ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 24-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
115-04 |
116-05 |
1-01 |
0.9% |
110-27 |
| High |
117-01 |
118-17 |
1-16 |
1.3% |
118-17 |
| Low |
114-22 |
115-19 |
0-29 |
0.8% |
110-27 |
| Close |
116-25 |
115-21 |
-1-04 |
-1.0% |
115-21 |
| Range |
2-11 |
2-30 |
0-19 |
25.3% |
7-22 |
| ATR |
1-30 |
2-01 |
0-02 |
3.6% |
0-00 |
| Volume |
251 |
778 |
527 |
210.0% |
7,511 |
|
| Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-13 |
123-15 |
117-09 |
|
| R3 |
122-15 |
120-17 |
116-15 |
|
| R2 |
119-17 |
119-17 |
116-06 |
|
| R1 |
117-19 |
117-19 |
115-30 |
117-03 |
| PP |
116-19 |
116-19 |
116-19 |
116-11 |
| S1 |
114-21 |
114-21 |
115-12 |
114-05 |
| S2 |
113-21 |
113-21 |
115-04 |
|
| S3 |
110-23 |
111-23 |
114-27 |
|
| S4 |
107-25 |
108-25 |
114-01 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-02 |
134-18 |
119-28 |
|
| R3 |
130-12 |
126-28 |
117-25 |
|
| R2 |
122-22 |
122-22 |
117-02 |
|
| R1 |
119-06 |
119-06 |
116-12 |
120-30 |
| PP |
115-00 |
115-00 |
115-00 |
115-28 |
| S1 |
111-16 |
111-16 |
114-30 |
113-08 |
| S2 |
107-10 |
107-10 |
114-08 |
|
| S3 |
99-20 |
103-26 |
113-17 |
|
| S4 |
91-30 |
96-04 |
111-14 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-00 |
|
2.618 |
126-07 |
|
1.618 |
123-09 |
|
1.000 |
121-15 |
|
0.618 |
120-11 |
|
HIGH |
118-17 |
|
0.618 |
117-13 |
|
0.500 |
117-02 |
|
0.382 |
116-23 |
|
LOW |
115-19 |
|
0.618 |
113-25 |
|
1.000 |
112-21 |
|
1.618 |
110-27 |
|
2.618 |
107-29 |
|
4.250 |
103-04 |
|
|
| Fisher Pivots for day following 24-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-02 |
116-04 |
| PP |
116-19 |
115-31 |
| S1 |
116-04 |
115-26 |
|