ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 23-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-29 |
115-04 |
1-07 |
1.1% |
114-05 |
| High |
115-11 |
117-01 |
1-22 |
1.5% |
114-26 |
| Low |
113-22 |
114-22 |
1-00 |
0.9% |
111-09 |
| Close |
114-24 |
116-25 |
2-01 |
1.8% |
111-24 |
| Range |
1-21 |
2-11 |
0-22 |
41.5% |
3-17 |
| ATR |
1-29 |
1-30 |
0-01 |
1.6% |
0-00 |
| Volume |
6,236 |
251 |
-5,985 |
-96.0% |
492 |
|
| Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-06 |
122-11 |
118-02 |
|
| R3 |
120-27 |
120-00 |
117-14 |
|
| R2 |
118-16 |
118-16 |
117-07 |
|
| R1 |
117-21 |
117-21 |
117-00 |
118-02 |
| PP |
116-05 |
116-05 |
116-05 |
116-12 |
| S1 |
115-10 |
115-10 |
116-18 |
115-24 |
| S2 |
113-26 |
113-26 |
116-11 |
|
| S3 |
111-15 |
112-31 |
116-04 |
|
| S4 |
109-04 |
110-20 |
115-16 |
|
|
| 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 |
127-00 |
|
2.618 |
123-05 |
|
1.618 |
120-26 |
|
1.000 |
119-12 |
|
0.618 |
118-15 |
|
HIGH |
117-01 |
|
0.618 |
116-04 |
|
0.500 |
115-28 |
|
0.382 |
115-19 |
|
LOW |
114-22 |
|
0.618 |
113-08 |
|
1.000 |
112-11 |
|
1.618 |
110-29 |
|
2.618 |
108-18 |
|
4.250 |
104-23 |
|
|
| Fisher Pivots for day following 23-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-15 |
116-03 |
| PP |
116-05 |
115-13 |
| S1 |
115-28 |
114-22 |
|