ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 16-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
119-28 |
122-18 |
2-23 |
2.3% |
118-06 |
| High |
122-25 |
123-28 |
1-02 |
0.9% |
120-20 |
| Low |
119-14 |
120-24 |
1-10 |
1.1% |
117-06 |
| Close |
121-10 |
121-20 |
0-10 |
0.3% |
118-19 |
| Range |
3-12 |
3-04 |
-0-08 |
-7.0% |
3-14 |
| ATR |
1-15 |
1-19 |
0-04 |
8.0% |
0-00 |
| Volume |
441,816 |
413,473 |
-28,343 |
-6.4% |
1,978,353 |
|
| Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-14 |
129-21 |
123-11 |
|
| R3 |
128-10 |
126-17 |
122-16 |
|
| R2 |
125-06 |
125-06 |
122-06 |
|
| R1 |
123-13 |
123-13 |
121-29 |
122-24 |
| PP |
122-02 |
122-02 |
122-02 |
121-24 |
| S1 |
120-09 |
120-09 |
121-11 |
119-20 |
| S2 |
118-30 |
118-30 |
121-02 |
|
| S3 |
115-26 |
117-05 |
120-24 |
|
| S4 |
112-22 |
114-01 |
119-29 |
|
|
| 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 |
123-28 |
118-17 |
5-10 |
4.4% |
2-03 |
1.7% |
58% |
True |
False |
400,322 |
| 10 |
123-28 |
117-06 |
6-22 |
5.5% |
1-26 |
1.5% |
67% |
True |
False |
375,373 |
| 20 |
123-28 |
116-08 |
7-20 |
6.3% |
1-14 |
1.2% |
71% |
True |
False |
262,525 |
| 40 |
123-28 |
112-14 |
11-14 |
9.4% |
1-09 |
1.0% |
80% |
True |
False |
131,935 |
| 60 |
123-28 |
112-06 |
11-22 |
9.6% |
1-07 |
1.0% |
81% |
True |
False |
88,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-04 |
|
2.618 |
132-01 |
|
1.618 |
128-29 |
|
1.000 |
127-00 |
|
0.618 |
125-25 |
|
HIGH |
123-28 |
|
0.618 |
122-21 |
|
0.500 |
122-10 |
|
0.382 |
121-30 |
|
LOW |
120-24 |
|
0.618 |
118-26 |
|
1.000 |
117-20 |
|
1.618 |
115-22 |
|
2.618 |
112-18 |
|
4.250 |
107-14 |
|
|
| Fisher Pivots for day following 16-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122-10 |
121-15 |
| PP |
122-02 |
121-11 |
| S1 |
121-27 |
121-06 |
|