ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 07-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
119-24 |
120-17 |
0-25 |
0.7% |
116-00 |
| High |
121-05 |
120-19 |
-0-18 |
-0.5% |
119-16 |
| Low |
119-08 |
119-05 |
-0-03 |
-0.1% |
115-06 |
| Close |
120-29 |
119-21 |
-1-08 |
-1.0% |
118-19 |
| Range |
1-29 |
1-14 |
-0-15 |
-24.6% |
4-10 |
| ATR |
2-01 |
2-01 |
-0-01 |
-1.0% |
0-00 |
| Volume |
390 |
118 |
-272 |
-69.7% |
245 |
|
| Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-04 |
123-10 |
120-14 |
|
| R3 |
122-22 |
121-28 |
120-02 |
|
| R2 |
121-08 |
121-08 |
119-29 |
|
| R1 |
120-14 |
120-14 |
119-25 |
120-04 |
| PP |
119-26 |
119-26 |
119-26 |
119-20 |
| S1 |
119-00 |
119-00 |
119-17 |
118-22 |
| S2 |
118-12 |
118-12 |
119-13 |
|
| S3 |
116-30 |
117-18 |
119-08 |
|
| S4 |
115-16 |
116-04 |
118-28 |
|
|
| 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 |
126-22 |
|
2.618 |
124-11 |
|
1.618 |
122-29 |
|
1.000 |
122-01 |
|
0.618 |
121-15 |
|
HIGH |
120-19 |
|
0.618 |
120-01 |
|
0.500 |
119-28 |
|
0.382 |
119-23 |
|
LOW |
119-05 |
|
0.618 |
118-09 |
|
1.000 |
117-23 |
|
1.618 |
116-27 |
|
2.618 |
115-13 |
|
4.250 |
113-02 |
|
|
| Fisher Pivots for day following 07-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-28 |
119-14 |
| PP |
119-26 |
119-07 |
| S1 |
119-23 |
119-00 |
|