ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 06-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115-22 |
115-04 |
-0-19 |
-0.5% |
113-26 |
| High |
116-04 |
115-15 |
-0-21 |
-0.6% |
116-05 |
| Low |
115-02 |
114-08 |
-0-26 |
-0.7% |
113-24 |
| Close |
115-09 |
114-21 |
-0-20 |
-0.5% |
115-29 |
| Range |
1-02 |
1-07 |
0-05 |
14.7% |
2-13 |
| ATR |
1-07 |
1-07 |
0-00 |
0.0% |
0-00 |
| Volume |
217,612 |
235,501 |
17,889 |
8.2% |
1,597,835 |
|
| Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-14 |
117-25 |
115-10 |
|
| R3 |
117-07 |
116-18 |
115-00 |
|
| R2 |
116-00 |
116-00 |
114-28 |
|
| R1 |
115-11 |
115-11 |
114-25 |
115-02 |
| PP |
114-25 |
114-25 |
114-25 |
114-21 |
| S1 |
114-04 |
114-04 |
114-17 |
113-27 |
| S2 |
113-18 |
113-18 |
114-14 |
|
| S3 |
112-11 |
112-29 |
114-10 |
|
| S4 |
111-04 |
111-22 |
114-00 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-16 |
121-19 |
117-07 |
|
| R3 |
120-03 |
119-06 |
116-18 |
|
| R2 |
117-22 |
117-22 |
116-11 |
|
| R1 |
116-25 |
116-25 |
116-04 |
117-08 |
| PP |
115-09 |
115-09 |
115-09 |
115-16 |
| S1 |
114-12 |
114-12 |
115-22 |
114-26 |
| S2 |
112-28 |
112-28 |
115-15 |
|
| S3 |
110-15 |
111-31 |
115-08 |
|
| S4 |
108-02 |
109-18 |
114-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-07 |
114-08 |
1-31 |
1.7% |
1-02 |
0.9% |
21% |
False |
True |
281,669 |
| 10 |
116-07 |
113-22 |
2-17 |
2.2% |
1-08 |
1.1% |
38% |
False |
False |
296,220 |
| 20 |
117-18 |
113-11 |
4-07 |
3.7% |
1-09 |
1.1% |
31% |
False |
False |
326,402 |
| 40 |
117-18 |
111-23 |
5-27 |
5.1% |
1-07 |
1.1% |
50% |
False |
False |
314,255 |
| 60 |
117-18 |
111-23 |
5-27 |
5.1% |
1-07 |
1.1% |
50% |
False |
False |
278,714 |
| 80 |
117-18 |
111-23 |
5-27 |
5.1% |
1-07 |
1.1% |
50% |
False |
False |
209,334 |
| 100 |
119-14 |
111-23 |
7-23 |
6.7% |
1-06 |
1.0% |
38% |
False |
False |
167,492 |
| 120 |
119-14 |
111-23 |
7-23 |
6.7% |
1-04 |
1.0% |
38% |
False |
False |
139,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-21 |
|
2.618 |
118-21 |
|
1.618 |
117-14 |
|
1.000 |
116-22 |
|
0.618 |
116-07 |
|
HIGH |
115-15 |
|
0.618 |
115-00 |
|
0.500 |
114-28 |
|
0.382 |
114-23 |
|
LOW |
114-08 |
|
0.618 |
113-16 |
|
1.000 |
113-01 |
|
1.618 |
112-09 |
|
2.618 |
111-02 |
|
4.250 |
109-02 |
|
|
| Fisher Pivots for day following 06-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-28 |
115-08 |
| PP |
114-25 |
115-01 |
| S1 |
114-23 |
114-27 |
|