ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 01-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
119-31 |
117-08 |
-2-22 |
-2.3% |
118-11 |
| High |
120-01 |
119-18 |
-0-15 |
-0.4% |
118-13 |
| Low |
116-28 |
116-29 |
0-01 |
0.0% |
116-03 |
| Close |
117-06 |
118-06 |
1-01 |
0.9% |
117-14 |
| Range |
3-05 |
2-21 |
-0-16 |
-15.8% |
2-10 |
| ATR |
1-31 |
2-01 |
0-02 |
2.5% |
0-00 |
| Volume |
348,129 |
314,921 |
-33,208 |
-9.5% |
1,469,742 |
|
| Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-06 |
124-27 |
119-21 |
|
| R3 |
123-17 |
122-06 |
118-30 |
|
| R2 |
120-28 |
120-28 |
118-22 |
|
| R1 |
119-17 |
119-17 |
118-14 |
120-07 |
| PP |
118-07 |
118-07 |
118-07 |
118-18 |
| S1 |
116-28 |
116-28 |
117-31 |
117-18 |
| S2 |
115-18 |
115-18 |
117-23 |
|
| S3 |
112-29 |
114-07 |
117-15 |
|
| S4 |
110-08 |
111-18 |
116-24 |
|
|
| 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% |
2-15 |
2.1% |
43% |
False |
False |
276,127 |
| 10 |
122-16 |
116-03 |
6-13 |
5.4% |
2-06 |
1.9% |
33% |
False |
False |
318,993 |
| 20 |
123-28 |
116-03 |
7-24 |
6.6% |
2-03 |
1.8% |
27% |
False |
False |
355,720 |
| 40 |
123-28 |
113-10 |
10-18 |
8.9% |
1-19 |
1.3% |
46% |
False |
False |
225,155 |
| 60 |
123-28 |
112-14 |
11-14 |
9.7% |
1-14 |
1.2% |
50% |
False |
False |
150,264 |
| 80 |
123-28 |
110-25 |
13-02 |
11.1% |
1-10 |
1.1% |
57% |
False |
False |
112,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-27 |
|
2.618 |
126-17 |
|
1.618 |
123-28 |
|
1.000 |
122-07 |
|
0.618 |
121-07 |
|
HIGH |
119-18 |
|
0.618 |
118-18 |
|
0.500 |
118-08 |
|
0.382 |
117-29 |
|
LOW |
116-29 |
|
0.618 |
115-08 |
|
1.000 |
114-08 |
|
1.618 |
112-19 |
|
2.618 |
109-30 |
|
4.250 |
105-20 |
|
|
| Fisher Pivots for day following 01-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-08 |
118-28 |
| PP |
118-07 |
118-21 |
| S1 |
118-07 |
118-14 |
|