ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 02-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
116-24 |
117-09 |
0-17 |
0.5% |
116-13 |
| High |
118-17 |
118-16 |
-0-01 |
0.0% |
117-04 |
| Low |
116-22 |
117-09 |
0-19 |
0.5% |
115-07 |
| Close |
117-06 |
118-11 |
1-05 |
1.0% |
116-15 |
| Range |
1-27 |
1-07 |
-0-20 |
-33.9% |
1-29 |
| ATR |
2-01 |
1-31 |
-0-02 |
-2.5% |
0-00 |
| Volume |
26 |
89 |
63 |
242.3% |
250 |
|
| Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-22 |
121-08 |
119-00 |
|
| R3 |
120-15 |
120-01 |
118-22 |
|
| R2 |
119-08 |
119-08 |
118-18 |
|
| R1 |
118-26 |
118-26 |
118-15 |
119-01 |
| PP |
118-01 |
118-01 |
118-01 |
118-05 |
| S1 |
117-19 |
117-19 |
118-07 |
117-26 |
| S2 |
116-26 |
116-26 |
118-04 |
|
| S3 |
115-19 |
116-12 |
118-00 |
|
| S4 |
114-12 |
115-05 |
117-22 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-00 |
121-04 |
117-17 |
|
| R3 |
120-03 |
119-07 |
117-00 |
|
| R2 |
118-06 |
118-06 |
116-26 |
|
| R1 |
117-10 |
117-10 |
116-21 |
117-24 |
| PP |
116-09 |
116-09 |
116-09 |
116-16 |
| S1 |
115-13 |
115-13 |
116-09 |
115-27 |
| S2 |
114-12 |
114-12 |
116-04 |
|
| S3 |
112-15 |
113-16 |
115-30 |
|
| S4 |
110-18 |
111-19 |
115-13 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-22 |
|
2.618 |
121-22 |
|
1.618 |
120-15 |
|
1.000 |
119-23 |
|
0.618 |
119-08 |
|
HIGH |
118-16 |
|
0.618 |
118-01 |
|
0.500 |
117-28 |
|
0.382 |
117-24 |
|
LOW |
117-09 |
|
0.618 |
116-17 |
|
1.000 |
116-02 |
|
1.618 |
115-10 |
|
2.618 |
114-03 |
|
4.250 |
112-03 |
|
|
| Fisher Pivots for day following 02-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-06 |
117-27 |
| PP |
118-01 |
117-11 |
| S1 |
117-28 |
116-28 |
|