ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 16-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-29 |
114-22 |
0-24 |
0.7% |
120-10 |
| High |
115-00 |
114-30 |
-0-02 |
-0.1% |
122-12 |
| Low |
113-08 |
113-10 |
0-02 |
0.1% |
116-00 |
| Close |
114-08 |
114-12 |
0-04 |
0.1% |
116-20 |
| Range |
1-24 |
1-19 |
-0-04 |
-8.1% |
6-11 |
| ATR |
2-04 |
2-03 |
-0-01 |
-1.8% |
0-00 |
| Volume |
223,174 |
205,708 |
-17,466 |
-7.8% |
1,719,326 |
|
| Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-00 |
118-09 |
115-09 |
|
| R3 |
117-13 |
116-22 |
114-27 |
|
| R2 |
115-26 |
115-26 |
114-22 |
|
| R1 |
115-03 |
115-03 |
114-17 |
114-21 |
| PP |
114-07 |
114-07 |
114-07 |
114-00 |
| S1 |
113-16 |
113-16 |
114-08 |
113-02 |
| S2 |
112-20 |
112-20 |
114-03 |
|
| S3 |
111-01 |
111-29 |
113-30 |
|
| S4 |
109-14 |
110-10 |
113-16 |
|
|
| 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 |
117-20 |
113-08 |
4-12 |
3.8% |
1-23 |
1.5% |
26% |
False |
False |
199,381 |
| 10 |
122-12 |
113-08 |
9-04 |
8.0% |
2-07 |
1.9% |
13% |
False |
False |
266,488 |
| 20 |
122-12 |
113-08 |
9-04 |
8.0% |
2-06 |
1.9% |
13% |
False |
False |
287,277 |
| 40 |
123-28 |
113-08 |
10-20 |
9.3% |
1-28 |
1.6% |
11% |
False |
False |
299,050 |
| 60 |
123-28 |
112-26 |
11-02 |
9.7% |
1-20 |
1.4% |
14% |
False |
False |
200,515 |
| 80 |
123-28 |
112-06 |
11-22 |
10.2% |
1-16 |
1.3% |
19% |
False |
False |
150,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-22 |
|
2.618 |
119-03 |
|
1.618 |
117-16 |
|
1.000 |
116-16 |
|
0.618 |
115-29 |
|
HIGH |
114-30 |
|
0.618 |
114-10 |
|
0.500 |
114-04 |
|
0.382 |
113-30 |
|
LOW |
113-10 |
|
0.618 |
112-11 |
|
1.000 |
111-24 |
|
1.618 |
110-24 |
|
2.618 |
109-05 |
|
4.250 |
106-18 |
|
|
| Fisher Pivots for day following 16-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-10 |
114-12 |
| PP |
114-07 |
114-11 |
| S1 |
114-04 |
114-11 |
|