ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 02-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
117-08 |
118-18 |
1-10 |
1.1% |
118-11 |
| High |
119-18 |
119-19 |
0-01 |
0.0% |
118-13 |
| Low |
116-29 |
118-02 |
1-04 |
1.0% |
116-03 |
| Close |
118-06 |
119-12 |
1-06 |
1.0% |
117-14 |
| Range |
2-21 |
1-18 |
-1-04 |
-41.8% |
2-10 |
| ATR |
2-01 |
2-00 |
-0-01 |
-1.7% |
0-00 |
| Volume |
314,921 |
354,466 |
39,545 |
12.6% |
1,469,742 |
|
| Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-21 |
123-02 |
120-08 |
|
| R3 |
122-03 |
121-17 |
119-26 |
|
| R2 |
120-18 |
120-18 |
119-22 |
|
| R1 |
119-31 |
119-31 |
119-17 |
120-08 |
| PP |
119-00 |
119-00 |
119-00 |
119-05 |
| S1 |
118-14 |
118-14 |
119-08 |
118-23 |
| S2 |
117-15 |
117-15 |
119-03 |
|
| S3 |
115-29 |
116-28 |
118-31 |
|
| S4 |
114-12 |
115-11 |
118-17 |
|
|
| 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 |
116-22 |
4-10 |
3.6% |
2-17 |
2.1% |
63% |
False |
False |
299,739 |
| 10 |
121-00 |
116-03 |
4-29 |
4.1% |
2-05 |
1.8% |
67% |
False |
False |
308,067 |
| 20 |
123-28 |
116-03 |
7-24 |
6.5% |
2-04 |
1.8% |
42% |
False |
False |
360,767 |
| 40 |
123-28 |
113-23 |
10-04 |
8.5% |
1-19 |
1.3% |
56% |
False |
False |
233,939 |
| 60 |
123-28 |
112-14 |
11-14 |
9.6% |
1-15 |
1.2% |
61% |
False |
False |
156,171 |
| 80 |
123-28 |
110-25 |
13-02 |
11.0% |
1-10 |
1.1% |
66% |
False |
False |
117,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-05 |
|
2.618 |
123-21 |
|
1.618 |
122-03 |
|
1.000 |
121-04 |
|
0.618 |
120-18 |
|
HIGH |
119-19 |
|
0.618 |
119-00 |
|
0.500 |
118-26 |
|
0.382 |
118-20 |
|
LOW |
118-02 |
|
0.618 |
117-03 |
|
1.000 |
116-16 |
|
1.618 |
115-17 |
|
2.618 |
114-00 |
|
4.250 |
111-15 |
|
|
| Fisher Pivots for day following 02-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-06 |
119-02 |
| PP |
119-00 |
118-24 |
| S1 |
118-26 |
118-14 |
|