ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 06-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
118-19 |
119-24 |
1-05 |
1.0% |
116-00 |
| High |
119-10 |
121-05 |
1-27 |
1.5% |
119-16 |
| Low |
116-26 |
119-08 |
2-14 |
2.1% |
115-06 |
| Close |
118-19 |
120-29 |
2-10 |
1.9% |
118-19 |
| Range |
2-16 |
1-29 |
-0-19 |
-23.8% |
4-10 |
| ATR |
2-00 |
2-01 |
0-01 |
2.0% |
0-00 |
| Volume |
27 |
390 |
363 |
1,344.4% |
245 |
|
| Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-05 |
125-14 |
121-31 |
|
| R3 |
124-08 |
123-17 |
121-14 |
|
| R2 |
122-11 |
122-11 |
121-08 |
|
| R1 |
121-20 |
121-20 |
121-03 |
122-00 |
| PP |
120-14 |
120-14 |
120-14 |
120-20 |
| S1 |
119-23 |
119-23 |
120-23 |
120-02 |
| S2 |
118-17 |
118-17 |
120-18 |
|
| S3 |
116-20 |
117-26 |
120-12 |
|
| S4 |
114-23 |
115-29 |
119-27 |
|
|
| 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 |
129-08 |
|
2.618 |
126-05 |
|
1.618 |
124-08 |
|
1.000 |
123-02 |
|
0.618 |
122-11 |
|
HIGH |
121-05 |
|
0.618 |
120-14 |
|
0.500 |
120-06 |
|
0.382 |
119-31 |
|
LOW |
119-08 |
|
0.618 |
118-02 |
|
1.000 |
117-11 |
|
1.618 |
116-05 |
|
2.618 |
114-08 |
|
4.250 |
111-05 |
|
|
| Fisher Pivots for day following 06-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-22 |
120-08 |
| PP |
120-14 |
119-20 |
| S1 |
120-06 |
119-00 |
|