ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 28-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
116-26 |
114-24 |
-2-02 |
-1.8% |
110-27 |
| High |
117-18 |
116-29 |
-0-21 |
-0.6% |
118-17 |
| Low |
115-22 |
114-20 |
-1-02 |
-0.9% |
110-27 |
| Close |
116-02 |
115-03 |
-0-31 |
-0.8% |
115-21 |
| Range |
1-28 |
2-09 |
0-13 |
21.7% |
7-22 |
| ATR |
2-00 |
2-01 |
0-01 |
1.0% |
0-00 |
| Volume |
265 |
568 |
303 |
114.3% |
7,511 |
|
| Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-12 |
121-01 |
116-11 |
|
| R3 |
120-03 |
118-24 |
115-23 |
|
| R2 |
117-26 |
117-26 |
115-16 |
|
| R1 |
116-15 |
116-15 |
115-10 |
117-04 |
| PP |
115-17 |
115-17 |
115-17 |
115-28 |
| S1 |
114-06 |
114-06 |
114-28 |
114-28 |
| S2 |
113-08 |
113-08 |
114-22 |
|
| S3 |
110-31 |
111-29 |
114-15 |
|
| S4 |
108-22 |
109-20 |
113-27 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-02 |
134-18 |
119-28 |
|
| R3 |
130-12 |
126-28 |
117-25 |
|
| R2 |
122-22 |
122-22 |
117-02 |
|
| R1 |
119-06 |
119-06 |
116-12 |
120-30 |
| PP |
115-00 |
115-00 |
115-00 |
115-28 |
| S1 |
111-16 |
111-16 |
114-30 |
113-08 |
| S2 |
107-10 |
107-10 |
114-08 |
|
| S3 |
99-20 |
103-26 |
113-17 |
|
| S4 |
91-30 |
96-04 |
111-14 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-19 |
|
2.618 |
122-28 |
|
1.618 |
120-19 |
|
1.000 |
119-06 |
|
0.618 |
118-10 |
|
HIGH |
116-29 |
|
0.618 |
116-01 |
|
0.500 |
115-24 |
|
0.382 |
115-16 |
|
LOW |
114-20 |
|
0.618 |
113-07 |
|
1.000 |
112-11 |
|
1.618 |
110-30 |
|
2.618 |
108-21 |
|
4.250 |
104-30 |
|
|
| Fisher Pivots for day following 28-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-24 |
116-18 |
| PP |
115-17 |
116-03 |
| S1 |
115-10 |
115-19 |
|