ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 26-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
115-20 |
116-05 |
0-17 |
0.5% |
116-13 |
| High |
116-10 |
116-24 |
0-14 |
0.4% |
117-04 |
| Low |
115-07 |
116-03 |
0-28 |
0.8% |
115-07 |
| Close |
115-26 |
116-15 |
0-21 |
0.6% |
116-15 |
| Range |
1-03 |
0-21 |
-0-14 |
-40.0% |
1-29 |
| ATR |
1-26 |
1-24 |
-0-02 |
-3.4% |
0-00 |
| Volume |
39 |
38 |
-1 |
-2.6% |
250 |
|
| Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-13 |
118-03 |
116-27 |
|
| R3 |
117-24 |
117-14 |
116-21 |
|
| R2 |
117-03 |
117-03 |
116-19 |
|
| R1 |
116-25 |
116-25 |
116-17 |
116-30 |
| PP |
116-14 |
116-14 |
116-14 |
116-16 |
| S1 |
116-04 |
116-04 |
116-13 |
116-09 |
| S2 |
115-25 |
115-25 |
116-11 |
|
| S3 |
115-04 |
115-15 |
116-09 |
|
| S4 |
114-15 |
114-26 |
116-03 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-00 |
121-04 |
117-17 |
|
| R3 |
120-03 |
119-07 |
117-00 |
|
| R2 |
118-06 |
118-06 |
116-26 |
|
| R1 |
117-10 |
117-10 |
116-21 |
117-24 |
| PP |
116-09 |
116-09 |
116-09 |
116-16 |
| S1 |
115-13 |
115-13 |
116-09 |
115-27 |
| S2 |
114-12 |
114-12 |
116-04 |
|
| S3 |
112-15 |
113-16 |
115-30 |
|
| S4 |
110-18 |
111-19 |
115-13 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-17 |
|
2.618 |
118-15 |
|
1.618 |
117-26 |
|
1.000 |
117-13 |
|
0.618 |
117-05 |
|
HIGH |
116-24 |
|
0.618 |
116-16 |
|
0.500 |
116-14 |
|
0.382 |
116-11 |
|
LOW |
116-03 |
|
0.618 |
115-22 |
|
1.000 |
115-14 |
|
1.618 |
115-01 |
|
2.618 |
114-12 |
|
4.250 |
113-10 |
|
|
| Fisher Pivots for day following 26-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-14 |
116-12 |
| PP |
116-14 |
116-09 |
| S1 |
116-14 |
116-06 |
|