ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 30-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
115-08 |
113-13 |
-1-27 |
-1.6% |
110-27 |
| High |
115-26 |
114-04 |
-1-22 |
-1.5% |
118-17 |
| Low |
113-21 |
112-14 |
-1-07 |
-1.1% |
110-27 |
| Close |
113-25 |
113-02 |
-0-23 |
-0.6% |
115-21 |
| Range |
2-05 |
1-22 |
-0-15 |
-21.7% |
7-22 |
| ATR |
2-01 |
2-00 |
-0-01 |
-1.2% |
0-00 |
| Volume |
2,256 |
1,787 |
-469 |
-20.8% |
7,511 |
|
| Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-09 |
117-11 |
114-00 |
|
| R3 |
116-19 |
115-21 |
113-17 |
|
| R2 |
114-29 |
114-29 |
113-12 |
|
| R1 |
113-31 |
113-31 |
113-07 |
113-19 |
| PP |
113-07 |
113-07 |
113-07 |
113-00 |
| S1 |
112-09 |
112-09 |
112-29 |
111-29 |
| S2 |
111-17 |
111-17 |
112-24 |
|
| S3 |
109-27 |
110-19 |
112-19 |
|
| S4 |
108-05 |
108-29 |
112-04 |
|
|
| 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 |
121-10 |
|
2.618 |
118-17 |
|
1.618 |
116-27 |
|
1.000 |
115-26 |
|
0.618 |
115-05 |
|
HIGH |
114-04 |
|
0.618 |
113-15 |
|
0.500 |
113-09 |
|
0.382 |
113-03 |
|
LOW |
112-14 |
|
0.618 |
111-13 |
|
1.000 |
110-24 |
|
1.618 |
109-23 |
|
2.618 |
108-01 |
|
4.250 |
105-08 |
|
|
| Fisher Pivots for day following 30-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-09 |
114-22 |
| PP |
113-07 |
114-04 |
| S1 |
113-04 |
113-19 |
|