ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 09-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
119-29 |
116-27 |
-3-02 |
-2.6% |
116-00 |
| High |
120-16 |
117-17 |
-2-31 |
-2.5% |
119-16 |
| Low |
116-10 |
115-15 |
-0-27 |
-0.7% |
115-06 |
| Close |
117-04 |
115-11 |
-1-25 |
-1.5% |
118-19 |
| Range |
4-06 |
2-02 |
-2-04 |
-50.7% |
4-10 |
| ATR |
2-06 |
2-05 |
0-00 |
-0.4% |
0-00 |
| Volume |
6 |
197 |
191 |
3,183.3% |
245 |
|
| Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-10 |
120-28 |
116-15 |
|
| R3 |
120-08 |
118-26 |
115-29 |
|
| R2 |
118-06 |
118-06 |
115-23 |
|
| R1 |
116-24 |
116-24 |
115-17 |
116-14 |
| PP |
116-04 |
116-04 |
116-04 |
115-30 |
| S1 |
114-22 |
114-22 |
115-05 |
114-12 |
| S2 |
114-02 |
114-02 |
114-31 |
|
| S3 |
112-00 |
112-20 |
114-25 |
|
| S4 |
109-30 |
110-18 |
114-07 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-22 |
128-31 |
120-31 |
|
| R3 |
126-12 |
124-21 |
119-25 |
|
| R2 |
122-02 |
122-02 |
119-12 |
|
| R1 |
120-11 |
120-11 |
119-00 |
121-06 |
| PP |
117-24 |
117-24 |
117-24 |
118-06 |
| S1 |
116-01 |
116-01 |
118-06 |
116-28 |
| S2 |
113-14 |
113-14 |
117-26 |
|
| S3 |
109-04 |
111-23 |
117-13 |
|
| S4 |
104-26 |
107-13 |
116-07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-10 |
|
2.618 |
122-30 |
|
1.618 |
120-28 |
|
1.000 |
119-19 |
|
0.618 |
118-26 |
|
HIGH |
117-17 |
|
0.618 |
116-24 |
|
0.500 |
116-16 |
|
0.382 |
116-08 |
|
LOW |
115-15 |
|
0.618 |
114-06 |
|
1.000 |
113-13 |
|
1.618 |
112-04 |
|
2.618 |
110-02 |
|
4.250 |
106-22 |
|
|
| Fisher Pivots for day following 09-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-16 |
118-01 |
| PP |
116-04 |
117-04 |
| S1 |
115-23 |
116-08 |
|