ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 31-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-13 |
112-29 |
-0-16 |
-0.4% |
116-26 |
| High |
114-04 |
113-29 |
-0-07 |
-0.2% |
117-18 |
| Low |
112-14 |
111-21 |
-0-25 |
-0.7% |
111-21 |
| Close |
113-02 |
111-26 |
-1-08 |
-1.1% |
111-26 |
| Range |
1-22 |
2-08 |
0-18 |
33.3% |
5-29 |
| ATR |
2-00 |
2-01 |
0-01 |
0.8% |
0-00 |
| Volume |
1,787 |
1,461 |
-326 |
-18.2% |
6,337 |
|
| Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-07 |
117-24 |
113-02 |
|
| R3 |
116-31 |
115-16 |
112-14 |
|
| R2 |
114-23 |
114-23 |
112-07 |
|
| R1 |
113-08 |
113-08 |
112-01 |
112-28 |
| PP |
112-15 |
112-15 |
112-15 |
112-08 |
| S1 |
111-00 |
111-00 |
111-19 |
110-20 |
| S2 |
110-07 |
110-07 |
111-13 |
|
| S3 |
107-31 |
108-24 |
111-06 |
|
| S4 |
105-23 |
106-16 |
110-18 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-13 |
127-16 |
115-02 |
|
| R3 |
125-16 |
121-19 |
113-14 |
|
| R2 |
119-19 |
119-19 |
112-29 |
|
| R1 |
115-22 |
115-22 |
112-11 |
114-22 |
| PP |
113-22 |
113-22 |
113-22 |
113-06 |
| S1 |
109-25 |
109-25 |
111-09 |
108-25 |
| S2 |
107-25 |
107-25 |
110-23 |
|
| S3 |
101-28 |
103-28 |
110-06 |
|
| S4 |
95-31 |
97-31 |
108-18 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-15 |
|
2.618 |
119-25 |
|
1.618 |
117-17 |
|
1.000 |
116-05 |
|
0.618 |
115-09 |
|
HIGH |
113-29 |
|
0.618 |
113-01 |
|
0.500 |
112-25 |
|
0.382 |
112-17 |
|
LOW |
111-21 |
|
0.618 |
110-09 |
|
1.000 |
109-13 |
|
1.618 |
108-01 |
|
2.618 |
105-25 |
|
4.250 |
102-03 |
|
|
| Fisher Pivots for day following 31-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-25 |
113-24 |
| PP |
112-15 |
113-03 |
| S1 |
112-04 |
112-14 |
|