ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 30-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117-04 |
119-31 |
2-27 |
2.4% |
118-11 |
| High |
121-00 |
120-01 |
-0-31 |
-0.8% |
118-13 |
| Low |
116-25 |
116-28 |
0-03 |
0.1% |
116-03 |
| Close |
119-26 |
117-06 |
-2-21 |
-2.2% |
117-14 |
| Range |
4-07 |
3-05 |
-1-02 |
-25.2% |
2-10 |
| ATR |
1-28 |
1-31 |
0-03 |
4.8% |
0-00 |
| Volume |
215,773 |
348,129 |
132,356 |
61.3% |
1,469,742 |
|
| Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-16 |
125-16 |
118-29 |
|
| R3 |
124-11 |
122-11 |
118-01 |
|
| R2 |
121-06 |
121-06 |
117-24 |
|
| R1 |
119-06 |
119-06 |
117-15 |
118-19 |
| PP |
118-01 |
118-01 |
118-01 |
117-24 |
| S1 |
116-01 |
116-01 |
116-28 |
115-14 |
| S2 |
114-28 |
114-28 |
116-19 |
|
| S3 |
111-23 |
112-28 |
116-10 |
|
| S4 |
108-18 |
109-23 |
115-14 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-08 |
123-05 |
118-23 |
|
| R3 |
121-30 |
120-27 |
118-02 |
|
| R2 |
119-20 |
119-20 |
117-28 |
|
| R1 |
118-17 |
118-17 |
117-21 |
117-30 |
| PP |
117-10 |
117-10 |
117-10 |
117-00 |
| S1 |
116-07 |
116-07 |
117-07 |
115-20 |
| S2 |
115-00 |
115-00 |
117-00 |
|
| S3 |
112-22 |
113-29 |
116-26 |
|
| S4 |
110-12 |
111-19 |
116-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-00 |
116-03 |
4-29 |
4.2% |
2-06 |
1.9% |
22% |
False |
False |
268,768 |
| 10 |
123-10 |
116-03 |
7-06 |
6.1% |
2-06 |
1.9% |
15% |
False |
False |
342,019 |
| 20 |
123-28 |
116-03 |
7-24 |
6.6% |
2-00 |
1.7% |
14% |
False |
False |
358,696 |
| 40 |
123-28 |
113-10 |
10-18 |
9.0% |
1-18 |
1.3% |
37% |
False |
False |
217,290 |
| 60 |
123-28 |
112-14 |
11-14 |
9.7% |
1-13 |
1.2% |
41% |
False |
False |
145,021 |
| 80 |
123-28 |
110-25 |
13-02 |
11.2% |
1-09 |
1.1% |
49% |
False |
False |
108,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-14 |
|
2.618 |
128-09 |
|
1.618 |
125-04 |
|
1.000 |
123-06 |
|
0.618 |
121-31 |
|
HIGH |
120-01 |
|
0.618 |
118-26 |
|
0.500 |
118-14 |
|
0.382 |
118-03 |
|
LOW |
116-28 |
|
0.618 |
114-30 |
|
1.000 |
113-23 |
|
1.618 |
111-25 |
|
2.618 |
108-20 |
|
4.250 |
103-15 |
|
|
| Fisher Pivots for day following 30-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-14 |
118-27 |
| PP |
118-01 |
118-09 |
| S1 |
117-19 |
117-23 |
|