ECBOT 30 Year Treasury Bond Future March 2009
Trading Metrics calculated at close of trading on 21-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
121-11 |
126-25 |
5-14 |
4.5% |
117-09 |
High |
128-13 |
127-06 |
-1-07 |
-0.9% |
128-13 |
Low |
121-11 |
123-18 |
2-07 |
1.8% |
117-01 |
Close |
124-20 |
125-04 |
0-16 |
0.4% |
125-04 |
Range |
7-02 |
3-20 |
-3-14 |
-48.7% |
11-12 |
ATR |
2-11 |
2-14 |
0-03 |
3.9% |
0-00 |
Volume |
38,408 |
126,193 |
87,785 |
228.6% |
230,235 |
|
Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-05 |
134-09 |
127-04 |
|
R3 |
132-17 |
130-21 |
126-04 |
|
R2 |
128-29 |
128-29 |
125-25 |
|
R1 |
127-01 |
127-01 |
125-15 |
126-05 |
PP |
125-09 |
125-09 |
125-09 |
124-28 |
S1 |
123-13 |
123-13 |
124-25 |
122-17 |
S2 |
121-21 |
121-21 |
124-15 |
|
S3 |
118-01 |
119-25 |
124-04 |
|
S4 |
114-13 |
116-05 |
123-04 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-21 |
152-24 |
131-12 |
|
R3 |
146-09 |
141-12 |
128-08 |
|
R2 |
134-29 |
134-29 |
127-07 |
|
R1 |
130-00 |
130-00 |
126-05 |
132-14 |
PP |
123-17 |
123-17 |
123-17 |
124-24 |
S1 |
118-20 |
118-20 |
124-03 |
121-02 |
S2 |
112-05 |
112-05 |
123-01 |
|
S3 |
100-25 |
107-08 |
122-00 |
|
S4 |
89-13 |
95-28 |
118-28 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
142-19 |
2.618 |
136-22 |
1.618 |
133-02 |
1.000 |
130-26 |
0.618 |
129-14 |
HIGH |
127-06 |
0.618 |
125-26 |
0.500 |
125-12 |
0.382 |
124-30 |
LOW |
123-18 |
0.618 |
121-10 |
1.000 |
119-30 |
1.618 |
117-22 |
2.618 |
114-02 |
4.250 |
108-05 |
|
|
Fisher Pivots for day following 21-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
125-12 |
124-21 |
PP |
125-09 |
124-07 |
S1 |
125-07 |
123-24 |
|