ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 24-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
116-04 |
117-00 |
0-28 |
0.8% |
113-00 |
| High |
118-06 |
119-29 |
1-22 |
1.4% |
119-29 |
| Low |
115-24 |
116-26 |
1-02 |
0.9% |
112-19 |
| Close |
117-30 |
116-30 |
-1-00 |
-0.8% |
116-30 |
| Range |
2-14 |
3-03 |
0-20 |
26.1% |
7-10 |
| ATR |
2-02 |
2-04 |
0-02 |
3.6% |
0-00 |
| Volume |
203,435 |
289,254 |
85,819 |
42.2% |
1,056,774 |
|
| Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-06 |
125-05 |
118-21 |
|
| R3 |
124-02 |
122-02 |
117-26 |
|
| R2 |
121-00 |
121-00 |
117-17 |
|
| R1 |
118-31 |
118-31 |
117-08 |
118-14 |
| PP |
117-28 |
117-28 |
117-28 |
117-20 |
| S1 |
115-28 |
115-28 |
116-21 |
115-11 |
| S2 |
114-26 |
114-26 |
116-12 |
|
| S3 |
111-22 |
112-25 |
116-03 |
|
| S4 |
108-20 |
109-22 |
115-08 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-14 |
135-00 |
120-31 |
|
| R3 |
131-04 |
127-22 |
118-31 |
|
| R2 |
123-26 |
123-26 |
118-09 |
|
| R1 |
120-12 |
120-12 |
117-20 |
122-03 |
| PP |
116-16 |
116-16 |
116-16 |
117-11 |
| S1 |
113-02 |
113-02 |
116-09 |
114-25 |
| S2 |
109-06 |
109-06 |
115-20 |
|
| S3 |
101-28 |
105-24 |
114-30 |
|
| S4 |
94-18 |
98-14 |
112-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-29 |
112-19 |
7-10 |
6.3% |
2-04 |
1.8% |
60% |
True |
False |
211,354 |
| 10 |
119-29 |
112-17 |
7-12 |
6.3% |
1-31 |
1.7% |
60% |
True |
False |
198,088 |
| 20 |
122-12 |
112-17 |
9-26 |
8.4% |
2-10 |
2.0% |
45% |
False |
False |
258,780 |
| 40 |
123-28 |
112-17 |
11-10 |
9.7% |
2-02 |
1.8% |
39% |
False |
False |
308,772 |
| 60 |
123-28 |
112-17 |
11-10 |
9.7% |
1-23 |
1.5% |
39% |
False |
False |
221,756 |
| 80 |
123-28 |
112-14 |
11-14 |
9.8% |
1-19 |
1.4% |
40% |
False |
False |
166,414 |
| 100 |
123-28 |
110-25 |
13-02 |
11.2% |
1-14 |
1.2% |
47% |
False |
False |
133,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-02 |
|
2.618 |
128-00 |
|
1.618 |
124-29 |
|
1.000 |
123-00 |
|
0.618 |
121-26 |
|
HIGH |
119-29 |
|
0.618 |
118-23 |
|
0.500 |
118-12 |
|
0.382 |
118-00 |
|
LOW |
116-26 |
|
0.618 |
114-29 |
|
1.000 |
113-23 |
|
1.618 |
111-26 |
|
2.618 |
108-23 |
|
4.250 |
103-21 |
|
|
| Fisher Pivots for day following 24-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-12 |
117-11 |
| PP |
117-28 |
117-07 |
| S1 |
117-14 |
117-03 |
|