ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 21-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
110-27 |
112-12 |
1-17 |
1.4% |
114-05 |
| High |
112-18 |
114-12 |
1-26 |
1.6% |
114-26 |
| Low |
110-27 |
112-12 |
1-17 |
1.4% |
111-09 |
| Close |
112-08 |
113-31 |
1-23 |
1.5% |
111-24 |
| Range |
1-23 |
2-00 |
0-09 |
16.4% |
3-17 |
| ATR |
1-29 |
1-30 |
0-00 |
0.8% |
0-00 |
| Volume |
167 |
79 |
-88 |
-52.7% |
492 |
|
| Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-18 |
118-25 |
115-02 |
|
| R3 |
117-18 |
116-25 |
114-17 |
|
| R2 |
115-18 |
115-18 |
114-11 |
|
| R1 |
114-25 |
114-25 |
114-05 |
115-06 |
| PP |
113-18 |
113-18 |
113-18 |
113-25 |
| S1 |
112-25 |
112-25 |
113-25 |
113-06 |
| S2 |
111-18 |
111-18 |
113-19 |
|
| S3 |
109-18 |
110-25 |
113-13 |
|
| S4 |
107-18 |
108-25 |
112-28 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-07 |
121-00 |
113-22 |
|
| R3 |
119-22 |
117-15 |
112-23 |
|
| R2 |
116-05 |
116-05 |
112-13 |
|
| R1 |
113-30 |
113-30 |
112-02 |
113-09 |
| PP |
112-20 |
112-20 |
112-20 |
112-09 |
| S1 |
110-13 |
110-13 |
111-14 |
109-24 |
| S2 |
109-03 |
109-03 |
111-03 |
|
| S3 |
105-18 |
106-28 |
110-25 |
|
| S4 |
102-01 |
103-11 |
109-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-28 |
|
2.618 |
119-20 |
|
1.618 |
117-20 |
|
1.000 |
116-12 |
|
0.618 |
115-20 |
|
HIGH |
114-12 |
|
0.618 |
113-20 |
|
0.500 |
113-12 |
|
0.382 |
113-04 |
|
LOW |
112-12 |
|
0.618 |
111-04 |
|
1.000 |
110-12 |
|
1.618 |
109-04 |
|
2.618 |
107-04 |
|
4.250 |
103-28 |
|
|
| Fisher Pivots for day following 21-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-25 |
113-16 |
| PP |
113-18 |
113-02 |
| S1 |
113-12 |
112-20 |
|