ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 24-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
116-17 |
117-03 |
0-18 |
0.5% |
119-02 |
| High |
116-24 |
117-04 |
0-12 |
0.3% |
122-22 |
| Low |
115-27 |
115-28 |
0-01 |
0.0% |
116-31 |
| Close |
116-04 |
116-13 |
0-09 |
0.2% |
117-09 |
| Range |
0-29 |
1-08 |
0-11 |
37.9% |
5-23 |
| ATR |
1-28 |
1-27 |
-0-01 |
-2.4% |
0-00 |
| Volume |
115 |
7 |
-108 |
-93.9% |
1,867 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-07 |
119-18 |
117-03 |
|
| R3 |
118-31 |
118-10 |
116-24 |
|
| R2 |
117-23 |
117-23 |
116-20 |
|
| R1 |
117-02 |
117-02 |
116-17 |
116-24 |
| PP |
116-15 |
116-15 |
116-15 |
116-10 |
| S1 |
115-26 |
115-26 |
116-09 |
115-16 |
| S2 |
115-07 |
115-07 |
116-06 |
|
| S3 |
113-31 |
114-18 |
116-02 |
|
| S4 |
112-23 |
113-10 |
115-23 |
|
|
| 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 |
122-14 |
|
2.618 |
120-13 |
|
1.618 |
119-05 |
|
1.000 |
118-12 |
|
0.618 |
117-29 |
|
HIGH |
117-04 |
|
0.618 |
116-21 |
|
0.500 |
116-16 |
|
0.382 |
116-11 |
|
LOW |
115-28 |
|
0.618 |
115-03 |
|
1.000 |
114-20 |
|
1.618 |
113-27 |
|
2.618 |
112-19 |
|
4.250 |
110-18 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-16 |
116-11 |
| PP |
116-15 |
116-09 |
| S1 |
116-14 |
116-08 |
|