ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 23-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
116-13 |
116-17 |
0-04 |
0.1% |
119-02 |
| High |
116-30 |
116-24 |
-0-06 |
-0.2% |
122-22 |
| Low |
115-11 |
115-27 |
0-16 |
0.4% |
116-31 |
| Close |
116-18 |
116-04 |
-0-14 |
-0.4% |
117-09 |
| Range |
1-19 |
0-29 |
-0-22 |
-43.1% |
5-23 |
| ATR |
0-00 |
1-28 |
1-28 |
|
0-00 |
| Volume |
51 |
115 |
64 |
125.5% |
1,867 |
|
| Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-31 |
118-14 |
116-20 |
|
| R3 |
118-02 |
117-17 |
116-12 |
|
| R2 |
117-05 |
117-05 |
116-09 |
|
| R1 |
116-20 |
116-20 |
116-07 |
116-14 |
| PP |
116-08 |
116-08 |
116-08 |
116-04 |
| S1 |
115-23 |
115-23 |
116-01 |
115-17 |
| S2 |
115-11 |
115-11 |
115-31 |
|
| S3 |
114-14 |
114-26 |
115-28 |
|
| S4 |
113-17 |
113-29 |
115-20 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-04 |
132-14 |
120-14 |
|
| R3 |
130-13 |
126-23 |
118-27 |
|
| R2 |
124-22 |
124-22 |
118-11 |
|
| R1 |
121-00 |
121-00 |
117-26 |
120-00 |
| PP |
118-31 |
118-31 |
118-31 |
118-15 |
| S1 |
115-09 |
115-09 |
116-24 |
114-08 |
| S2 |
113-08 |
113-08 |
116-07 |
|
| S3 |
107-17 |
109-18 |
115-23 |
|
| S4 |
101-26 |
103-27 |
114-04 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-19 |
|
2.618 |
119-04 |
|
1.618 |
118-07 |
|
1.000 |
117-21 |
|
0.618 |
117-10 |
|
HIGH |
116-24 |
|
0.618 |
116-13 |
|
0.500 |
116-10 |
|
0.382 |
116-06 |
|
LOW |
115-27 |
|
0.618 |
115-09 |
|
1.000 |
114-30 |
|
1.618 |
114-12 |
|
2.618 |
113-15 |
|
4.250 |
112-00 |
|
|
| Fisher Pivots for day following 23-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-10 |
117-12 |
| PP |
116-08 |
116-31 |
| S1 |
116-06 |
116-18 |
|