ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 22-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-24 |
114-29 |
1-05 |
1.0% |
116-20 |
| High |
115-19 |
116-16 |
0-29 |
0.8% |
116-20 |
| Low |
113-17 |
114-25 |
1-08 |
1.1% |
112-17 |
| Close |
115-06 |
115-28 |
0-22 |
0.6% |
113-02 |
| Range |
2-02 |
1-23 |
-0-11 |
-16.7% |
4-03 |
| ATR |
2-01 |
2-01 |
-0-01 |
-1.1% |
0-00 |
| Volume |
149,238 |
207,827 |
58,589 |
39.3% |
924,112 |
|
| Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-28 |
120-03 |
116-26 |
|
| R3 |
119-05 |
118-12 |
116-11 |
|
| R2 |
117-14 |
117-14 |
116-06 |
|
| R1 |
116-21 |
116-21 |
116-01 |
117-01 |
| PP |
115-23 |
115-23 |
115-23 |
115-29 |
| S1 |
114-30 |
114-30 |
115-22 |
115-10 |
| S2 |
114-00 |
114-00 |
115-17 |
|
| S3 |
112-09 |
113-07 |
115-12 |
|
| S4 |
110-18 |
111-16 |
114-29 |
|
|
| 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 |
116-16 |
112-17 |
3-31 |
3.4% |
1-24 |
1.5% |
84% |
True |
False |
198,090 |
| 10 |
119-02 |
112-17 |
6-16 |
5.6% |
1-27 |
1.6% |
51% |
False |
False |
225,561 |
| 20 |
122-12 |
112-17 |
9-26 |
8.5% |
2-05 |
1.9% |
34% |
False |
False |
259,236 |
| 40 |
123-28 |
112-17 |
11-10 |
9.8% |
1-31 |
1.7% |
29% |
False |
False |
310,651 |
| 60 |
123-28 |
112-17 |
11-10 |
9.8% |
1-21 |
1.4% |
29% |
False |
False |
213,576 |
| 80 |
123-28 |
112-14 |
11-14 |
9.9% |
1-17 |
1.3% |
30% |
False |
False |
160,258 |
| 100 |
123-28 |
110-25 |
13-02 |
11.3% |
1-13 |
1.2% |
39% |
False |
False |
128,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-26 |
|
2.618 |
121-00 |
|
1.618 |
119-09 |
|
1.000 |
118-07 |
|
0.618 |
117-18 |
|
HIGH |
116-16 |
|
0.618 |
115-27 |
|
0.500 |
115-20 |
|
0.382 |
115-14 |
|
LOW |
114-25 |
|
0.618 |
113-23 |
|
1.000 |
113-02 |
|
1.618 |
112-00 |
|
2.618 |
110-09 |
|
4.250 |
107-15 |
|
|
| Fisher Pivots for day following 22-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-25 |
115-14 |
| PP |
115-23 |
115-00 |
| S1 |
115-20 |
114-18 |
|