ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 28-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
127-03 |
127-12 |
0-09 |
0.2% |
124-20 |
| High |
127-21 |
127-29 |
0-08 |
0.2% |
127-29 |
| Low |
126-20 |
126-20 |
0-00 |
0.0% |
123-08 |
| Close |
127-06 |
127-16 |
0-10 |
0.2% |
127-16 |
| Range |
1-01 |
1-10 |
0-08 |
25.8% |
4-21 |
| ATR |
2-11 |
2-09 |
-0-02 |
-3.2% |
0-00 |
| Volume |
273,051 |
140,215 |
-132,836 |
-48.6% |
1,034,911 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-07 |
130-21 |
128-06 |
|
| R3 |
129-30 |
129-11 |
127-27 |
|
| R2 |
128-20 |
128-20 |
127-23 |
|
| R1 |
128-02 |
128-02 |
127-19 |
128-11 |
| PP |
127-11 |
127-11 |
127-11 |
127-15 |
| S1 |
126-24 |
126-24 |
127-12 |
127-02 |
| S2 |
126-01 |
126-01 |
127-08 |
|
| S3 |
124-24 |
125-15 |
127-04 |
|
| S4 |
123-14 |
124-05 |
126-25 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-06 |
138-16 |
130-01 |
|
| R3 |
135-17 |
133-27 |
128-24 |
|
| R2 |
130-28 |
130-28 |
128-11 |
|
| R1 |
129-06 |
129-06 |
127-29 |
130-01 |
| PP |
126-07 |
126-07 |
126-07 |
126-20 |
| S1 |
124-17 |
124-17 |
127-02 |
125-12 |
| S2 |
121-18 |
121-18 |
126-20 |
|
| S3 |
116-29 |
119-28 |
126-07 |
|
| S4 |
112-08 |
115-07 |
124-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-29 |
123-08 |
4-21 |
3.7% |
1-31 |
1.6% |
91% |
True |
False |
206,982 |
| 10 |
128-13 |
117-01 |
11-12 |
8.9% |
2-19 |
2.0% |
92% |
False |
False |
126,514 |
| 20 |
128-13 |
111-07 |
17-06 |
13.5% |
2-07 |
1.7% |
95% |
False |
False |
64,419 |
| 40 |
128-13 |
110-27 |
17-18 |
13.8% |
2-03 |
1.6% |
95% |
False |
False |
32,586 |
| 60 |
128-13 |
110-27 |
17-18 |
13.8% |
2-00 |
1.6% |
95% |
False |
False |
21,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-13 |
|
2.618 |
131-10 |
|
1.618 |
130-00 |
|
1.000 |
129-06 |
|
0.618 |
128-23 |
|
HIGH |
127-29 |
|
0.618 |
127-13 |
|
0.500 |
127-08 |
|
0.382 |
127-03 |
|
LOW |
126-20 |
|
0.618 |
125-26 |
|
1.000 |
125-10 |
|
1.618 |
124-16 |
|
2.618 |
123-07 |
|
4.250 |
121-03 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127-13 |
127-10 |
| PP |
127-11 |
127-05 |
| S1 |
127-08 |
127-00 |
|