ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
120-10 |
120-21 |
0-11 |
0.3% |
117-01 |
| High |
122-02 |
121-12 |
-0-22 |
-0.6% |
119-22 |
| Low |
119-27 |
119-29 |
0-02 |
0.1% |
116-11 |
| Close |
120-29 |
120-30 |
0-01 |
0.0% |
117-23 |
| Range |
2-07 |
1-15 |
-0-24 |
-33.8% |
3-11 |
| ATR |
|
|
|
|
|
| Volume |
242 |
25 |
-217 |
-89.7% |
948 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-05 |
124-16 |
121-24 |
|
| R3 |
123-22 |
123-01 |
121-11 |
|
| R2 |
122-07 |
122-07 |
121-07 |
|
| R1 |
121-18 |
121-18 |
121-02 |
121-28 |
| PP |
120-24 |
120-24 |
120-24 |
120-29 |
| S1 |
120-03 |
120-03 |
120-26 |
120-14 |
| S2 |
119-09 |
119-09 |
120-21 |
|
| S3 |
117-26 |
118-20 |
120-17 |
|
| S4 |
116-11 |
117-05 |
120-04 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-30 |
126-06 |
119-18 |
|
| R3 |
124-19 |
122-27 |
118-20 |
|
| R2 |
121-08 |
121-08 |
118-11 |
|
| R1 |
119-16 |
119-16 |
118-01 |
120-12 |
| PP |
117-29 |
117-29 |
117-29 |
118-12 |
| S1 |
116-05 |
116-05 |
117-13 |
117-01 |
| S2 |
114-18 |
114-18 |
117-03 |
|
| S3 |
111-07 |
112-26 |
116-26 |
|
| S4 |
107-28 |
109-15 |
115-28 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-20 |
|
2.618 |
125-07 |
|
1.618 |
123-24 |
|
1.000 |
122-27 |
|
0.618 |
122-09 |
|
HIGH |
121-12 |
|
0.618 |
120-26 |
|
0.500 |
120-20 |
|
0.382 |
120-15 |
|
LOW |
119-29 |
|
0.618 |
119-00 |
|
1.000 |
118-14 |
|
1.618 |
117-17 |
|
2.618 |
116-02 |
|
4.250 |
113-21 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-27 |
121-08 |
| PP |
120-24 |
121-05 |
| S1 |
120-20 |
121-01 |
|