ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
121-25 |
121-30 |
0-06 |
0.1% |
118-06 |
| High |
123-10 |
122-16 |
-0-26 |
-0.6% |
120-20 |
| Low |
120-21 |
120-18 |
-0-04 |
-0.1% |
117-06 |
| Close |
121-30 |
121-26 |
-0-04 |
-0.1% |
118-19 |
| Range |
2-20 |
1-30 |
-0-22 |
-26.0% |
3-14 |
| ATR |
1-21 |
1-22 |
0-01 |
1.2% |
0-00 |
| Volume |
545,187 |
463,727 |
-81,460 |
-14.9% |
1,978,353 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-15 |
126-19 |
122-28 |
|
| R3 |
125-17 |
124-21 |
122-11 |
|
| R2 |
123-18 |
123-18 |
122-05 |
|
| R1 |
122-22 |
122-22 |
122-00 |
122-05 |
| PP |
121-20 |
121-20 |
121-20 |
121-11 |
| S1 |
120-24 |
120-24 |
121-20 |
120-06 |
| S2 |
119-21 |
119-21 |
121-15 |
|
| S3 |
117-23 |
118-25 |
121-09 |
|
| S4 |
115-24 |
116-27 |
120-24 |
|
|
| 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% |
2-18 |
2.1% |
62% |
False |
False |
447,849 |
| 10 |
123-28 |
117-06 |
6-22 |
5.5% |
2-03 |
1.7% |
69% |
False |
False |
413,467 |
| 20 |
123-28 |
116-08 |
7-20 |
6.2% |
1-19 |
1.3% |
73% |
False |
False |
310,823 |
| 40 |
123-28 |
112-26 |
11-02 |
9.1% |
1-11 |
1.1% |
81% |
False |
False |
157,135 |
| 60 |
123-28 |
112-06 |
11-22 |
9.6% |
1-08 |
1.0% |
82% |
False |
False |
104,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-26 |
|
2.618 |
127-20 |
|
1.618 |
125-21 |
|
1.000 |
124-14 |
|
0.618 |
123-23 |
|
HIGH |
122-16 |
|
0.618 |
121-24 |
|
0.500 |
121-17 |
|
0.382 |
121-09 |
|
LOW |
120-18 |
|
0.618 |
119-11 |
|
1.000 |
118-19 |
|
1.618 |
117-12 |
|
2.618 |
115-14 |
|
4.250 |
112-08 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121-23 |
122-06 |
| PP |
121-20 |
122-02 |
| S1 |
121-17 |
121-30 |
|