ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 03-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
117-09 |
118-19 |
1-10 |
1.1% |
116-00 |
| High |
118-16 |
119-10 |
0-26 |
0.7% |
119-16 |
| Low |
117-09 |
116-26 |
-0-15 |
-0.4% |
115-06 |
| Close |
118-11 |
118-19 |
0-08 |
0.2% |
118-19 |
| Range |
1-07 |
2-16 |
1-09 |
105.1% |
4-10 |
| ATR |
1-31 |
2-00 |
0-01 |
1.9% |
0-00 |
| Volume |
89 |
27 |
-62 |
-69.7% |
245 |
|
| Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-24 |
124-21 |
119-31 |
|
| R3 |
123-08 |
122-05 |
119-09 |
|
| R2 |
120-24 |
120-24 |
119-02 |
|
| R1 |
119-21 |
119-21 |
118-26 |
119-27 |
| PP |
118-08 |
118-08 |
118-08 |
118-10 |
| S1 |
117-05 |
117-05 |
118-12 |
117-11 |
| S2 |
115-24 |
115-24 |
118-04 |
|
| S3 |
113-08 |
114-21 |
117-29 |
|
| S4 |
110-24 |
112-05 |
117-07 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-22 |
128-31 |
120-31 |
|
| R3 |
126-12 |
124-21 |
119-25 |
|
| R2 |
122-02 |
122-02 |
119-12 |
|
| R1 |
120-11 |
120-11 |
119-00 |
121-06 |
| PP |
117-24 |
117-24 |
117-24 |
118-06 |
| S1 |
116-01 |
116-01 |
118-06 |
116-28 |
| S2 |
113-14 |
113-14 |
117-26 |
|
| S3 |
109-04 |
111-23 |
117-13 |
|
| S4 |
104-26 |
107-13 |
116-07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-30 |
|
2.618 |
125-27 |
|
1.618 |
123-11 |
|
1.000 |
121-26 |
|
0.618 |
120-27 |
|
HIGH |
119-10 |
|
0.618 |
118-11 |
|
0.500 |
118-02 |
|
0.382 |
117-25 |
|
LOW |
116-26 |
|
0.618 |
115-09 |
|
1.000 |
114-10 |
|
1.618 |
112-25 |
|
2.618 |
110-09 |
|
4.250 |
106-06 |
|
|
| Fisher Pivots for day following 03-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-13 |
118-13 |
| PP |
118-08 |
118-06 |
| S1 |
118-02 |
118-00 |
|