ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 16-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-00 |
112-25 |
-0-07 |
-0.2% |
119-24 |
| High |
113-15 |
113-10 |
-0-05 |
-0.1% |
121-05 |
| Low |
111-30 |
112-02 |
0-04 |
0.1% |
114-30 |
| Close |
112-30 |
113-03 |
0-05 |
0.1% |
115-15 |
| Range |
1-17 |
1-08 |
-0-09 |
-18.4% |
6-07 |
| ATR |
1-31 |
1-30 |
-0-02 |
-2.6% |
0-00 |
| Volume |
79 |
145 |
66 |
83.5% |
727 |
|
| Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-18 |
116-03 |
113-25 |
|
| R3 |
115-10 |
114-27 |
113-14 |
|
| R2 |
114-02 |
114-02 |
113-10 |
|
| R1 |
113-19 |
113-19 |
113-07 |
113-26 |
| PP |
112-26 |
112-26 |
112-26 |
112-30 |
| S1 |
112-11 |
112-11 |
112-31 |
112-18 |
| S2 |
111-18 |
111-18 |
112-28 |
|
| S3 |
110-10 |
111-03 |
112-24 |
|
| S4 |
109-02 |
109-27 |
112-13 |
|
|
| 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 |
118-20 |
|
2.618 |
116-19 |
|
1.618 |
115-11 |
|
1.000 |
114-18 |
|
0.618 |
114-03 |
|
HIGH |
113-10 |
|
0.618 |
112-27 |
|
0.500 |
112-22 |
|
0.382 |
112-17 |
|
LOW |
112-02 |
|
0.618 |
111-09 |
|
1.000 |
110-26 |
|
1.618 |
110-01 |
|
2.618 |
108-25 |
|
4.250 |
106-24 |
|
|
| Fisher Pivots for day following 16-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-31 |
113-01 |
| PP |
112-26 |
112-30 |
| S1 |
112-22 |
112-28 |
|