ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 10-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
116-25 |
117-11 |
0-18 |
0.5% |
115-26 |
| High |
117-14 |
117-17 |
0-03 |
0.1% |
116-16 |
| Low |
116-14 |
116-24 |
0-10 |
0.3% |
115-04 |
| Close |
117-06 |
117-10 |
0-04 |
0.1% |
115-28 |
| Range |
1-00 |
0-24 |
-0-07 |
-22.2% |
1-12 |
| ATR |
1-05 |
1-04 |
-0-01 |
-2.4% |
0-00 |
| Volume |
317,949 |
276,812 |
-41,137 |
-12.9% |
1,313,655 |
|
| Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-16 |
119-06 |
117-23 |
|
| R3 |
118-24 |
118-13 |
117-17 |
|
| R2 |
117-31 |
117-31 |
117-14 |
|
| R1 |
117-20 |
117-20 |
117-12 |
117-14 |
| PP |
117-06 |
117-06 |
117-06 |
117-03 |
| S1 |
116-28 |
116-28 |
117-08 |
116-21 |
| S2 |
116-14 |
116-14 |
117-06 |
|
| S3 |
115-22 |
116-04 |
117-03 |
|
| S4 |
114-29 |
115-11 |
116-29 |
|
|
| 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 |
117-17 |
115-12 |
2-04 |
1.8% |
1-03 |
0.9% |
90% |
True |
False |
306,705 |
| 10 |
117-17 |
113-22 |
3-26 |
3.3% |
1-03 |
0.9% |
94% |
True |
False |
315,074 |
| 20 |
117-17 |
111-23 |
5-26 |
5.0% |
1-03 |
0.9% |
96% |
True |
False |
298,174 |
| 40 |
117-17 |
111-23 |
5-26 |
5.0% |
1-06 |
1.0% |
96% |
True |
False |
261,742 |
| 60 |
117-17 |
111-23 |
5-26 |
5.0% |
1-06 |
1.0% |
96% |
True |
False |
174,913 |
| 80 |
119-14 |
111-23 |
7-23 |
6.6% |
1-05 |
1.0% |
72% |
False |
False |
131,224 |
| 100 |
119-14 |
111-23 |
7-23 |
6.6% |
1-04 |
0.9% |
72% |
False |
False |
104,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-25 |
|
2.618 |
119-17 |
|
1.618 |
118-25 |
|
1.000 |
118-10 |
|
0.618 |
118-00 |
|
HIGH |
117-17 |
|
0.618 |
117-08 |
|
0.500 |
117-05 |
|
0.382 |
117-02 |
|
LOW |
116-24 |
|
0.618 |
116-09 |
|
1.000 |
116-00 |
|
1.618 |
115-17 |
|
2.618 |
114-24 |
|
4.250 |
113-16 |
|
|
| Fisher Pivots for day following 10-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-08 |
117-05 |
| PP |
117-06 |
117-00 |
| S1 |
117-05 |
116-26 |
|