ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
120-13 |
119-28 |
-0-16 |
-0.4% |
117-07 |
| High |
120-16 |
120-20 |
0-04 |
0.1% |
120-08 |
| Low |
119-11 |
119-16 |
0-05 |
0.1% |
116-18 |
| Close |
119-22 |
120-00 |
0-10 |
0.2% |
119-02 |
| Range |
1-04 |
1-04 |
0-00 |
-1.4% |
3-22 |
| ATR |
1-08 |
1-07 |
0-00 |
-0.7% |
0-00 |
| Volume |
376,424 |
394,858 |
18,434 |
4.9% |
1,193,081 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-13 |
122-26 |
120-19 |
|
| R3 |
122-09 |
121-22 |
120-09 |
|
| R2 |
121-05 |
121-05 |
120-06 |
|
| R1 |
120-18 |
120-18 |
120-03 |
120-28 |
| PP |
120-01 |
120-01 |
120-01 |
120-06 |
| S1 |
119-14 |
119-14 |
119-28 |
119-24 |
| S2 |
118-29 |
118-29 |
119-25 |
|
| S3 |
117-25 |
118-10 |
119-22 |
|
| S4 |
116-21 |
117-06 |
119-12 |
|
|
| 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 |
120-20 |
117-06 |
3-14 |
2.9% |
1-19 |
1.3% |
81% |
True |
False |
379,086 |
| 10 |
120-20 |
116-18 |
4-02 |
3.4% |
1-12 |
1.1% |
84% |
True |
False |
344,927 |
| 20 |
120-20 |
115-00 |
5-20 |
4.7% |
1-05 |
1.0% |
89% |
True |
False |
201,498 |
| 40 |
120-20 |
112-14 |
8-06 |
6.8% |
1-05 |
1.0% |
92% |
True |
False |
101,223 |
| 60 |
120-20 |
111-15 |
9-05 |
7.6% |
1-04 |
0.9% |
93% |
True |
False |
67,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-13 |
|
2.618 |
123-18 |
|
1.618 |
122-14 |
|
1.000 |
121-24 |
|
0.618 |
121-10 |
|
HIGH |
120-20 |
|
0.618 |
120-06 |
|
0.500 |
120-02 |
|
0.382 |
119-30 |
|
LOW |
119-16 |
|
0.618 |
118-26 |
|
1.000 |
118-12 |
|
1.618 |
117-22 |
|
2.618 |
116-18 |
|
4.250 |
114-23 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-02 |
119-29 |
| PP |
120-01 |
119-26 |
| S1 |
120-00 |
119-23 |
|