ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 13-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
117-05 |
116-20 |
-0-17 |
-0.5% |
120-10 |
| High |
117-20 |
116-20 |
-1-00 |
-0.9% |
122-12 |
| Low |
116-00 |
114-16 |
-1-16 |
-1.3% |
116-00 |
| Close |
116-20 |
115-02 |
-1-18 |
-1.3% |
116-20 |
| Range |
1-20 |
2-04 |
0-16 |
30.8% |
6-11 |
| ATR |
2-07 |
2-07 |
0-00 |
-0.3% |
0-00 |
| Volume |
293,455 |
237,637 |
-55,818 |
-19.0% |
1,719,326 |
|
| Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-25 |
120-17 |
116-07 |
|
| R3 |
119-21 |
118-13 |
115-21 |
|
| R2 |
117-17 |
117-17 |
115-14 |
|
| R1 |
116-09 |
116-09 |
115-08 |
115-27 |
| PP |
115-13 |
115-13 |
115-13 |
115-06 |
| S1 |
114-05 |
114-05 |
114-28 |
113-23 |
| S2 |
113-09 |
113-09 |
114-22 |
|
| S3 |
111-05 |
112-01 |
114-15 |
|
| S4 |
109-01 |
109-29 |
113-29 |
|
|
| 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 |
121-28 |
114-16 |
7-12 |
6.4% |
2-16 |
2.2% |
8% |
False |
True |
330,219 |
| 10 |
122-12 |
114-16 |
7-28 |
6.8% |
2-15 |
2.1% |
7% |
False |
True |
321,657 |
| 20 |
123-28 |
114-16 |
9-12 |
8.1% |
2-11 |
2.0% |
6% |
False |
True |
335,106 |
| 40 |
123-28 |
114-16 |
9-12 |
8.1% |
1-26 |
1.6% |
6% |
False |
True |
288,552 |
| 60 |
123-28 |
112-14 |
11-14 |
9.9% |
1-19 |
1.4% |
23% |
False |
False |
192,773 |
| 80 |
123-28 |
112-04 |
11-24 |
10.2% |
1-15 |
1.3% |
25% |
False |
False |
144,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-21 |
|
2.618 |
122-06 |
|
1.618 |
120-02 |
|
1.000 |
118-24 |
|
0.618 |
117-30 |
|
HIGH |
116-20 |
|
0.618 |
115-26 |
|
0.500 |
115-18 |
|
0.382 |
115-10 |
|
LOW |
114-16 |
|
0.618 |
113-06 |
|
1.000 |
112-12 |
|
1.618 |
111-02 |
|
2.618 |
108-30 |
|
4.250 |
105-15 |
|
|
| Fisher Pivots for day following 13-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-18 |
116-25 |
| PP |
115-13 |
116-06 |
| S1 |
115-07 |
115-20 |
|