ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 17-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
117-02 |
115-16 |
-1-18 |
-1.3% |
116-02 |
| High |
117-06 |
115-22 |
-1-16 |
-1.3% |
117-17 |
| Low |
115-06 |
114-15 |
-0-24 |
-0.6% |
115-15 |
| Close |
115-16 |
114-20 |
-0-28 |
-0.7% |
115-27 |
| Range |
2-00 |
1-08 |
-0-24 |
-38.3% |
2-02 |
| ATR |
1-09 |
1-09 |
0-00 |
-0.3% |
0-00 |
| Volume |
399,295 |
420,094 |
20,799 |
5.2% |
1,589,790 |
|
| Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-20 |
117-28 |
115-10 |
|
| R3 |
117-13 |
116-20 |
114-31 |
|
| R2 |
116-06 |
116-06 |
114-28 |
|
| R1 |
115-13 |
115-13 |
114-24 |
115-06 |
| PP |
114-30 |
114-30 |
114-30 |
114-26 |
| S1 |
114-06 |
114-06 |
114-17 |
113-30 |
| S2 |
113-22 |
113-22 |
114-13 |
|
| S3 |
112-15 |
112-30 |
114-10 |
|
| S4 |
111-08 |
111-22 |
113-31 |
|
|
| 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 |
114-15 |
3-03 |
2.7% |
1-21 |
1.5% |
6% |
False |
True |
418,565 |
| 10 |
117-18 |
114-15 |
3-03 |
2.7% |
1-12 |
1.2% |
6% |
False |
True |
362,635 |
| 20 |
117-18 |
112-10 |
5-08 |
4.6% |
1-08 |
1.1% |
44% |
False |
False |
328,686 |
| 40 |
117-18 |
111-23 |
5-27 |
5.1% |
1-08 |
1.1% |
50% |
False |
False |
312,036 |
| 60 |
117-18 |
111-23 |
5-27 |
5.1% |
1-08 |
1.1% |
50% |
False |
False |
209,785 |
| 80 |
118-27 |
111-23 |
7-04 |
6.2% |
1-06 |
1.0% |
41% |
False |
False |
157,383 |
| 100 |
119-14 |
111-23 |
7-23 |
6.7% |
1-05 |
1.0% |
38% |
False |
False |
125,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-30 |
|
2.618 |
118-30 |
|
1.618 |
117-22 |
|
1.000 |
116-30 |
|
0.618 |
116-15 |
|
HIGH |
115-22 |
|
0.618 |
115-07 |
|
0.500 |
115-03 |
|
0.382 |
114-30 |
|
LOW |
114-15 |
|
0.618 |
113-23 |
|
1.000 |
113-08 |
|
1.618 |
112-15 |
|
2.618 |
111-08 |
|
4.250 |
109-07 |
|
|
| Fisher Pivots for day following 17-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-03 |
116-00 |
| PP |
114-30 |
115-18 |
| S1 |
114-25 |
115-03 |
|