ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 19-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116-24 |
117-03 |
0-11 |
0.3% |
115-24 |
| High |
117-04 |
117-08 |
0-04 |
0.1% |
116-22 |
| Low |
116-15 |
116-17 |
0-02 |
0.1% |
114-03 |
| Close |
117-00 |
116-22 |
-0-10 |
-0.3% |
116-18 |
| Range |
0-21 |
0-23 |
0-02 |
9.5% |
2-19 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.5% |
0-00 |
| Volume |
2,945 |
6,245 |
3,300 |
112.1% |
10,133 |
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-31 |
118-18 |
117-03 |
|
| R3 |
118-08 |
117-27 |
116-28 |
|
| R2 |
117-17 |
117-17 |
116-26 |
|
| R1 |
117-04 |
117-04 |
116-24 |
116-31 |
| PP |
116-26 |
116-26 |
116-26 |
116-24 |
| S1 |
116-13 |
116-13 |
116-20 |
116-08 |
| S2 |
116-03 |
116-03 |
116-18 |
|
| S3 |
115-12 |
115-22 |
116-16 |
|
| S4 |
114-21 |
114-31 |
116-09 |
|
|
| 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 |
120-10 |
|
2.618 |
119-04 |
|
1.618 |
118-13 |
|
1.000 |
117-31 |
|
0.618 |
117-22 |
|
HIGH |
117-08 |
|
0.618 |
116-31 |
|
0.500 |
116-28 |
|
0.382 |
116-26 |
|
LOW |
116-17 |
|
0.618 |
116-03 |
|
1.000 |
115-26 |
|
1.618 |
115-12 |
|
2.618 |
114-21 |
|
4.250 |
113-15 |
|
|
| Fisher Pivots for day following 19-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-28 |
116-20 |
| PP |
116-26 |
116-18 |
| S1 |
116-24 |
116-16 |
|