ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 20-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
112-31 |
110-27 |
-2-04 |
-1.9% |
114-05 |
| High |
113-10 |
112-18 |
-0-24 |
-0.7% |
114-26 |
| Low |
111-09 |
110-27 |
-0-14 |
-0.4% |
111-09 |
| Close |
111-24 |
112-08 |
0-16 |
0.4% |
111-24 |
| Range |
2-01 |
1-23 |
-0-10 |
-15.4% |
3-17 |
| ATR |
1-30 |
1-29 |
0-00 |
-0.8% |
0-00 |
| Volume |
47 |
167 |
120 |
255.3% |
492 |
|
| Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-01 |
116-12 |
113-06 |
|
| R3 |
115-10 |
114-21 |
112-23 |
|
| R2 |
113-19 |
113-19 |
112-18 |
|
| R1 |
112-30 |
112-30 |
112-13 |
113-08 |
| PP |
111-28 |
111-28 |
111-28 |
112-02 |
| S1 |
111-07 |
111-07 |
112-03 |
111-18 |
| S2 |
110-05 |
110-05 |
111-30 |
|
| S3 |
108-14 |
109-16 |
111-25 |
|
| S4 |
106-23 |
107-25 |
111-10 |
|
|
| 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 |
119-28 |
|
2.618 |
117-02 |
|
1.618 |
115-11 |
|
1.000 |
114-09 |
|
0.618 |
113-20 |
|
HIGH |
112-18 |
|
0.618 |
111-29 |
|
0.500 |
111-22 |
|
0.382 |
111-16 |
|
LOW |
110-27 |
|
0.618 |
109-25 |
|
1.000 |
109-04 |
|
1.618 |
108-02 |
|
2.618 |
106-11 |
|
4.250 |
103-17 |
|
|
| Fisher Pivots for day following 20-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-02 |
112-06 |
| PP |
111-28 |
112-04 |
| S1 |
111-22 |
112-02 |
|