ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 14-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114-05 |
113-04 |
-1-01 |
-0.9% |
119-24 |
| High |
114-26 |
113-26 |
-1-00 |
-0.9% |
121-05 |
| Low |
113-11 |
112-20 |
-0-23 |
-0.6% |
114-30 |
| Close |
113-24 |
113-15 |
-0-09 |
-0.2% |
115-15 |
| Range |
1-15 |
1-06 |
-0-09 |
-19.1% |
6-07 |
| ATR |
2-03 |
2-00 |
-0-02 |
-3.1% |
0-00 |
| Volume |
192 |
29 |
-163 |
-84.9% |
727 |
|
| Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-28 |
116-11 |
114-04 |
|
| R3 |
115-22 |
115-05 |
113-25 |
|
| R2 |
114-16 |
114-16 |
113-22 |
|
| R1 |
113-31 |
113-31 |
113-18 |
114-08 |
| PP |
113-10 |
113-10 |
113-10 |
113-14 |
| S1 |
112-25 |
112-25 |
113-12 |
113-02 |
| S2 |
112-04 |
112-04 |
113-08 |
|
| S3 |
110-30 |
111-19 |
113-05 |
|
| S4 |
109-24 |
110-13 |
112-26 |
|
|
| 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 |
118-28 |
|
2.618 |
116-29 |
|
1.618 |
115-23 |
|
1.000 |
115-00 |
|
0.618 |
114-17 |
|
HIGH |
113-26 |
|
0.618 |
113-11 |
|
0.500 |
113-07 |
|
0.382 |
113-03 |
|
LOW |
112-20 |
|
0.618 |
111-29 |
|
1.000 |
111-14 |
|
1.618 |
110-23 |
|
2.618 |
109-17 |
|
4.250 |
107-18 |
|
|
| Fisher Pivots for day following 14-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-12 |
114-06 |
| PP |
113-10 |
113-31 |
| S1 |
113-07 |
113-23 |
|