ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 09-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
118-06 |
119-12 |
1-05 |
1.0% |
117-07 |
| High |
119-18 |
120-16 |
0-29 |
0.8% |
120-08 |
| Low |
117-06 |
118-26 |
1-20 |
1.4% |
116-18 |
| Close |
119-08 |
120-06 |
0-30 |
0.8% |
119-02 |
| Range |
2-13 |
1-22 |
-0-24 |
-30.5% |
3-22 |
| ATR |
1-07 |
1-08 |
0-01 |
2.7% |
0-00 |
| Volume |
389,817 |
442,212 |
52,395 |
13.4% |
1,193,081 |
|
| Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-27 |
124-06 |
121-03 |
|
| R3 |
123-06 |
122-16 |
120-21 |
|
| R2 |
121-16 |
121-16 |
120-16 |
|
| R1 |
120-27 |
120-27 |
120-11 |
121-06 |
| PP |
119-26 |
119-26 |
119-26 |
120-00 |
| S1 |
119-06 |
119-06 |
120-01 |
119-16 |
| S2 |
118-05 |
118-05 |
119-28 |
|
| S3 |
116-16 |
117-16 |
119-23 |
|
| S4 |
114-26 |
115-26 |
119-09 |
|
|
| 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 |
120-16 |
117-06 |
3-10 |
2.8% |
1-17 |
1.3% |
91% |
True |
False |
350,423 |
| 10 |
120-16 |
116-18 |
3-30 |
3.3% |
1-09 |
1.1% |
92% |
True |
False |
300,427 |
| 20 |
120-16 |
114-20 |
5-28 |
4.9% |
1-05 |
1.0% |
95% |
True |
False |
163,042 |
| 40 |
120-16 |
112-14 |
8-02 |
6.7% |
1-05 |
1.0% |
96% |
True |
False |
81,959 |
| 60 |
120-16 |
110-25 |
9-22 |
8.1% |
1-03 |
0.9% |
97% |
True |
False |
54,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-19 |
|
2.618 |
124-28 |
|
1.618 |
123-06 |
|
1.000 |
122-05 |
|
0.618 |
121-17 |
|
HIGH |
120-16 |
|
0.618 |
119-27 |
|
0.500 |
119-21 |
|
0.382 |
119-14 |
|
LOW |
118-26 |
|
0.618 |
117-25 |
|
1.000 |
117-04 |
|
1.618 |
116-03 |
|
2.618 |
114-14 |
|
4.250 |
111-23 |
|
|
| Fisher Pivots for day following 09-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-00 |
119-24 |
| PP |
119-26 |
119-09 |
| S1 |
119-21 |
118-26 |
|