ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 30-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
116-00 |
117-18 |
1-18 |
1.3% |
116-13 |
| High |
119-16 |
118-16 |
-1-00 |
-0.8% |
117-04 |
| Low |
116-00 |
115-06 |
-0-26 |
-0.7% |
115-07 |
| Close |
118-27 |
116-05 |
-2-22 |
-2.3% |
116-15 |
| Range |
3-16 |
3-10 |
-0-06 |
-5.4% |
1-29 |
| ATR |
1-28 |
2-00 |
0-04 |
6.9% |
0-00 |
| Volume |
42 |
61 |
19 |
45.2% |
250 |
|
| Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-18 |
124-21 |
117-31 |
|
| R3 |
123-08 |
121-11 |
117-02 |
|
| R2 |
119-30 |
119-30 |
116-24 |
|
| R1 |
118-01 |
118-01 |
116-15 |
117-10 |
| PP |
116-20 |
116-20 |
116-20 |
116-08 |
| S1 |
114-23 |
114-23 |
115-27 |
114-00 |
| S2 |
113-10 |
113-10 |
115-18 |
|
| S3 |
110-00 |
111-13 |
115-08 |
|
| S4 |
106-22 |
108-03 |
114-11 |
|
|
| 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 |
132-18 |
|
2.618 |
127-06 |
|
1.618 |
123-28 |
|
1.000 |
121-26 |
|
0.618 |
120-18 |
|
HIGH |
118-16 |
|
0.618 |
117-08 |
|
0.500 |
116-27 |
|
0.382 |
116-14 |
|
LOW |
115-06 |
|
0.618 |
113-04 |
|
1.000 |
111-28 |
|
1.618 |
109-26 |
|
2.618 |
106-16 |
|
4.250 |
101-04 |
|
|
| Fisher Pivots for day following 30-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-27 |
117-11 |
| PP |
116-20 |
116-30 |
| S1 |
116-12 |
116-18 |
|