ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 05-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
112-05 |
114-10 |
2-05 |
1.9% |
116-26 |
| High |
114-20 |
116-00 |
1-12 |
1.2% |
117-18 |
| Low |
111-25 |
113-23 |
1-30 |
1.7% |
111-21 |
| Close |
114-02 |
115-08 |
1-06 |
1.0% |
111-26 |
| Range |
2-27 |
2-09 |
-0-18 |
-19.8% |
5-29 |
| ATR |
2-01 |
2-01 |
0-01 |
0.9% |
0-00 |
| Volume |
791 |
806 |
15 |
1.9% |
6,337 |
|
| Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-27 |
120-26 |
116-16 |
|
| R3 |
119-18 |
118-17 |
115-28 |
|
| R2 |
117-09 |
117-09 |
115-21 |
|
| R1 |
116-08 |
116-08 |
115-15 |
116-24 |
| PP |
115-00 |
115-00 |
115-00 |
115-08 |
| S1 |
113-31 |
113-31 |
115-01 |
114-16 |
| S2 |
112-23 |
112-23 |
114-27 |
|
| S3 |
110-14 |
111-22 |
114-20 |
|
| S4 |
108-05 |
109-13 |
114-00 |
|
|
| 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 |
125-22 |
|
2.618 |
121-31 |
|
1.618 |
119-22 |
|
1.000 |
118-09 |
|
0.618 |
117-13 |
|
HIGH |
116-00 |
|
0.618 |
115-04 |
|
0.500 |
114-28 |
|
0.382 |
114-19 |
|
LOW |
113-23 |
|
0.618 |
112-10 |
|
1.000 |
111-14 |
|
1.618 |
110-01 |
|
2.618 |
107-24 |
|
4.250 |
104-01 |
|
|
| Fisher Pivots for day following 05-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-04 |
114-22 |
| PP |
115-00 |
114-05 |
| S1 |
114-28 |
113-20 |
|