ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 21-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-00 |
113-24 |
0-24 |
0.7% |
116-20 |
| High |
113-28 |
115-19 |
1-22 |
1.5% |
116-20 |
| Low |
112-19 |
113-17 |
0-30 |
0.8% |
112-17 |
| Close |
113-16 |
115-06 |
1-22 |
1.5% |
113-02 |
| Range |
1-10 |
2-02 |
0-24 |
59.0% |
4-03 |
| ATR |
2-01 |
2-01 |
0-00 |
0.2% |
0-00 |
| Volume |
207,020 |
149,238 |
-57,782 |
-27.9% |
924,112 |
|
| Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-30 |
120-04 |
116-10 |
|
| R3 |
118-28 |
118-02 |
115-24 |
|
| R2 |
116-26 |
116-26 |
115-18 |
|
| R1 |
116-00 |
116-00 |
115-12 |
116-13 |
| PP |
114-24 |
114-24 |
114-24 |
114-31 |
| S1 |
113-30 |
113-30 |
114-31 |
114-11 |
| S2 |
112-22 |
112-22 |
114-25 |
|
| S3 |
110-20 |
111-28 |
114-19 |
|
| S4 |
108-18 |
109-26 |
114-01 |
|
|
| 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 |
115-19 |
112-17 |
3-02 |
2.7% |
1-24 |
1.5% |
86% |
True |
False |
201,159 |
| 10 |
121-28 |
112-17 |
9-12 |
8.1% |
2-04 |
1.8% |
28% |
False |
False |
236,012 |
| 20 |
122-12 |
112-17 |
9-26 |
8.5% |
2-05 |
1.9% |
27% |
False |
False |
262,751 |
| 40 |
123-28 |
112-17 |
11-10 |
9.8% |
1-30 |
1.7% |
23% |
False |
False |
308,431 |
| 60 |
123-28 |
112-17 |
11-10 |
9.8% |
1-21 |
1.4% |
23% |
False |
False |
210,120 |
| 80 |
123-28 |
112-14 |
11-14 |
9.9% |
1-17 |
1.3% |
24% |
False |
False |
157,664 |
| 100 |
123-28 |
110-25 |
13-02 |
11.4% |
1-13 |
1.2% |
34% |
False |
False |
126,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-12 |
|
2.618 |
121-00 |
|
1.618 |
118-30 |
|
1.000 |
117-21 |
|
0.618 |
116-28 |
|
HIGH |
115-19 |
|
0.618 |
114-26 |
|
0.500 |
114-18 |
|
0.382 |
114-10 |
|
LOW |
113-17 |
|
0.618 |
112-08 |
|
1.000 |
111-15 |
|
1.618 |
110-06 |
|
2.618 |
108-04 |
|
4.250 |
104-24 |
|
|
| Fisher Pivots for day following 21-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-31 |
114-26 |
| PP |
114-24 |
114-14 |
| S1 |
114-18 |
114-02 |
|