ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 25-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117-04 |
116-30 |
-0-06 |
-0.2% |
119-28 |
| High |
118-02 |
117-12 |
-0-22 |
-0.6% |
123-28 |
| Low |
116-24 |
116-03 |
-0-21 |
-0.6% |
117-19 |
| Close |
117-12 |
116-24 |
-0-19 |
-0.5% |
118-05 |
| Range |
1-10 |
1-09 |
-0-02 |
-3.5% |
6-08 |
| ATR |
1-25 |
1-24 |
-0-01 |
-2.0% |
0-00 |
| Volume |
278,127 |
236,406 |
-41,721 |
-15.0% |
2,241,842 |
|
| Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-19 |
119-31 |
117-15 |
|
| R3 |
119-10 |
118-22 |
117-04 |
|
| R2 |
118-01 |
118-01 |
117-00 |
|
| R1 |
117-13 |
117-13 |
116-28 |
117-02 |
| PP |
116-24 |
116-24 |
116-24 |
116-19 |
| S1 |
116-04 |
116-04 |
116-21 |
115-25 |
| S2 |
115-15 |
115-15 |
116-17 |
|
| S3 |
114-06 |
114-27 |
116-13 |
|
| S4 |
112-29 |
113-18 |
116-02 |
|
|
| 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 |
120-25 |
116-03 |
4-22 |
4.0% |
1-25 |
1.5% |
14% |
False |
True |
316,395 |
| 10 |
123-28 |
116-03 |
7-24 |
6.7% |
2-06 |
1.9% |
9% |
False |
True |
382,122 |
| 20 |
123-28 |
116-03 |
7-24 |
6.7% |
1-25 |
1.5% |
9% |
False |
True |
363,524 |
| 40 |
123-28 |
113-10 |
10-18 |
9.0% |
1-13 |
1.2% |
33% |
False |
False |
196,630 |
| 60 |
123-28 |
112-14 |
11-14 |
9.8% |
1-11 |
1.1% |
38% |
False |
False |
131,205 |
| 80 |
123-28 |
110-25 |
13-02 |
11.2% |
1-07 |
1.0% |
46% |
False |
False |
98,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-26 |
|
2.618 |
120-23 |
|
1.618 |
119-14 |
|
1.000 |
118-21 |
|
0.618 |
118-05 |
|
HIGH |
117-12 |
|
0.618 |
116-28 |
|
0.500 |
116-24 |
|
0.382 |
116-19 |
|
LOW |
116-03 |
|
0.618 |
115-10 |
|
1.000 |
114-26 |
|
1.618 |
114-01 |
|
2.618 |
112-24 |
|
4.250 |
110-21 |
|
|
| Fisher Pivots for day following 25-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-24 |
117-03 |
| PP |
116-24 |
116-31 |
| S1 |
116-24 |
116-28 |
|