ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 02-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
118-02 |
117-07 |
-0-27 |
-0.7% |
116-26 |
| High |
118-09 |
118-10 |
0-00 |
0.0% |
118-09 |
| Low |
117-00 |
116-18 |
-0-15 |
-0.4% |
116-08 |
| Close |
117-10 |
118-04 |
0-26 |
0.7% |
117-10 |
| Range |
1-08 |
1-24 |
0-16 |
38.3% |
2-01 |
| ATR |
1-02 |
1-03 |
0-02 |
4.7% |
0-00 |
| Volume |
292,277 |
272,991 |
-19,286 |
-6.6% |
1,022,373 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-29 |
122-08 |
119-02 |
|
| R3 |
121-05 |
120-16 |
118-19 |
|
| R2 |
119-13 |
119-13 |
118-14 |
|
| R1 |
118-24 |
118-24 |
118-09 |
119-02 |
| PP |
117-21 |
117-21 |
117-21 |
117-26 |
| S1 |
117-00 |
117-00 |
117-30 |
117-10 |
| S2 |
115-29 |
115-29 |
117-25 |
|
| S3 |
114-05 |
115-08 |
117-20 |
|
| S4 |
112-13 |
113-16 |
117-05 |
|
|
| 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 |
118-10 |
116-18 |
1-24 |
1.5% |
1-02 |
0.9% |
89% |
True |
True |
250,430 |
| 10 |
118-10 |
116-08 |
2-02 |
1.7% |
1-02 |
0.9% |
91% |
True |
False |
149,677 |
| 20 |
118-10 |
113-10 |
5-00 |
4.2% |
1-03 |
0.9% |
96% |
True |
False |
75,884 |
| 40 |
118-10 |
112-14 |
5-28 |
5.0% |
1-04 |
0.9% |
97% |
True |
False |
38,183 |
| 60 |
118-10 |
110-25 |
7-16 |
6.4% |
1-02 |
0.9% |
98% |
True |
False |
25,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-24 |
|
2.618 |
122-28 |
|
1.618 |
121-04 |
|
1.000 |
120-02 |
|
0.618 |
119-12 |
|
HIGH |
118-10 |
|
0.618 |
117-20 |
|
0.500 |
117-14 |
|
0.382 |
117-07 |
|
LOW |
116-18 |
|
0.618 |
115-15 |
|
1.000 |
114-26 |
|
1.618 |
113-23 |
|
2.618 |
111-31 |
|
4.250 |
109-04 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-28 |
117-28 |
| PP |
117-21 |
117-21 |
| S1 |
117-14 |
117-14 |
|