ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 17-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
112-25 |
112-31 |
0-06 |
0.2% |
114-05 |
| High |
113-10 |
113-10 |
0-00 |
0.0% |
114-26 |
| Low |
112-02 |
111-09 |
-0-25 |
-0.7% |
111-09 |
| Close |
113-03 |
111-24 |
-1-11 |
-1.2% |
111-24 |
| Range |
1-08 |
2-01 |
0-25 |
62.5% |
3-17 |
| ATR |
1-30 |
1-30 |
0-00 |
0.4% |
0-00 |
| Volume |
145 |
47 |
-98 |
-67.6% |
492 |
|
| Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-07 |
117-00 |
112-28 |
|
| R3 |
116-06 |
114-31 |
112-10 |
|
| R2 |
114-05 |
114-05 |
112-04 |
|
| R1 |
112-30 |
112-30 |
111-30 |
112-17 |
| PP |
112-04 |
112-04 |
112-04 |
111-29 |
| S1 |
110-29 |
110-29 |
111-18 |
110-16 |
| S2 |
110-03 |
110-03 |
111-12 |
|
| S3 |
108-02 |
108-28 |
111-06 |
|
| S4 |
106-01 |
106-27 |
110-20 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-07 |
121-00 |
113-22 |
|
| R3 |
119-22 |
117-15 |
112-23 |
|
| R2 |
116-05 |
116-05 |
112-13 |
|
| R1 |
113-30 |
113-30 |
112-02 |
113-09 |
| PP |
112-20 |
112-20 |
112-20 |
112-09 |
| S1 |
110-13 |
110-13 |
111-14 |
109-24 |
| S2 |
109-03 |
109-03 |
111-03 |
|
| S3 |
105-18 |
106-28 |
110-25 |
|
| S4 |
102-01 |
103-11 |
109-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-30 |
|
2.618 |
118-20 |
|
1.618 |
116-19 |
|
1.000 |
115-11 |
|
0.618 |
114-18 |
|
HIGH |
113-10 |
|
0.618 |
112-17 |
|
0.500 |
112-10 |
|
0.382 |
112-02 |
|
LOW |
111-09 |
|
0.618 |
110-01 |
|
1.000 |
109-08 |
|
1.618 |
108-00 |
|
2.618 |
105-31 |
|
4.250 |
102-21 |
|
|
| Fisher Pivots for day following 17-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-10 |
112-12 |
| PP |
112-04 |
112-05 |
| S1 |
111-30 |
111-31 |
|