ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 06-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
119-15 |
120-10 |
0-27 |
0.7% |
117-04 |
| High |
120-14 |
122-12 |
1-29 |
1.6% |
121-00 |
| Low |
117-26 |
120-05 |
2-10 |
2.0% |
116-25 |
| Close |
119-20 |
121-31 |
2-10 |
1.9% |
119-20 |
| Range |
2-20 |
2-06 |
-0-14 |
-16.1% |
4-07 |
| ATR |
2-01 |
2-03 |
0-02 |
2.4% |
0-00 |
| Volume |
242,100 |
305,867 |
63,767 |
26.3% |
1,475,389 |
|
| Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-03 |
127-08 |
123-06 |
|
| R3 |
125-29 |
125-01 |
122-18 |
|
| R2 |
123-22 |
123-22 |
122-12 |
|
| R1 |
122-27 |
122-27 |
122-05 |
123-08 |
| PP |
121-16 |
121-16 |
121-16 |
121-23 |
| S1 |
120-20 |
120-20 |
121-25 |
121-02 |
| S2 |
119-09 |
119-09 |
121-18 |
|
| S3 |
117-03 |
118-14 |
121-12 |
|
| S4 |
114-28 |
116-07 |
120-24 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-26 |
129-30 |
121-31 |
|
| R3 |
127-18 |
125-23 |
120-26 |
|
| R2 |
123-12 |
123-12 |
120-13 |
|
| R1 |
121-16 |
121-16 |
120-01 |
122-14 |
| PP |
119-04 |
119-04 |
119-04 |
119-19 |
| S1 |
117-09 |
117-09 |
119-08 |
118-07 |
| S2 |
114-30 |
114-30 |
118-28 |
|
| S3 |
110-22 |
113-02 |
118-15 |
|
| S4 |
106-16 |
108-27 |
117-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-12 |
116-28 |
5-16 |
4.5% |
2-14 |
2.0% |
93% |
True |
False |
313,096 |
| 10 |
122-12 |
116-03 |
6-08 |
5.1% |
2-04 |
1.7% |
94% |
True |
False |
288,671 |
| 20 |
123-28 |
116-03 |
7-24 |
6.4% |
2-05 |
1.8% |
76% |
False |
False |
354,068 |
| 40 |
123-28 |
114-03 |
9-24 |
8.0% |
1-21 |
1.4% |
81% |
False |
False |
247,528 |
| 60 |
123-28 |
112-14 |
11-14 |
9.4% |
1-16 |
1.2% |
83% |
False |
False |
165,296 |
| 80 |
123-28 |
110-25 |
13-02 |
10.7% |
1-11 |
1.1% |
86% |
False |
False |
123,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-23 |
|
2.618 |
128-04 |
|
1.618 |
125-30 |
|
1.000 |
124-18 |
|
0.618 |
123-23 |
|
HIGH |
122-12 |
|
0.618 |
121-17 |
|
0.500 |
121-08 |
|
0.382 |
121-00 |
|
LOW |
120-05 |
|
0.618 |
118-25 |
|
1.000 |
117-30 |
|
1.618 |
116-19 |
|
2.618 |
114-12 |
|
4.250 |
110-25 |
|
|
| Fisher Pivots for day following 06-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121-23 |
121-11 |
| PP |
121-16 |
120-23 |
| S1 |
121-08 |
120-03 |
|