ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 19-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
117-31 |
119-04 |
1-05 |
1.0% |
114-18 |
| High |
119-07 |
121-26 |
2-19 |
2.2% |
117-27 |
| Low |
117-22 |
119-03 |
1-13 |
1.2% |
114-01 |
| Close |
118-30 |
120-28 |
1-30 |
1.6% |
117-08 |
| Range |
1-17 |
2-23 |
1-06 |
77.6% |
3-26 |
| ATR |
1-28 |
1-30 |
0-02 |
3.8% |
0-00 |
| Volume |
16,617 |
36,875 |
20,258 |
121.9% |
16,275 |
|
| Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-24 |
127-17 |
122-12 |
|
| R3 |
126-01 |
124-26 |
121-20 |
|
| R2 |
123-10 |
123-10 |
121-12 |
|
| R1 |
122-03 |
122-03 |
121-04 |
122-22 |
| PP |
120-19 |
120-19 |
120-19 |
120-29 |
| S1 |
119-12 |
119-12 |
120-20 |
120-00 |
| S2 |
117-28 |
117-28 |
120-12 |
|
| S3 |
115-05 |
116-21 |
120-04 |
|
| S4 |
112-14 |
113-30 |
119-12 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-26 |
126-11 |
119-11 |
|
| R3 |
124-00 |
122-17 |
118-10 |
|
| R2 |
120-06 |
120-06 |
117-30 |
|
| R1 |
118-23 |
118-23 |
117-19 |
119-14 |
| PP |
116-12 |
116-12 |
116-12 |
116-24 |
| S1 |
114-29 |
114-29 |
116-29 |
115-20 |
| S2 |
112-18 |
112-18 |
116-18 |
|
| S3 |
108-24 |
111-03 |
116-06 |
|
| S4 |
104-30 |
107-09 |
115-05 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-12 |
|
2.618 |
128-30 |
|
1.618 |
126-07 |
|
1.000 |
124-17 |
|
0.618 |
123-16 |
|
HIGH |
121-26 |
|
0.618 |
120-25 |
|
0.500 |
120-14 |
|
0.382 |
120-04 |
|
LOW |
119-03 |
|
0.618 |
117-13 |
|
1.000 |
116-12 |
|
1.618 |
114-22 |
|
2.618 |
111-31 |
|
4.250 |
107-17 |
|
|
| Fisher Pivots for day following 19-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-24 |
120-12 |
| PP |
120-19 |
119-29 |
| S1 |
120-14 |
119-14 |
|