ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 15-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115-00 |
115-31 |
0-31 |
0.8% |
115-24 |
| High |
116-07 |
116-22 |
0-15 |
0.4% |
116-22 |
| Low |
115-00 |
115-23 |
0-23 |
0.6% |
114-03 |
| Close |
115-31 |
116-18 |
0-19 |
0.5% |
116-18 |
| Range |
1-07 |
0-31 |
-0-08 |
-20.5% |
2-19 |
| ATR |
1-05 |
1-05 |
0-00 |
-1.2% |
0-00 |
| Volume |
1,941 |
4,898 |
2,957 |
152.3% |
10,133 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-07 |
118-28 |
117-03 |
|
| R3 |
118-08 |
117-29 |
116-27 |
|
| R2 |
117-09 |
117-09 |
116-24 |
|
| R1 |
116-30 |
116-30 |
116-21 |
117-04 |
| PP |
116-10 |
116-10 |
116-10 |
116-13 |
| S1 |
115-31 |
115-31 |
116-15 |
116-04 |
| S2 |
115-11 |
115-11 |
116-12 |
|
| S3 |
114-12 |
115-00 |
116-09 |
|
| S4 |
113-13 |
114-01 |
116-01 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-18 |
122-21 |
118-00 |
|
| R3 |
120-31 |
120-02 |
117-09 |
|
| R2 |
118-12 |
118-12 |
117-01 |
|
| R1 |
117-15 |
117-15 |
116-26 |
117-30 |
| PP |
115-25 |
115-25 |
115-25 |
116-00 |
| S1 |
114-28 |
114-28 |
116-10 |
115-10 |
| S2 |
113-06 |
113-06 |
116-03 |
|
| S3 |
110-19 |
112-09 |
115-27 |
|
| S4 |
108-00 |
109-22 |
115-04 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-26 |
|
2.618 |
119-07 |
|
1.618 |
118-08 |
|
1.000 |
117-21 |
|
0.618 |
117-09 |
|
HIGH |
116-22 |
|
0.618 |
116-10 |
|
0.500 |
116-06 |
|
0.382 |
116-03 |
|
LOW |
115-23 |
|
0.618 |
115-04 |
|
1.000 |
114-24 |
|
1.618 |
114-05 |
|
2.618 |
113-06 |
|
4.250 |
111-19 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-14 |
116-10 |
| PP |
116-10 |
116-02 |
| S1 |
116-06 |
115-26 |
|