ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 27-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
117-26 |
117-28 |
0-02 |
0.1% |
116-24 |
| High |
117-31 |
118-01 |
0-02 |
0.1% |
117-13 |
| Low |
117-13 |
117-02 |
-0-11 |
-0.3% |
116-10 |
| Close |
117-24 |
117-30 |
0-06 |
0.2% |
116-26 |
| Range |
0-18 |
0-31 |
0-13 |
72.2% |
1-03 |
| ATR |
1-02 |
1-02 |
0-00 |
-0.6% |
0-00 |
| Volume |
119,031 |
207,245 |
88,214 |
74.1% |
204,357 |
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-19 |
120-07 |
118-15 |
|
| R3 |
119-20 |
119-08 |
118-07 |
|
| R2 |
118-21 |
118-21 |
118-04 |
|
| R1 |
118-09 |
118-09 |
118-01 |
118-15 |
| PP |
117-22 |
117-22 |
117-22 |
117-24 |
| S1 |
117-10 |
117-10 |
117-27 |
117-16 |
| S2 |
116-23 |
116-23 |
117-24 |
|
| S3 |
115-24 |
116-11 |
117-21 |
|
| S4 |
114-25 |
115-12 |
117-13 |
|
|
| 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% |
89% |
False |
False |
105,588 |
| 10 |
118-05 |
115-00 |
3-05 |
2.7% |
0-31 |
0.8% |
93% |
False |
False |
58,068 |
| 20 |
118-05 |
113-10 |
4-27 |
4.1% |
1-01 |
0.9% |
95% |
False |
False |
29,736 |
| 40 |
118-05 |
112-14 |
5-23 |
4.8% |
1-04 |
0.9% |
96% |
False |
False |
15,045 |
| 60 |
118-05 |
110-25 |
7-12 |
6.3% |
1-01 |
0.9% |
97% |
False |
False |
10,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-05 |
|
2.618 |
120-18 |
|
1.618 |
119-19 |
|
1.000 |
119-00 |
|
0.618 |
118-20 |
|
HIGH |
118-01 |
|
0.618 |
117-21 |
|
0.500 |
117-18 |
|
0.382 |
117-14 |
|
LOW |
117-02 |
|
0.618 |
116-15 |
|
1.000 |
116-03 |
|
1.618 |
115-16 |
|
2.618 |
114-17 |
|
4.250 |
112-30 |
|
|
| Fisher Pivots for day following 27-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-26 |
117-22 |
| PP |
117-22 |
117-14 |
| S1 |
117-18 |
117-06 |
|