ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 17-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114-22 |
113-26 |
-0-28 |
-0.8% |
116-20 |
| High |
114-30 |
114-20 |
-0-10 |
-0.3% |
116-20 |
| Low |
113-10 |
112-17 |
-0-26 |
-0.7% |
112-17 |
| Close |
114-12 |
113-02 |
-1-11 |
-1.2% |
113-02 |
| Range |
1-19 |
2-03 |
0-16 |
31.4% |
4-03 |
| ATR |
2-03 |
2-03 |
0-00 |
0.0% |
0-00 |
| Volume |
205,708 |
220,658 |
14,950 |
7.3% |
924,112 |
|
| Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-22 |
118-15 |
114-06 |
|
| R3 |
117-19 |
116-12 |
113-20 |
|
| R2 |
115-16 |
115-16 |
113-14 |
|
| R1 |
114-09 |
114-09 |
113-08 |
113-27 |
| PP |
113-13 |
113-13 |
113-13 |
113-06 |
| S1 |
112-06 |
112-06 |
112-27 |
111-24 |
| S2 |
111-10 |
111-10 |
112-21 |
|
| S3 |
109-07 |
110-03 |
112-15 |
|
| S4 |
107-04 |
108-00 |
111-29 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-11 |
123-25 |
115-10 |
|
| R3 |
122-08 |
119-22 |
114-06 |
|
| R2 |
118-05 |
118-05 |
113-26 |
|
| R1 |
115-19 |
115-19 |
113-14 |
114-27 |
| PP |
114-02 |
114-02 |
114-02 |
113-22 |
| S1 |
111-16 |
111-16 |
112-21 |
110-24 |
| S2 |
109-31 |
109-31 |
112-09 |
|
| S3 |
105-28 |
107-13 |
111-29 |
|
| S4 |
101-25 |
103-10 |
110-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-20 |
112-17 |
4-03 |
3.6% |
1-26 |
1.6% |
13% |
False |
True |
184,822 |
| 10 |
122-12 |
112-17 |
9-26 |
8.7% |
2-05 |
1.9% |
5% |
False |
True |
264,343 |
| 20 |
122-12 |
112-17 |
9-26 |
8.7% |
2-04 |
1.9% |
5% |
False |
True |
279,428 |
| 40 |
123-28 |
112-17 |
11-10 |
10.0% |
1-29 |
1.7% |
5% |
False |
True |
303,227 |
| 60 |
123-28 |
112-17 |
11-10 |
10.0% |
1-20 |
1.5% |
5% |
False |
True |
204,191 |
| 80 |
123-28 |
112-14 |
11-14 |
10.1% |
1-16 |
1.3% |
5% |
False |
False |
153,214 |
| 100 |
123-28 |
110-25 |
13-02 |
11.6% |
1-12 |
1.2% |
17% |
False |
False |
122,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-17 |
|
2.618 |
120-03 |
|
1.618 |
118-00 |
|
1.000 |
116-23 |
|
0.618 |
115-29 |
|
HIGH |
114-20 |
|
0.618 |
113-26 |
|
0.500 |
113-18 |
|
0.382 |
113-11 |
|
LOW |
112-17 |
|
0.618 |
111-08 |
|
1.000 |
110-14 |
|
1.618 |
109-05 |
|
2.618 |
107-02 |
|
4.250 |
103-20 |
|
|
| Fisher Pivots for day following 17-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-18 |
113-24 |
| PP |
113-13 |
113-17 |
| S1 |
113-07 |
113-09 |
|