ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 22-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
119-04 |
116-13 |
-2-23 |
-2.3% |
119-02 |
| High |
119-14 |
116-30 |
-2-16 |
-2.1% |
122-22 |
| Low |
116-31 |
115-11 |
-1-20 |
-1.4% |
116-31 |
| Close |
117-09 |
116-18 |
-0-23 |
-0.6% |
117-09 |
| Range |
2-15 |
1-19 |
-0-28 |
-35.4% |
5-23 |
| ATR |
|
|
|
|
|
| Volume |
1,504 |
51 |
-1,453 |
-96.6% |
1,867 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-02 |
120-13 |
117-14 |
|
| R3 |
119-15 |
118-26 |
117-00 |
|
| R2 |
117-28 |
117-28 |
116-27 |
|
| R1 |
117-07 |
117-07 |
116-23 |
117-18 |
| PP |
116-09 |
116-09 |
116-09 |
116-14 |
| S1 |
115-20 |
115-20 |
116-13 |
115-30 |
| S2 |
114-22 |
114-22 |
116-09 |
|
| S3 |
113-03 |
114-01 |
116-04 |
|
| S4 |
111-16 |
112-14 |
115-22 |
|
|
| 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 |
123-23 |
|
2.618 |
121-04 |
|
1.618 |
119-17 |
|
1.000 |
118-17 |
|
0.618 |
117-30 |
|
HIGH |
116-30 |
|
0.618 |
116-11 |
|
0.500 |
116-04 |
|
0.382 |
115-30 |
|
LOW |
115-11 |
|
0.618 |
114-11 |
|
1.000 |
113-24 |
|
1.618 |
112-24 |
|
2.618 |
111-05 |
|
4.250 |
108-18 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-14 |
118-12 |
| PP |
116-09 |
117-24 |
| S1 |
116-04 |
117-05 |
|