ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
119-26 |
119-28 |
0-02 |
0.0% |
118-06 |
| High |
120-10 |
122-25 |
2-16 |
2.1% |
120-20 |
| Low |
118-17 |
119-14 |
0-28 |
0.8% |
117-06 |
| Close |
118-19 |
121-10 |
2-22 |
2.3% |
118-19 |
| Range |
1-24 |
3-12 |
1-19 |
90.3% |
3-14 |
| ATR |
1-09 |
1-15 |
0-07 |
16.4% |
0-00 |
| Volume |
375,042 |
441,816 |
66,774 |
17.8% |
1,978,353 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-08 |
129-20 |
123-05 |
|
| R3 |
127-28 |
126-09 |
122-07 |
|
| R2 |
124-17 |
124-17 |
121-29 |
|
| R1 |
122-29 |
122-29 |
121-19 |
123-23 |
| PP |
121-05 |
121-05 |
121-05 |
121-18 |
| S1 |
119-18 |
119-18 |
121-00 |
120-12 |
| S2 |
117-26 |
117-26 |
120-22 |
|
| S3 |
114-14 |
116-06 |
120-12 |
|
| S4 |
111-03 |
112-27 |
119-14 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-05 |
127-10 |
120-16 |
|
| R3 |
125-22 |
123-28 |
119-17 |
|
| R2 |
122-08 |
122-08 |
119-07 |
|
| R1 |
120-14 |
120-14 |
118-29 |
121-11 |
| PP |
118-26 |
118-26 |
118-26 |
119-08 |
| S1 |
116-31 |
116-31 |
118-09 |
117-28 |
| S2 |
115-11 |
115-11 |
117-31 |
|
| S3 |
111-28 |
113-16 |
117-21 |
|
| S4 |
108-14 |
110-02 |
116-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-25 |
118-17 |
4-08 |
3.5% |
1-26 |
1.5% |
65% |
True |
False |
406,070 |
| 10 |
122-25 |
116-18 |
6-08 |
5.1% |
1-22 |
1.4% |
76% |
True |
False |
361,325 |
| 20 |
122-25 |
116-08 |
6-17 |
5.4% |
1-10 |
1.1% |
77% |
True |
False |
241,999 |
| 40 |
122-25 |
112-14 |
10-11 |
8.5% |
1-07 |
1.0% |
86% |
True |
False |
121,607 |
| 60 |
122-25 |
112-04 |
10-21 |
8.8% |
1-05 |
1.0% |
86% |
True |
False |
81,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-02 |
|
2.618 |
131-18 |
|
1.618 |
128-07 |
|
1.000 |
126-04 |
|
0.618 |
124-27 |
|
HIGH |
122-25 |
|
0.618 |
121-16 |
|
0.500 |
121-03 |
|
0.382 |
120-23 |
|
LOW |
119-14 |
|
0.618 |
117-11 |
|
1.000 |
116-02 |
|
1.618 |
114-00 |
|
2.618 |
110-20 |
|
4.250 |
105-05 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121-07 |
121-03 |
| PP |
121-05 |
120-28 |
| S1 |
121-03 |
120-21 |
|