ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 08-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
120-17 |
119-29 |
-0-20 |
-0.5% |
116-00 |
| High |
120-19 |
120-16 |
-0-03 |
-0.1% |
119-16 |
| Low |
119-05 |
116-10 |
-2-27 |
-2.4% |
115-06 |
| Close |
119-21 |
117-04 |
-2-17 |
-2.1% |
118-19 |
| Range |
1-14 |
4-06 |
2-24 |
191.3% |
4-10 |
| ATR |
2-01 |
2-06 |
0-05 |
7.6% |
0-00 |
| Volume |
118 |
6 |
-112 |
-94.9% |
245 |
|
| Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-17 |
128-01 |
119-14 |
|
| R3 |
126-11 |
123-27 |
118-09 |
|
| R2 |
122-05 |
122-05 |
117-29 |
|
| R1 |
119-21 |
119-21 |
117-16 |
118-26 |
| PP |
117-31 |
117-31 |
117-31 |
117-18 |
| S1 |
115-15 |
115-15 |
116-24 |
114-20 |
| S2 |
113-25 |
113-25 |
116-11 |
|
| S3 |
109-19 |
111-09 |
115-31 |
|
| S4 |
105-13 |
107-03 |
114-26 |
|
|
| 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 |
138-10 |
|
2.618 |
131-15 |
|
1.618 |
127-09 |
|
1.000 |
124-22 |
|
0.618 |
123-03 |
|
HIGH |
120-16 |
|
0.618 |
118-29 |
|
0.500 |
118-13 |
|
0.382 |
117-29 |
|
LOW |
116-10 |
|
0.618 |
113-23 |
|
1.000 |
112-04 |
|
1.618 |
109-17 |
|
2.618 |
105-11 |
|
4.250 |
98-16 |
|
|
| Fisher Pivots for day following 08-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-13 |
118-24 |
| PP |
117-31 |
118-06 |
| S1 |
117-18 |
117-21 |
|