ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 09-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
120-12 |
118-16 |
-1-27 |
-1.5% |
117-04 |
| High |
121-28 |
119-02 |
-2-27 |
-2.3% |
121-00 |
| Low |
117-13 |
116-14 |
-1-00 |
-0.8% |
116-25 |
| Close |
118-09 |
116-16 |
-1-24 |
-1.5% |
119-20 |
| Range |
4-16 |
2-20 |
-1-28 |
-41.5% |
4-07 |
| ATR |
2-08 |
2-08 |
0-01 |
1.2% |
0-00 |
| Volume |
312,343 |
473,959 |
161,616 |
51.7% |
1,475,389 |
|
| Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-06 |
123-16 |
117-31 |
|
| R3 |
122-18 |
120-28 |
117-08 |
|
| R2 |
119-30 |
119-30 |
117-00 |
|
| R1 |
118-08 |
118-08 |
116-24 |
117-25 |
| PP |
117-10 |
117-10 |
117-10 |
117-03 |
| S1 |
115-20 |
115-20 |
116-09 |
115-05 |
| S2 |
114-22 |
114-22 |
116-01 |
|
| S3 |
112-02 |
113-00 |
115-25 |
|
| S4 |
109-14 |
110-12 |
115-02 |
|
|
| 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 |
116-14 |
5-30 |
5.1% |
2-23 |
2.3% |
2% |
False |
True |
333,594 |
| 10 |
122-12 |
116-14 |
5-30 |
5.1% |
2-20 |
2.2% |
2% |
False |
True |
316,666 |
| 20 |
123-28 |
116-03 |
7-24 |
6.7% |
2-13 |
2.1% |
5% |
False |
False |
349,394 |
| 40 |
123-28 |
115-00 |
8-28 |
7.6% |
1-25 |
1.5% |
17% |
False |
False |
275,446 |
| 60 |
123-28 |
112-14 |
11-14 |
9.8% |
1-18 |
1.3% |
36% |
False |
False |
183,947 |
| 80 |
123-28 |
111-15 |
12-12 |
10.6% |
1-14 |
1.2% |
41% |
False |
False |
137,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-06 |
|
2.618 |
125-29 |
|
1.618 |
123-09 |
|
1.000 |
121-22 |
|
0.618 |
120-21 |
|
HIGH |
119-02 |
|
0.618 |
118-01 |
|
0.500 |
117-24 |
|
0.382 |
117-14 |
|
LOW |
116-14 |
|
0.618 |
114-26 |
|
1.000 |
113-26 |
|
1.618 |
112-06 |
|
2.618 |
109-18 |
|
4.250 |
105-08 |
|
|
| Fisher Pivots for day following 09-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-24 |
119-05 |
| PP |
117-10 |
118-09 |
| S1 |
116-30 |
117-13 |
|