| PP |
113-22 |
113-22 |
113-22 |
113-06 |
| S1 |
109-25 |
109-25 |
111-09 |
108-25 |
| S2 |
107-25 |
107-25 |
110-23 |
|
| S3 |
101-28 |
103-28 |
110-06 |
|
| S4 |
95-31 |
97-31 |
108-18 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-23 |
|
2.618 |
122-02 |
|
1.618 |
119-07 |
|
1.000 |
117-15 |
|
0.618 |
116-12 |
|
HIGH |
114-20 |
|
0.618 |
113-17 |
|
0.500 |
113-06 |
|
0.382 |
112-28 |
|
LOW |
111-25 |
|
0.618 |
110-01 |
|
1.000 |
108-30 |
|
1.618 |
107-06 |
|
2.618 |
104-11 |
|
4.250 |
99-22 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-25 |
113-22 |
| PP |
113-16 |
113-10 |
| S1 |
113-06 |
112-30 |
|