ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
121-30 |
120-24 |
-1-06 |
-1.0% |
119-28 |
| High |
122-16 |
120-25 |
-1-23 |
-1.4% |
123-28 |
| Low |
120-18 |
117-19 |
-2-30 |
-2.4% |
117-19 |
| Close |
121-26 |
118-05 |
-3-21 |
-3.0% |
118-05 |
| Range |
1-30 |
3-06 |
1-08 |
63.2% |
6-08 |
| ATR |
1-22 |
1-28 |
0-06 |
10.7% |
0-00 |
| Volume |
463,727 |
377,639 |
-86,088 |
-18.6% |
2,241,842 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-13 |
126-15 |
119-29 |
|
| R3 |
125-07 |
123-09 |
119-01 |
|
| R2 |
122-01 |
122-01 |
118-24 |
|
| R1 |
120-03 |
120-03 |
118-14 |
119-15 |
| PP |
118-27 |
118-27 |
118-27 |
118-17 |
| S1 |
116-29 |
116-29 |
117-28 |
116-09 |
| S2 |
115-21 |
115-21 |
117-18 |
|
| S3 |
112-15 |
113-23 |
117-09 |
|
| S4 |
109-09 |
110-17 |
116-13 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-21 |
134-22 |
121-19 |
|
| R3 |
132-13 |
128-13 |
119-28 |
|
| R2 |
126-04 |
126-04 |
119-10 |
|
| R1 |
122-05 |
122-05 |
118-23 |
121-00 |
| PP |
119-28 |
119-28 |
119-28 |
119-10 |
| S1 |
115-28 |
115-28 |
117-19 |
114-24 |
| S2 |
113-19 |
113-19 |
117-00 |
|
| S3 |
107-11 |
109-20 |
116-14 |
|
| S4 |
101-02 |
103-11 |
114-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-28 |
117-19 |
6-08 |
5.3% |
2-27 |
2.4% |
9% |
False |
True |
448,368 |
| 10 |
123-28 |
117-06 |
6-22 |
5.7% |
2-08 |
1.9% |
15% |
False |
False |
422,019 |
| 20 |
123-28 |
116-08 |
7-20 |
6.4% |
1-22 |
1.4% |
25% |
False |
False |
327,026 |
| 40 |
123-28 |
112-26 |
11-02 |
9.3% |
1-13 |
1.2% |
48% |
False |
False |
166,572 |
| 60 |
123-28 |
112-14 |
11-14 |
9.7% |
1-10 |
1.1% |
50% |
False |
False |
111,142 |
| 80 |
123-28 |
110-25 |
13-02 |
11.1% |
1-06 |
1.0% |
56% |
False |
False |
83,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-10 |
|
2.618 |
129-04 |
|
1.618 |
125-30 |
|
1.000 |
123-31 |
|
0.618 |
122-24 |
|
HIGH |
120-25 |
|
0.618 |
119-18 |
|
0.500 |
119-06 |
|
0.382 |
118-26 |
|
LOW |
117-19 |
|
0.618 |
115-20 |
|
1.000 |
114-13 |
|
1.618 |
112-14 |
|
2.618 |
109-08 |
|
4.250 |
104-02 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-06 |
120-14 |
| PP |
118-27 |
119-22 |
| S1 |
118-16 |
118-29 |
|