ECBOT 30 Year Treasury Bond Future December 2008
Trading Metrics calculated at close of trading on 10-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
119-12 |
120-13 |
1-02 |
0.9% |
117-07 |
High |
120-16 |
120-16 |
0-00 |
0.0% |
120-08 |
Low |
118-26 |
119-11 |
0-17 |
0.4% |
116-18 |
Close |
120-06 |
119-22 |
-0-16 |
-0.4% |
119-02 |
Range |
1-22 |
1-04 |
-0-17 |
-31.8% |
3-22 |
ATR |
1-08 |
1-08 |
0-00 |
-0.6% |
0-00 |
Volume |
442,212 |
376,424 |
-65,788 |
-14.9% |
1,193,081 |
|
Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-08 |
122-20 |
120-10 |
|
R3 |
122-04 |
121-15 |
120-00 |
|
R2 |
120-31 |
120-31 |
119-29 |
|
R1 |
120-11 |
120-11 |
119-25 |
120-03 |
PP |
119-27 |
119-27 |
119-27 |
119-23 |
S1 |
119-06 |
119-06 |
119-19 |
118-30 |
S2 |
118-22 |
118-22 |
119-15 |
|
S3 |
117-18 |
118-02 |
119-12 |
|
S4 |
116-13 |
116-29 |
119-02 |
|
|
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% |
1-19 |
1.3% |
76% |
True |
False |
350,822 |
10 |
120-16 |
116-18 |
3-30 |
3.3% |
1-11 |
1.1% |
80% |
True |
False |
326,166 |
20 |
120-16 |
114-31 |
5-16 |
4.6% |
1-05 |
1.0% |
86% |
True |
False |
181,812 |
40 |
120-16 |
112-14 |
8-02 |
6.7% |
1-05 |
1.0% |
90% |
True |
False |
91,359 |
60 |
120-16 |
110-26 |
9-22 |
8.1% |
1-03 |
0.9% |
92% |
True |
False |
60,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-11 |
2.618 |
123-15 |
1.618 |
122-11 |
1.000 |
121-20 |
0.618 |
121-06 |
HIGH |
120-16 |
0.618 |
120-02 |
0.500 |
119-29 |
0.382 |
119-25 |
LOW |
119-11 |
0.618 |
118-20 |
1.000 |
118-06 |
1.618 |
117-16 |
2.618 |
116-11 |
4.250 |
114-16 |
|
|
Fisher Pivots for day following 10-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
119-29 |
119-13 |
PP |
119-27 |
119-04 |
S1 |
119-24 |
118-26 |
|