ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 06-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
114-10 |
115-20 |
1-10 |
1.1% |
116-26 |
| High |
116-00 |
115-28 |
-0-04 |
-0.1% |
117-18 |
| Low |
113-23 |
114-08 |
0-17 |
0.5% |
111-21 |
| Close |
115-08 |
115-15 |
0-07 |
0.2% |
111-26 |
| Range |
2-09 |
1-20 |
-0-21 |
-28.8% |
5-29 |
| ATR |
2-01 |
2-00 |
-0-01 |
-1.5% |
0-00 |
| Volume |
806 |
2,754 |
1,948 |
241.7% |
6,337 |
|
| Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-02 |
119-13 |
116-12 |
|
| R3 |
118-14 |
117-25 |
115-29 |
|
| R2 |
116-26 |
116-26 |
115-25 |
|
| R1 |
116-05 |
116-05 |
115-20 |
115-22 |
| PP |
115-06 |
115-06 |
115-06 |
114-31 |
| S1 |
114-17 |
114-17 |
115-10 |
114-02 |
| S2 |
113-18 |
113-18 |
115-05 |
|
| S3 |
111-30 |
112-29 |
115-01 |
|
| S4 |
110-10 |
111-09 |
114-18 |
|
|
| 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 |
122-25 |
|
2.618 |
120-04 |
|
1.618 |
118-16 |
|
1.000 |
117-16 |
|
0.618 |
116-28 |
|
HIGH |
115-28 |
|
0.618 |
115-08 |
|
0.500 |
115-02 |
|
0.382 |
114-28 |
|
LOW |
114-08 |
|
0.618 |
113-08 |
|
1.000 |
112-20 |
|
1.618 |
111-20 |
|
2.618 |
110-00 |
|
4.250 |
107-11 |
|
|
| Fisher Pivots for day following 06-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-11 |
114-30 |
| PP |
115-06 |
114-13 |
| S1 |
115-02 |
113-28 |
|