ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
116-05 |
116-26 |
0-21 |
0.6% |
110-27 |
| High |
118-17 |
117-18 |
-0-31 |
-0.8% |
118-17 |
| Low |
115-19 |
115-22 |
0-03 |
0.1% |
110-27 |
| Close |
115-21 |
116-02 |
0-13 |
0.4% |
115-21 |
| Range |
2-30 |
1-28 |
-1-02 |
-36.2% |
7-22 |
| ATR |
2-01 |
2-00 |
0-00 |
-0.4% |
0-00 |
| Volume |
778 |
265 |
-513 |
-65.9% |
7,511 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-02 |
120-30 |
117-03 |
|
| R3 |
120-06 |
119-02 |
116-18 |
|
| R2 |
118-10 |
118-10 |
116-13 |
|
| R1 |
117-06 |
117-06 |
116-08 |
116-26 |
| PP |
116-14 |
116-14 |
116-14 |
116-08 |
| S1 |
115-10 |
115-10 |
115-28 |
114-30 |
| S2 |
114-18 |
114-18 |
115-23 |
|
| S3 |
112-22 |
113-14 |
115-18 |
|
| S4 |
110-26 |
111-18 |
115-01 |
|
|
| 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 |
125-17 |
|
2.618 |
122-15 |
|
1.618 |
120-19 |
|
1.000 |
119-14 |
|
0.618 |
118-23 |
|
HIGH |
117-18 |
|
0.618 |
116-27 |
|
0.500 |
116-20 |
|
0.382 |
116-13 |
|
LOW |
115-22 |
|
0.618 |
114-17 |
|
1.000 |
113-26 |
|
1.618 |
112-21 |
|
2.618 |
110-25 |
|
4.250 |
107-23 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-20 |
116-20 |
| PP |
116-14 |
116-14 |
| S1 |
116-08 |
116-08 |
|