ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 07-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
120-10 |
121-16 |
1-06 |
1.0% |
117-04 |
| High |
122-12 |
121-26 |
-0-18 |
-0.5% |
121-00 |
| Low |
120-05 |
120-06 |
0-01 |
0.0% |
116-25 |
| Close |
121-31 |
120-24 |
-1-08 |
-1.0% |
119-20 |
| Range |
2-06 |
1-20 |
-0-19 |
-27.0% |
4-07 |
| ATR |
2-03 |
2-02 |
-0-01 |
-1.0% |
0-00 |
| Volume |
305,867 |
333,702 |
27,835 |
9.1% |
1,475,389 |
|
| Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-24 |
124-27 |
121-20 |
|
| R3 |
124-04 |
123-08 |
121-06 |
|
| R2 |
122-16 |
122-16 |
121-01 |
|
| R1 |
121-20 |
121-20 |
120-28 |
121-08 |
| PP |
120-29 |
120-29 |
120-29 |
120-23 |
| S1 |
120-00 |
120-00 |
120-19 |
119-21 |
| S2 |
119-10 |
119-10 |
120-14 |
|
| S3 |
117-22 |
118-13 |
120-09 |
|
| S4 |
116-02 |
116-26 |
119-27 |
|
|
| 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 |
116-29 |
5-14 |
4.5% |
2-04 |
1.8% |
70% |
False |
False |
310,211 |
| 10 |
122-12 |
116-03 |
6-08 |
5.2% |
2-05 |
1.8% |
74% |
False |
False |
289,489 |
| 20 |
123-28 |
116-03 |
7-24 |
6.4% |
2-05 |
1.8% |
60% |
False |
False |
348,643 |
| 40 |
123-28 |
114-20 |
9-08 |
7.6% |
1-21 |
1.4% |
66% |
False |
False |
255,842 |
| 60 |
123-28 |
112-14 |
11-14 |
9.5% |
1-16 |
1.2% |
73% |
False |
False |
170,854 |
| 80 |
123-28 |
110-25 |
13-02 |
10.8% |
1-12 |
1.1% |
76% |
False |
False |
128,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-20 |
|
2.618 |
126-00 |
|
1.618 |
124-13 |
|
1.000 |
123-13 |
|
0.618 |
122-25 |
|
HIGH |
121-26 |
|
0.618 |
121-06 |
|
0.500 |
121-00 |
|
0.382 |
120-26 |
|
LOW |
120-06 |
|
0.618 |
119-06 |
|
1.000 |
118-18 |
|
1.618 |
117-19 |
|
2.618 |
115-31 |
|
4.250 |
113-11 |
|
|
| Fisher Pivots for day following 07-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121-00 |
120-17 |
| PP |
120-29 |
120-10 |
| S1 |
120-26 |
120-03 |
|