ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 29-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
117-30 |
118-02 |
0-04 |
0.1% |
116-26 |
| High |
118-04 |
118-09 |
0-05 |
0.1% |
118-09 |
| Low |
117-10 |
117-00 |
-0-10 |
-0.3% |
116-08 |
| Close |
117-30 |
117-10 |
-0-20 |
-0.5% |
117-10 |
| Range |
0-26 |
1-08 |
0-14 |
55.8% |
2-01 |
| ATR |
1-01 |
1-02 |
0-01 |
1.6% |
0-00 |
| Volume |
360,608 |
292,277 |
-68,331 |
-18.9% |
1,022,373 |
|
| Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-11 |
120-19 |
118-00 |
|
| R3 |
120-02 |
119-10 |
117-21 |
|
| R2 |
118-26 |
118-26 |
117-17 |
|
| R1 |
118-02 |
118-02 |
117-14 |
117-26 |
| PP |
117-17 |
117-17 |
117-17 |
117-13 |
| S1 |
116-25 |
116-25 |
117-06 |
116-17 |
| S2 |
116-09 |
116-09 |
117-03 |
|
| S3 |
115-00 |
115-17 |
116-31 |
|
| S4 |
113-24 |
114-08 |
116-20 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-12 |
122-12 |
118-14 |
|
| R3 |
121-11 |
120-11 |
117-28 |
|
| R2 |
119-10 |
119-10 |
117-22 |
|
| R1 |
118-10 |
118-10 |
117-16 |
118-26 |
| PP |
117-09 |
117-09 |
117-09 |
117-17 |
| S1 |
116-09 |
116-09 |
117-04 |
116-25 |
| S2 |
115-08 |
115-08 |
116-30 |
|
| S3 |
113-07 |
114-08 |
116-24 |
|
| S4 |
111-06 |
112-07 |
116-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-09 |
116-08 |
2-01 |
1.7% |
1-03 |
0.9% |
52% |
True |
False |
204,474 |
| 10 |
118-09 |
116-08 |
2-01 |
1.7% |
0-30 |
0.8% |
52% |
True |
False |
122,673 |
| 20 |
118-09 |
113-10 |
4-31 |
4.2% |
1-01 |
0.9% |
81% |
True |
False |
62,285 |
| 40 |
118-09 |
112-14 |
5-27 |
5.0% |
1-04 |
1.0% |
83% |
True |
False |
31,359 |
| 60 |
118-09 |
110-25 |
7-16 |
6.4% |
1-01 |
0.9% |
87% |
True |
False |
20,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-21 |
|
2.618 |
121-19 |
|
1.618 |
120-11 |
|
1.000 |
119-18 |
|
0.618 |
119-02 |
|
HIGH |
118-09 |
|
0.618 |
117-26 |
|
0.500 |
117-21 |
|
0.382 |
117-16 |
|
LOW |
117-00 |
|
0.618 |
116-07 |
|
1.000 |
115-24 |
|
1.618 |
114-31 |
|
2.618 |
113-22 |
|
4.250 |
111-20 |
|
|
| Fisher Pivots for day following 29-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-21 |
117-21 |
| PP |
117-17 |
117-17 |
| S1 |
117-14 |
117-14 |
|