ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 23-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114-29 |
116-04 |
1-06 |
1.0% |
116-20 |
| High |
116-16 |
118-06 |
1-22 |
1.5% |
116-20 |
| Low |
114-25 |
115-24 |
0-31 |
0.8% |
112-17 |
| Close |
115-28 |
117-30 |
2-03 |
1.8% |
113-02 |
| Range |
1-23 |
2-14 |
0-24 |
42.7% |
4-03 |
| ATR |
2-01 |
2-02 |
0-01 |
1.5% |
0-00 |
| Volume |
207,827 |
203,435 |
-4,392 |
-2.1% |
924,112 |
|
| Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-21 |
123-24 |
119-10 |
|
| R3 |
122-07 |
121-10 |
118-20 |
|
| R2 |
119-24 |
119-24 |
118-13 |
|
| R1 |
118-27 |
118-27 |
118-06 |
119-10 |
| PP |
117-10 |
117-10 |
117-10 |
117-17 |
| S1 |
116-13 |
116-13 |
117-23 |
116-27 |
| S2 |
114-27 |
114-27 |
117-16 |
|
| S3 |
112-13 |
113-30 |
117-09 |
|
| S4 |
109-30 |
111-16 |
116-19 |
|
|
| 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 |
118-06 |
112-17 |
5-22 |
4.8% |
1-30 |
1.6% |
96% |
True |
False |
197,635 |
| 10 |
118-06 |
112-17 |
5-22 |
4.8% |
1-26 |
1.5% |
96% |
True |
False |
198,508 |
| 20 |
122-12 |
112-17 |
9-26 |
8.3% |
2-07 |
1.9% |
55% |
False |
False |
257,587 |
| 40 |
123-28 |
112-17 |
11-10 |
9.6% |
2-00 |
1.7% |
48% |
False |
False |
310,556 |
| 60 |
123-28 |
112-17 |
11-10 |
9.6% |
1-22 |
1.4% |
48% |
False |
False |
216,949 |
| 80 |
123-28 |
112-14 |
11-14 |
9.7% |
1-18 |
1.3% |
48% |
False |
False |
162,800 |
| 100 |
123-28 |
110-25 |
13-02 |
11.1% |
1-14 |
1.2% |
55% |
False |
False |
130,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-20 |
|
2.618 |
124-20 |
|
1.618 |
122-06 |
|
1.000 |
120-21 |
|
0.618 |
119-23 |
|
HIGH |
118-06 |
|
0.618 |
117-09 |
|
0.500 |
116-31 |
|
0.382 |
116-22 |
|
LOW |
115-24 |
|
0.618 |
114-07 |
|
1.000 |
113-10 |
|
1.618 |
111-25 |
|
2.618 |
109-10 |
|
4.250 |
105-10 |
|
|
| Fisher Pivots for day following 23-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-20 |
117-08 |
| PP |
117-10 |
116-18 |
| S1 |
116-31 |
115-28 |
|