ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 08-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
116-02 |
116-16 |
0-14 |
0.4% |
115-26 |
| High |
117-07 |
116-30 |
-0-08 |
-0.2% |
116-16 |
| Low |
115-16 |
116-04 |
0-20 |
0.5% |
115-04 |
| Close |
116-10 |
116-27 |
0-18 |
0.5% |
115-28 |
| Range |
1-24 |
0-27 |
-0-28 |
-51.4% |
1-12 |
| ATR |
1-06 |
1-06 |
-0-01 |
-2.1% |
0-00 |
| Volume |
285,716 |
352,450 |
66,734 |
23.4% |
1,313,655 |
|
| Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-05 |
118-27 |
117-10 |
|
| R3 |
118-10 |
118-00 |
117-02 |
|
| R2 |
117-15 |
117-15 |
117-00 |
|
| R1 |
117-05 |
117-05 |
116-29 |
117-10 |
| PP |
116-20 |
116-20 |
116-20 |
116-23 |
| S1 |
116-10 |
116-10 |
116-25 |
116-15 |
| S2 |
115-25 |
115-25 |
116-22 |
|
| S3 |
114-30 |
115-15 |
116-20 |
|
| S4 |
114-03 |
114-20 |
116-12 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-31 |
119-09 |
116-20 |
|
| R3 |
118-19 |
117-29 |
116-08 |
|
| R2 |
117-07 |
117-07 |
116-04 |
|
| R1 |
116-17 |
116-17 |
116-00 |
116-28 |
| PP |
115-27 |
115-27 |
115-27 |
116-00 |
| S1 |
115-05 |
115-05 |
115-24 |
115-16 |
| S2 |
114-15 |
114-15 |
115-20 |
|
| S3 |
113-03 |
113-25 |
115-16 |
|
| S4 |
111-23 |
112-13 |
115-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-07 |
115-04 |
2-03 |
1.8% |
1-05 |
1.0% |
82% |
False |
False |
326,080 |
| 10 |
117-07 |
113-04 |
4-03 |
3.5% |
1-06 |
1.0% |
91% |
False |
False |
303,748 |
| 20 |
117-07 |
111-23 |
5-16 |
4.7% |
1-04 |
1.0% |
93% |
False |
False |
307,944 |
| 40 |
117-07 |
111-23 |
5-16 |
4.7% |
1-07 |
1.0% |
93% |
False |
False |
246,955 |
| 60 |
117-29 |
111-23 |
6-06 |
5.3% |
1-06 |
1.0% |
83% |
False |
False |
165,021 |
| 80 |
119-14 |
111-23 |
7-23 |
6.6% |
1-05 |
1.0% |
66% |
False |
False |
123,790 |
| 100 |
119-14 |
111-23 |
7-23 |
6.6% |
1-03 |
0.9% |
66% |
False |
False |
99,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-17 |
|
2.618 |
119-05 |
|
1.618 |
118-10 |
|
1.000 |
117-26 |
|
0.618 |
117-15 |
|
HIGH |
116-30 |
|
0.618 |
116-20 |
|
0.500 |
116-17 |
|
0.382 |
116-14 |
|
LOW |
116-04 |
|
0.618 |
115-19 |
|
1.000 |
115-08 |
|
1.618 |
114-24 |
|
2.618 |
113-29 |
|
4.250 |
112-17 |
|
|
| Fisher Pivots for day following 08-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-24 |
116-21 |
| PP |
116-20 |
116-16 |
| S1 |
116-17 |
116-10 |
|