ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 10-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
118-16 |
117-05 |
-1-12 |
-1.1% |
120-10 |
| High |
119-02 |
117-20 |
-1-13 |
-1.2% |
122-12 |
| Low |
116-14 |
116-00 |
-0-13 |
-0.3% |
116-00 |
| Close |
116-16 |
116-20 |
0-04 |
0.1% |
116-20 |
| Range |
2-20 |
1-20 |
-1-00 |
-38.1% |
6-11 |
| ATR |
2-08 |
2-07 |
-0-01 |
-2.0% |
0-00 |
| Volume |
473,959 |
293,455 |
-180,504 |
-38.1% |
1,719,326 |
|
| Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-20 |
120-24 |
117-17 |
|
| R3 |
120-00 |
119-04 |
117-02 |
|
| R2 |
118-12 |
118-12 |
116-30 |
|
| R1 |
117-16 |
117-16 |
116-25 |
117-04 |
| PP |
116-24 |
116-24 |
116-24 |
116-18 |
| S1 |
115-28 |
115-28 |
116-15 |
115-16 |
| S2 |
115-04 |
115-04 |
116-10 |
|
| S3 |
113-16 |
114-08 |
116-06 |
|
| S4 |
111-28 |
112-20 |
115-23 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-12 |
133-11 |
120-04 |
|
| R3 |
131-01 |
127-00 |
118-12 |
|
| R2 |
124-22 |
124-22 |
117-25 |
|
| R1 |
120-21 |
120-21 |
117-07 |
119-16 |
| PP |
118-11 |
118-11 |
118-11 |
117-24 |
| S1 |
114-10 |
114-10 |
116-01 |
113-05 |
| S2 |
112-00 |
112-00 |
115-15 |
|
| S3 |
105-21 |
107-31 |
114-28 |
|
| S4 |
99-10 |
101-20 |
113-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-12 |
116-00 |
6-11 |
5.4% |
2-16 |
2.2% |
10% |
False |
True |
343,865 |
| 10 |
122-12 |
116-00 |
6-11 |
5.4% |
2-22 |
2.3% |
10% |
False |
True |
319,471 |
| 20 |
123-28 |
116-00 |
7-27 |
6.7% |
2-12 |
2.0% |
8% |
False |
True |
345,314 |
| 40 |
123-28 |
115-23 |
8-04 |
7.0% |
1-25 |
1.5% |
11% |
False |
False |
282,734 |
| 60 |
123-28 |
112-14 |
11-14 |
9.8% |
1-18 |
1.3% |
37% |
False |
False |
188,821 |
| 80 |
123-28 |
111-17 |
12-10 |
10.6% |
1-14 |
1.2% |
41% |
False |
False |
141,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-18 |
|
2.618 |
121-29 |
|
1.618 |
120-09 |
|
1.000 |
119-08 |
|
0.618 |
118-21 |
|
HIGH |
117-20 |
|
0.618 |
117-01 |
|
0.500 |
116-26 |
|
0.382 |
116-20 |
|
LOW |
116-00 |
|
0.618 |
115-00 |
|
1.000 |
114-12 |
|
1.618 |
113-12 |
|
2.618 |
111-24 |
|
4.250 |
109-04 |
|
|
| Fisher Pivots for day following 10-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-26 |
118-30 |
| PP |
116-24 |
118-06 |
| S1 |
116-22 |
117-13 |
|