ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 08-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
119-11 |
118-06 |
-1-04 |
-1.0% |
117-07 |
| High |
120-08 |
119-18 |
-0-22 |
-0.6% |
120-08 |
| Low |
118-18 |
117-06 |
-1-13 |
-1.2% |
116-18 |
| Close |
119-02 |
119-08 |
0-06 |
0.1% |
119-02 |
| Range |
1-22 |
2-13 |
0-24 |
43.9% |
3-22 |
| ATR |
1-04 |
1-07 |
0-03 |
8.2% |
0-00 |
| Volume |
292,122 |
389,817 |
97,695 |
33.4% |
1,193,081 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-28 |
124-31 |
120-18 |
|
| R3 |
123-15 |
122-18 |
119-29 |
|
| R2 |
121-02 |
121-02 |
119-22 |
|
| R1 |
120-05 |
120-05 |
119-15 |
120-20 |
| PP |
118-21 |
118-21 |
118-21 |
118-29 |
| S1 |
117-24 |
117-24 |
119-01 |
118-07 |
| S2 |
116-08 |
116-08 |
118-26 |
|
| S3 |
113-27 |
115-11 |
118-19 |
|
| S4 |
111-14 |
112-30 |
117-30 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-24 |
128-04 |
121-04 |
|
| R3 |
126-01 |
124-13 |
120-03 |
|
| R2 |
122-10 |
122-10 |
119-24 |
|
| R1 |
120-22 |
120-22 |
119-13 |
121-16 |
| PP |
118-20 |
118-20 |
118-20 |
119-01 |
| S1 |
117-00 |
117-00 |
118-24 |
117-26 |
| S2 |
114-30 |
114-30 |
118-13 |
|
| S3 |
111-07 |
113-10 |
118-02 |
|
| S4 |
107-16 |
109-19 |
117-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-08 |
116-18 |
3-22 |
3.1% |
1-17 |
1.3% |
73% |
False |
False |
316,579 |
| 10 |
120-08 |
116-08 |
4-00 |
3.4% |
1-10 |
1.1% |
75% |
False |
False |
260,527 |
| 20 |
120-08 |
114-03 |
6-05 |
5.2% |
1-05 |
1.0% |
84% |
False |
False |
140,988 |
| 40 |
120-08 |
112-14 |
7-26 |
6.6% |
1-05 |
1.0% |
87% |
False |
False |
70,909 |
| 60 |
120-08 |
110-25 |
9-15 |
7.9% |
1-02 |
0.9% |
89% |
False |
False |
47,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-26 |
|
2.618 |
125-28 |
|
1.618 |
123-15 |
|
1.000 |
122-00 |
|
0.618 |
121-02 |
|
HIGH |
119-18 |
|
0.618 |
118-21 |
|
0.500 |
118-12 |
|
0.382 |
118-03 |
|
LOW |
117-06 |
|
0.618 |
115-22 |
|
1.000 |
114-24 |
|
1.618 |
113-09 |
|
2.618 |
110-28 |
|
4.250 |
106-30 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-31 |
119-02 |
| PP |
118-21 |
118-28 |
| S1 |
118-12 |
118-23 |
|