ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 15-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
115-18 |
117-00 |
1-14 |
1.2% |
116-02 |
| High |
117-08 |
117-18 |
0-10 |
0.3% |
117-17 |
| Low |
115-00 |
116-24 |
1-24 |
1.5% |
115-15 |
| Close |
116-24 |
116-28 |
0-04 |
0.1% |
115-27 |
| Range |
2-07 |
0-26 |
-1-13 |
-63.4% |
2-02 |
| ATR |
1-09 |
1-08 |
-0-01 |
-2.5% |
0-00 |
| Volume |
462,621 |
453,956 |
-8,665 |
-1.9% |
1,589,790 |
|
| Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-16 |
119-00 |
117-10 |
|
| R3 |
118-22 |
118-06 |
117-03 |
|
| R2 |
117-28 |
117-28 |
117-01 |
|
| R1 |
117-12 |
117-12 |
116-30 |
117-07 |
| PP |
117-02 |
117-02 |
117-02 |
117-00 |
| S1 |
116-18 |
116-18 |
116-26 |
116-13 |
| S2 |
116-08 |
116-08 |
116-23 |
|
| S3 |
115-14 |
115-24 |
116-21 |
|
| S4 |
114-20 |
114-30 |
116-14 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-15 |
121-07 |
116-31 |
|
| R3 |
120-13 |
119-05 |
116-13 |
|
| R2 |
118-11 |
118-11 |
116-07 |
|
| R1 |
117-03 |
117-03 |
116-01 |
116-22 |
| PP |
116-09 |
116-09 |
116-09 |
116-02 |
| S1 |
115-01 |
115-01 |
115-21 |
114-20 |
| S2 |
114-07 |
114-07 |
115-15 |
|
| S3 |
112-05 |
112-31 |
115-09 |
|
| S4 |
110-03 |
110-29 |
114-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-18 |
115-00 |
2-18 |
2.2% |
1-12 |
1.2% |
73% |
True |
False |
373,640 |
| 10 |
117-18 |
115-00 |
2-18 |
2.2% |
1-08 |
1.1% |
73% |
True |
False |
349,860 |
| 20 |
117-18 |
111-25 |
5-25 |
4.9% |
1-06 |
1.0% |
88% |
True |
False |
312,580 |
| 40 |
117-18 |
111-23 |
5-27 |
5.0% |
1-07 |
1.0% |
88% |
True |
False |
292,881 |
| 60 |
117-18 |
111-23 |
5-27 |
5.0% |
1-07 |
1.0% |
88% |
True |
False |
196,133 |
| 80 |
118-27 |
111-23 |
7-04 |
6.1% |
1-05 |
1.0% |
72% |
False |
False |
147,141 |
| 100 |
119-14 |
111-23 |
7-23 |
6.6% |
1-04 |
1.0% |
67% |
False |
False |
117,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-00 |
|
2.618 |
119-22 |
|
1.618 |
118-28 |
|
1.000 |
118-12 |
|
0.618 |
118-02 |
|
HIGH |
117-18 |
|
0.618 |
117-08 |
|
0.500 |
117-05 |
|
0.382 |
117-02 |
|
LOW |
116-24 |
|
0.618 |
116-08 |
|
1.000 |
115-30 |
|
1.618 |
115-14 |
|
2.618 |
114-20 |
|
4.250 |
113-10 |
|
|
| Fisher Pivots for day following 15-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-05 |
116-22 |
| PP |
117-02 |
116-16 |
| S1 |
116-31 |
116-09 |
|