ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 10-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
116-27 |
115-11 |
-1-16 |
-1.3% |
119-24 |
| High |
117-17 |
115-25 |
-1-24 |
-1.5% |
121-05 |
| Low |
115-15 |
114-30 |
-0-17 |
-0.5% |
114-30 |
| Close |
115-11 |
115-15 |
0-04 |
0.1% |
115-15 |
| Range |
2-02 |
0-27 |
-1-07 |
-59.1% |
6-07 |
| ATR |
2-05 |
2-02 |
-0-03 |
-4.4% |
0-00 |
| Volume |
197 |
16 |
-181 |
-91.9% |
727 |
|
| Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-30 |
117-17 |
115-30 |
|
| R3 |
117-03 |
116-22 |
115-22 |
|
| R2 |
116-08 |
116-08 |
115-20 |
|
| R1 |
115-27 |
115-27 |
115-17 |
116-02 |
| PP |
115-13 |
115-13 |
115-13 |
115-16 |
| S1 |
115-00 |
115-00 |
115-13 |
115-06 |
| S2 |
114-18 |
114-18 |
115-10 |
|
| S3 |
113-23 |
114-05 |
115-08 |
|
| S4 |
112-28 |
113-10 |
115-00 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-27 |
131-28 |
118-28 |
|
| R3 |
129-20 |
125-21 |
117-06 |
|
| R2 |
123-13 |
123-13 |
116-19 |
|
| R1 |
119-14 |
119-14 |
116-01 |
118-10 |
| PP |
117-06 |
117-06 |
117-06 |
116-20 |
| S1 |
113-07 |
113-07 |
114-29 |
112-03 |
| S2 |
110-31 |
110-31 |
114-11 |
|
| S3 |
104-24 |
107-00 |
113-24 |
|
| S4 |
98-17 |
100-25 |
112-02 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-12 |
|
2.618 |
118-00 |
|
1.618 |
117-05 |
|
1.000 |
116-20 |
|
0.618 |
116-10 |
|
HIGH |
115-25 |
|
0.618 |
115-15 |
|
0.500 |
115-12 |
|
0.382 |
115-08 |
|
LOW |
114-30 |
|
0.618 |
114-13 |
|
1.000 |
114-03 |
|
1.618 |
113-18 |
|
2.618 |
112-23 |
|
4.250 |
111-11 |
|
|
| Fisher Pivots for day following 10-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-14 |
117-23 |
| PP |
115-13 |
116-31 |
| S1 |
115-12 |
116-07 |
|