ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 29-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
116-05 |
116-00 |
-0-05 |
-0.1% |
116-13 |
| High |
116-24 |
119-16 |
2-24 |
2.4% |
117-04 |
| Low |
116-03 |
116-00 |
-0-03 |
-0.1% |
115-07 |
| Close |
116-15 |
118-27 |
2-12 |
2.0% |
116-15 |
| Range |
0-21 |
3-16 |
2-27 |
433.3% |
1-29 |
| ATR |
1-24 |
1-28 |
0-04 |
7.3% |
0-00 |
| Volume |
38 |
42 |
4 |
10.5% |
250 |
|
| Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-20 |
127-07 |
120-25 |
|
| R3 |
125-04 |
123-23 |
119-26 |
|
| R2 |
121-20 |
121-20 |
119-16 |
|
| R1 |
120-07 |
120-07 |
119-05 |
120-30 |
| PP |
118-04 |
118-04 |
118-04 |
118-15 |
| S1 |
116-23 |
116-23 |
118-17 |
117-14 |
| S2 |
114-20 |
114-20 |
118-06 |
|
| S3 |
111-04 |
113-07 |
117-28 |
|
| S4 |
107-20 |
109-23 |
116-29 |
|
|
| 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 |
134-12 |
|
2.618 |
128-21 |
|
1.618 |
125-05 |
|
1.000 |
123-00 |
|
0.618 |
121-21 |
|
HIGH |
119-16 |
|
0.618 |
118-05 |
|
0.500 |
117-24 |
|
0.382 |
117-11 |
|
LOW |
116-00 |
|
0.618 |
113-27 |
|
1.000 |
112-16 |
|
1.618 |
110-11 |
|
2.618 |
106-27 |
|
4.250 |
101-04 |
|
|
| Fisher Pivots for day following 29-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-15 |
118-11 |
| PP |
118-04 |
117-27 |
| S1 |
117-24 |
117-12 |
|