ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 20-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-26 |
113-00 |
-0-26 |
-0.7% |
116-20 |
| High |
114-20 |
113-28 |
-0-24 |
-0.6% |
116-20 |
| Low |
112-17 |
112-19 |
0-02 |
0.1% |
112-17 |
| Close |
113-02 |
113-16 |
0-14 |
0.4% |
113-02 |
| Range |
2-03 |
1-10 |
-0-26 |
-38.1% |
4-03 |
| ATR |
2-03 |
2-01 |
-0-02 |
-2.7% |
0-00 |
| Volume |
220,658 |
207,020 |
-13,638 |
-6.2% |
924,112 |
|
| Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-07 |
116-21 |
114-06 |
|
| R3 |
115-29 |
115-11 |
113-27 |
|
| R2 |
114-20 |
114-20 |
113-23 |
|
| R1 |
114-02 |
114-02 |
113-19 |
114-11 |
| PP |
113-10 |
113-10 |
113-10 |
113-15 |
| S1 |
112-24 |
112-24 |
113-12 |
113-01 |
| S2 |
112-01 |
112-01 |
113-08 |
|
| S3 |
110-23 |
111-15 |
113-04 |
|
| S4 |
109-14 |
110-05 |
112-25 |
|
|
| 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 |
115-14 |
112-17 |
2-28 |
2.5% |
1-21 |
1.5% |
33% |
False |
False |
178,699 |
| 10 |
121-28 |
112-17 |
9-12 |
8.2% |
2-02 |
1.8% |
10% |
False |
False |
254,459 |
| 20 |
122-12 |
112-17 |
9-26 |
8.7% |
2-03 |
1.8% |
10% |
False |
False |
271,565 |
| 40 |
123-28 |
112-17 |
11-10 |
10.0% |
1-30 |
1.7% |
8% |
False |
False |
305,780 |
| 60 |
123-28 |
112-17 |
11-10 |
10.0% |
1-20 |
1.4% |
8% |
False |
False |
207,635 |
| 80 |
123-28 |
112-14 |
11-14 |
10.1% |
1-16 |
1.3% |
9% |
False |
False |
155,801 |
| 100 |
123-28 |
110-25 |
13-02 |
11.5% |
1-12 |
1.2% |
21% |
False |
False |
124,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-13 |
|
2.618 |
117-09 |
|
1.618 |
116-00 |
|
1.000 |
115-06 |
|
0.618 |
114-22 |
|
HIGH |
113-28 |
|
0.618 |
113-13 |
|
0.500 |
113-08 |
|
0.382 |
113-03 |
|
LOW |
112-19 |
|
0.618 |
111-25 |
|
1.000 |
111-10 |
|
1.618 |
110-16 |
|
2.618 |
109-06 |
|
4.250 |
107-03 |
|
|
| Fisher Pivots for day following 20-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-13 |
113-23 |
| PP |
113-10 |
113-21 |
| S1 |
113-08 |
113-18 |
|