ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 23-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
118-11 |
117-10 |
-1-01 |
-0.9% |
119-28 |
| High |
118-13 |
117-28 |
-0-17 |
-0.4% |
123-28 |
| Low |
116-13 |
116-23 |
0-10 |
0.3% |
117-19 |
| Close |
117-14 |
117-02 |
-0-13 |
-0.3% |
118-05 |
| Range |
2-00 |
1-05 |
-0-27 |
-42.2% |
6-08 |
| ATR |
1-28 |
1-27 |
-0-02 |
-2.7% |
0-00 |
| Volume |
364,281 |
325,522 |
-38,759 |
-10.6% |
2,241,842 |
|
| Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-22 |
120-01 |
117-22 |
|
| R3 |
119-17 |
118-28 |
117-12 |
|
| R2 |
118-12 |
118-12 |
117-08 |
|
| R1 |
117-23 |
117-23 |
117-05 |
117-15 |
| PP |
117-07 |
117-07 |
117-07 |
117-03 |
| S1 |
116-18 |
116-18 |
116-30 |
116-10 |
| S2 |
116-02 |
116-02 |
116-27 |
|
| S3 |
114-29 |
115-13 |
116-23 |
|
| S4 |
113-24 |
114-08 |
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 |
123-10 |
116-13 |
6-28 |
5.9% |
2-06 |
1.9% |
9% |
False |
False |
415,271 |
| 10 |
123-28 |
116-13 |
7-14 |
6.4% |
2-05 |
1.8% |
9% |
False |
False |
407,796 |
| 20 |
123-28 |
116-13 |
7-14 |
6.4% |
1-23 |
1.5% |
9% |
False |
False |
354,112 |
| 40 |
123-28 |
113-00 |
10-28 |
9.3% |
1-13 |
1.2% |
37% |
False |
False |
183,804 |
| 60 |
123-28 |
112-14 |
11-14 |
9.8% |
1-10 |
1.1% |
40% |
False |
False |
122,635 |
| 80 |
123-28 |
110-25 |
13-02 |
11.2% |
1-07 |
1.0% |
48% |
False |
False |
91,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-25 |
|
2.618 |
120-29 |
|
1.618 |
119-24 |
|
1.000 |
119-01 |
|
0.618 |
118-19 |
|
HIGH |
117-28 |
|
0.618 |
117-14 |
|
0.500 |
117-10 |
|
0.382 |
117-05 |
|
LOW |
116-23 |
|
0.618 |
116-00 |
|
1.000 |
115-18 |
|
1.618 |
114-27 |
|
2.618 |
113-22 |
|
4.250 |
111-26 |
|
|
| Fisher Pivots for day following 23-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-10 |
118-19 |
| PP |
117-07 |
118-02 |
| S1 |
117-04 |
117-18 |
|