ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 25-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117-03 |
115-20 |
-1-15 |
-1.3% |
119-02 |
| High |
117-04 |
116-10 |
-0-26 |
-0.7% |
122-22 |
| Low |
115-28 |
115-07 |
-0-21 |
-0.6% |
116-31 |
| Close |
116-13 |
115-26 |
-0-19 |
-0.5% |
117-09 |
| Range |
1-08 |
1-03 |
-0-05 |
-12.5% |
5-23 |
| ATR |
1-27 |
1-26 |
-0-02 |
-2.5% |
0-00 |
| Volume |
7 |
39 |
32 |
457.1% |
1,867 |
|
| Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-02 |
118-17 |
116-13 |
|
| R3 |
117-31 |
117-14 |
116-04 |
|
| R2 |
116-28 |
116-28 |
116-00 |
|
| R1 |
116-11 |
116-11 |
115-29 |
116-20 |
| PP |
115-25 |
115-25 |
115-25 |
115-29 |
| S1 |
115-08 |
115-08 |
115-23 |
115-16 |
| S2 |
114-22 |
114-22 |
115-20 |
|
| S3 |
113-19 |
114-05 |
115-16 |
|
| S4 |
112-16 |
113-02 |
115-07 |
|
|
| 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 |
120-31 |
|
2.618 |
119-06 |
|
1.618 |
118-03 |
|
1.000 |
117-13 |
|
0.618 |
117-00 |
|
HIGH |
116-10 |
|
0.618 |
115-29 |
|
0.500 |
115-24 |
|
0.382 |
115-20 |
|
LOW |
115-07 |
|
0.618 |
114-17 |
|
1.000 |
114-04 |
|
1.618 |
113-14 |
|
2.618 |
112-11 |
|
4.250 |
110-18 |
|
|
| Fisher Pivots for day following 25-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-26 |
116-06 |
| PP |
115-25 |
116-02 |
| S1 |
115-24 |
115-30 |
|