ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
120-21 |
119-04 |
-1-17 |
-1.3% |
119-02 |
| High |
121-12 |
119-14 |
-1-30 |
-1.6% |
122-22 |
| Low |
119-29 |
116-31 |
-2-30 |
-2.4% |
116-31 |
| Close |
120-30 |
117-09 |
-3-21 |
-3.0% |
117-09 |
| Range |
1-15 |
2-15 |
1-00 |
68.1% |
5-23 |
| ATR |
|
|
|
|
|
| Volume |
25 |
1,504 |
1,479 |
5,916.0% |
1,867 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-10 |
123-24 |
118-20 |
|
| R3 |
122-27 |
121-09 |
117-31 |
|
| R2 |
120-12 |
120-12 |
117-23 |
|
| R1 |
118-26 |
118-26 |
117-16 |
118-12 |
| PP |
117-29 |
117-29 |
117-29 |
117-21 |
| S1 |
116-11 |
116-11 |
117-02 |
115-28 |
| S2 |
115-14 |
115-14 |
116-27 |
|
| S3 |
112-31 |
113-28 |
116-19 |
|
| S4 |
110-16 |
111-13 |
115-30 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-04 |
132-14 |
120-14 |
|
| R3 |
130-13 |
126-23 |
118-27 |
|
| R2 |
124-22 |
124-22 |
118-11 |
|
| R1 |
121-00 |
121-00 |
117-26 |
120-00 |
| PP |
118-31 |
118-31 |
118-31 |
118-15 |
| S1 |
115-09 |
115-09 |
116-24 |
114-08 |
| S2 |
113-08 |
113-08 |
116-07 |
|
| S3 |
107-17 |
109-18 |
115-23 |
|
| S4 |
101-26 |
103-27 |
114-04 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-30 |
|
2.618 |
125-29 |
|
1.618 |
123-14 |
|
1.000 |
121-29 |
|
0.618 |
120-31 |
|
HIGH |
119-14 |
|
0.618 |
118-16 |
|
0.500 |
118-06 |
|
0.382 |
117-29 |
|
LOW |
116-31 |
|
0.618 |
115-14 |
|
1.000 |
114-16 |
|
1.618 |
112-31 |
|
2.618 |
110-16 |
|
4.250 |
106-15 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-06 |
119-16 |
| PP |
117-29 |
118-25 |
| S1 |
117-19 |
118-01 |
|