ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
126-25 |
124-20 |
-2-05 |
-1.7% |
117-09 |
| High |
127-06 |
125-09 |
-1-29 |
-1.5% |
128-13 |
| Low |
123-18 |
123-08 |
-0-10 |
-0.3% |
117-01 |
| Close |
125-04 |
124-08 |
-0-28 |
-0.7% |
125-04 |
| Range |
3-20 |
2-01 |
-1-19 |
-44.0% |
11-12 |
| ATR |
2-14 |
2-13 |
-0-01 |
-1.2% |
0-00 |
| Volume |
126,193 |
113,599 |
-12,594 |
-10.0% |
230,235 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-11 |
129-11 |
125-12 |
|
| R3 |
128-10 |
127-10 |
124-26 |
|
| R2 |
126-09 |
126-09 |
124-20 |
|
| R1 |
125-09 |
125-09 |
124-14 |
124-24 |
| PP |
124-08 |
124-08 |
124-08 |
124-00 |
| S1 |
123-08 |
123-08 |
124-02 |
122-24 |
| S2 |
122-07 |
122-07 |
123-28 |
|
| S3 |
120-06 |
121-07 |
123-22 |
|
| S4 |
118-05 |
119-06 |
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 |
133-29 |
|
2.618 |
130-19 |
|
1.618 |
128-18 |
|
1.000 |
127-10 |
|
0.618 |
126-17 |
|
HIGH |
125-09 |
|
0.618 |
124-16 |
|
0.500 |
124-08 |
|
0.382 |
124-01 |
|
LOW |
123-08 |
|
0.618 |
122-00 |
|
1.000 |
121-07 |
|
1.618 |
119-31 |
|
2.618 |
117-30 |
|
4.250 |
114-20 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124-08 |
124-28 |
| PP |
124-08 |
124-21 |
| S1 |
124-08 |
124-15 |
|