ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116-23 |
117-04 |
0-13 |
0.3% |
115-24 |
| High |
117-13 |
117-13 |
0-00 |
0.0% |
116-22 |
| Low |
116-17 |
116-15 |
-0-02 |
-0.1% |
114-03 |
| Close |
117-05 |
116-28 |
-0-09 |
-0.2% |
116-18 |
| Range |
0-28 |
0-30 |
0-02 |
7.1% |
2-19 |
| ATR |
1-02 |
1-02 |
0-00 |
-0.9% |
0-00 |
| Volume |
36,714 |
53,577 |
16,863 |
45.9% |
10,133 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-23 |
119-08 |
117-12 |
|
| R3 |
118-25 |
118-10 |
117-04 |
|
| R2 |
117-27 |
117-27 |
117-02 |
|
| R1 |
117-12 |
117-12 |
116-31 |
117-04 |
| PP |
116-29 |
116-29 |
116-29 |
116-26 |
| S1 |
116-14 |
116-14 |
116-25 |
116-06 |
| S2 |
115-31 |
115-31 |
116-22 |
|
| S3 |
115-01 |
115-16 |
116-20 |
|
| S4 |
114-03 |
114-18 |
116-12 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-13 |
115-23 |
1-22 |
1.4% |
0-27 |
0.7% |
69% |
True |
False |
20,875 |
| 10 |
117-13 |
114-03 |
3-10 |
2.8% |
0-31 |
0.8% |
84% |
True |
False |
11,105 |
| 20 |
117-13 |
112-26 |
4-19 |
3.9% |
1-03 |
0.9% |
88% |
True |
False |
6,119 |
| 40 |
117-13 |
112-14 |
4-31 |
4.3% |
1-03 |
0.9% |
89% |
True |
False |
3,200 |
| 60 |
117-13 |
110-25 |
6-20 |
5.7% |
1-01 |
0.9% |
92% |
True |
False |
2,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-12 |
|
2.618 |
119-28 |
|
1.618 |
118-30 |
|
1.000 |
118-11 |
|
0.618 |
118-00 |
|
HIGH |
117-13 |
|
0.618 |
117-02 |
|
0.500 |
116-30 |
|
0.382 |
116-26 |
|
LOW |
116-15 |
|
0.618 |
115-28 |
|
1.000 |
115-17 |
|
1.618 |
114-30 |
|
2.618 |
114-00 |
|
4.250 |
112-16 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-30 |
116-30 |
| PP |
116-29 |
116-29 |
| S1 |
116-29 |
116-29 |
|