ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 18-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
115-16 |
115-00 |
-0-16 |
-0.4% |
115-18 |
| High |
115-22 |
115-11 |
-0-12 |
-0.3% |
117-18 |
| Low |
114-15 |
114-06 |
-0-10 |
-0.3% |
114-06 |
| Close |
114-20 |
114-10 |
-0-10 |
-0.3% |
114-10 |
| Range |
1-08 |
1-06 |
-0-02 |
-5.1% |
3-12 |
| ATR |
1-09 |
1-09 |
0-00 |
-0.7% |
0-00 |
| Volume |
420,094 |
351,602 |
-68,492 |
-16.3% |
2,087,568 |
|
| Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-04 |
117-13 |
114-31 |
|
| R3 |
116-31 |
116-07 |
114-21 |
|
| R2 |
115-25 |
115-25 |
114-17 |
|
| R1 |
115-02 |
115-02 |
114-14 |
114-27 |
| PP |
114-20 |
114-20 |
114-20 |
114-16 |
| S1 |
113-28 |
113-28 |
114-07 |
113-21 |
| S2 |
113-14 |
113-14 |
114-04 |
|
| S3 |
112-09 |
112-23 |
114-00 |
|
| S4 |
111-03 |
111-17 |
113-22 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-17 |
123-10 |
116-06 |
|
| R3 |
122-04 |
119-30 |
115-08 |
|
| R2 |
118-24 |
118-24 |
114-30 |
|
| R1 |
116-17 |
116-17 |
114-20 |
115-30 |
| PP |
115-11 |
115-11 |
115-11 |
115-02 |
| S1 |
113-05 |
113-05 |
114-01 |
112-18 |
| S2 |
111-31 |
111-31 |
113-23 |
|
| S3 |
108-18 |
109-24 |
113-13 |
|
| S4 |
105-06 |
106-12 |
112-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-18 |
114-06 |
3-12 |
3.0% |
1-16 |
1.3% |
5% |
False |
True |
417,513 |
| 10 |
117-18 |
114-06 |
3-12 |
3.0% |
1-12 |
1.2% |
5% |
False |
True |
367,735 |
| 20 |
117-18 |
112-18 |
5-00 |
4.4% |
1-08 |
1.1% |
36% |
False |
False |
332,400 |
| 40 |
117-18 |
111-23 |
5-27 |
5.1% |
1-07 |
1.1% |
45% |
False |
False |
319,523 |
| 60 |
117-18 |
111-23 |
5-27 |
5.1% |
1-07 |
1.1% |
45% |
False |
False |
215,638 |
| 80 |
118-27 |
111-23 |
7-04 |
6.2% |
1-06 |
1.0% |
37% |
False |
False |
161,778 |
| 100 |
119-14 |
111-23 |
7-23 |
6.8% |
1-05 |
1.0% |
34% |
False |
False |
129,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-10 |
|
2.618 |
118-13 |
|
1.618 |
117-08 |
|
1.000 |
116-16 |
|
0.618 |
116-02 |
|
HIGH |
115-11 |
|
0.618 |
114-29 |
|
0.500 |
114-24 |
|
0.382 |
114-20 |
|
LOW |
114-06 |
|
0.618 |
113-14 |
|
1.000 |
113-00 |
|
1.618 |
112-09 |
|
2.618 |
111-03 |
|
4.250 |
109-06 |
|
|
| Fisher Pivots for day following 18-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-24 |
115-22 |
| PP |
114-20 |
115-08 |
| S1 |
114-15 |
114-25 |
|