ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 22-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
112-12 |
113-29 |
1-17 |
1.4% |
114-05 |
| High |
114-12 |
115-11 |
0-31 |
0.8% |
114-26 |
| Low |
112-12 |
113-22 |
1-10 |
1.2% |
111-09 |
| Close |
113-31 |
114-24 |
0-25 |
0.7% |
111-24 |
| Range |
2-00 |
1-21 |
-0-11 |
-17.2% |
3-17 |
| ATR |
1-30 |
1-29 |
-0-01 |
-1.0% |
0-00 |
| Volume |
79 |
6,236 |
6,157 |
7,793.7% |
492 |
|
| Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-18 |
118-26 |
115-21 |
|
| R3 |
117-29 |
117-05 |
115-07 |
|
| R2 |
116-08 |
116-08 |
115-02 |
|
| R1 |
115-16 |
115-16 |
114-29 |
115-28 |
| PP |
114-19 |
114-19 |
114-19 |
114-25 |
| S1 |
113-27 |
113-27 |
114-19 |
114-07 |
| S2 |
112-30 |
112-30 |
114-14 |
|
| S3 |
111-09 |
112-06 |
114-09 |
|
| S4 |
109-20 |
110-17 |
113-27 |
|
|
| 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 |
122-12 |
|
2.618 |
119-22 |
|
1.618 |
118-01 |
|
1.000 |
117-00 |
|
0.618 |
116-12 |
|
HIGH |
115-11 |
|
0.618 |
114-23 |
|
0.500 |
114-16 |
|
0.382 |
114-10 |
|
LOW |
113-22 |
|
0.618 |
112-21 |
|
1.000 |
112-01 |
|
1.618 |
111-00 |
|
2.618 |
109-11 |
|
4.250 |
106-21 |
|
|
| Fisher Pivots for day following 22-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-22 |
114-06 |
| PP |
114-19 |
113-21 |
| S1 |
114-16 |
113-03 |
|