ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 25-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116-31 |
116-26 |
-0-05 |
-0.1% |
116-24 |
| High |
117-02 |
118-05 |
1-03 |
0.9% |
117-13 |
| Low |
116-10 |
116-08 |
-0-02 |
-0.1% |
116-10 |
| Close |
116-26 |
117-22 |
0-28 |
0.7% |
116-26 |
| Range |
0-24 |
1-29 |
1-05 |
154.2% |
1-03 |
| ATR |
1-01 |
1-03 |
0-02 |
6.0% |
0-00 |
| Volume |
104,876 |
43,212 |
-61,664 |
-58.8% |
204,357 |
|
| Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-03 |
122-09 |
118-24 |
|
| R3 |
121-06 |
120-12 |
118-07 |
|
| R2 |
119-09 |
119-09 |
118-01 |
|
| R1 |
118-15 |
118-15 |
117-28 |
118-28 |
| PP |
117-12 |
117-12 |
117-12 |
117-18 |
| S1 |
116-18 |
116-18 |
117-16 |
116-31 |
| S2 |
115-15 |
115-15 |
117-11 |
|
| S3 |
113-18 |
114-21 |
117-05 |
|
| S4 |
111-21 |
112-24 |
116-20 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-04 |
119-18 |
117-13 |
|
| R3 |
119-01 |
118-15 |
117-04 |
|
| R2 |
117-30 |
117-30 |
117-00 |
|
| R1 |
117-12 |
117-12 |
116-29 |
117-21 |
| PP |
116-27 |
116-27 |
116-27 |
117-00 |
| S1 |
116-09 |
116-09 |
116-23 |
116-18 |
| S2 |
115-24 |
115-24 |
116-20 |
|
| S3 |
114-21 |
115-06 |
116-16 |
|
| S4 |
113-18 |
114-03 |
116-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-05 |
116-08 |
1-29 |
1.6% |
1-01 |
0.9% |
75% |
True |
True |
48,924 |
| 10 |
118-05 |
114-20 |
3-17 |
3.0% |
1-00 |
0.9% |
87% |
True |
False |
25,657 |
| 20 |
118-05 |
113-00 |
5-05 |
4.4% |
1-02 |
0.9% |
91% |
True |
False |
13,497 |
| 40 |
118-05 |
112-14 |
5-23 |
4.9% |
1-04 |
1.0% |
92% |
True |
False |
6,897 |
| 60 |
118-05 |
110-25 |
7-12 |
6.3% |
1-01 |
0.9% |
94% |
True |
False |
4,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-08 |
|
2.618 |
123-05 |
|
1.618 |
121-08 |
|
1.000 |
120-02 |
|
0.618 |
119-11 |
|
HIGH |
118-05 |
|
0.618 |
117-14 |
|
0.500 |
117-06 |
|
0.382 |
116-31 |
|
LOW |
116-08 |
|
0.618 |
115-02 |
|
1.000 |
114-11 |
|
1.618 |
113-05 |
|
2.618 |
111-08 |
|
4.250 |
108-05 |
|
|
| Fisher Pivots for day following 25-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-17 |
117-17 |
| PP |
117-12 |
117-12 |
| S1 |
117-06 |
117-06 |
|