ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 29-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114-24 |
115-08 |
0-16 |
0.4% |
110-27 |
| High |
116-29 |
115-26 |
-1-03 |
-0.9% |
118-17 |
| Low |
114-20 |
113-21 |
-0-31 |
-0.8% |
110-27 |
| Close |
115-03 |
113-25 |
-1-10 |
-1.1% |
115-21 |
| Range |
2-09 |
2-05 |
-0-04 |
-5.5% |
7-22 |
| ATR |
2-01 |
2-01 |
0-00 |
0.5% |
0-00 |
| Volume |
568 |
2,256 |
1,688 |
297.2% |
7,511 |
|
| Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-28 |
119-16 |
114-31 |
|
| R3 |
118-23 |
117-11 |
114-12 |
|
| R2 |
116-18 |
116-18 |
114-06 |
|
| R1 |
115-06 |
115-06 |
113-31 |
114-26 |
| PP |
114-13 |
114-13 |
114-13 |
114-07 |
| S1 |
113-01 |
113-01 |
113-19 |
112-20 |
| S2 |
112-08 |
112-08 |
113-12 |
|
| S3 |
110-03 |
110-28 |
113-06 |
|
| S4 |
107-30 |
108-23 |
112-19 |
|
|
| 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 |
124-31 |
|
2.618 |
121-15 |
|
1.618 |
119-10 |
|
1.000 |
117-31 |
|
0.618 |
117-05 |
|
HIGH |
115-26 |
|
0.618 |
115-00 |
|
0.500 |
114-24 |
|
0.382 |
114-15 |
|
LOW |
113-21 |
|
0.618 |
112-10 |
|
1.000 |
111-16 |
|
1.618 |
110-05 |
|
2.618 |
108-00 |
|
4.250 |
104-16 |
|
|
| Fisher Pivots for day following 29-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-24 |
115-20 |
| PP |
114-13 |
115-00 |
| S1 |
114-03 |
114-12 |
|