ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
117-30 |
117-20 |
-0-10 |
-0.3% |
116-19 |
| High |
118-06 |
118-10 |
0-04 |
0.1% |
117-21 |
| Low |
117-13 |
117-13 |
0-00 |
0.0% |
115-01 |
| Close |
117-18 |
118-02 |
0-15 |
0.4% |
117-16 |
| Range |
0-24 |
0-28 |
0-04 |
16.3% |
2-20 |
| ATR |
1-05 |
1-04 |
-0-01 |
-1.7% |
0-00 |
| Volume |
153,982 |
262,130 |
108,148 |
70.2% |
1,257,789 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-19 |
120-07 |
118-17 |
|
| R3 |
119-22 |
119-10 |
118-09 |
|
| R2 |
118-26 |
118-26 |
118-07 |
|
| R1 |
118-14 |
118-14 |
118-04 |
118-20 |
| PP |
117-29 |
117-29 |
117-29 |
118-00 |
| S1 |
117-17 |
117-17 |
117-31 |
117-23 |
| S2 |
117-01 |
117-01 |
117-28 |
|
| S3 |
116-04 |
116-21 |
117-26 |
|
| S4 |
115-08 |
115-24 |
117-18 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-19 |
123-21 |
118-30 |
|
| R3 |
121-31 |
121-01 |
118-07 |
|
| R2 |
119-11 |
119-11 |
117-31 |
|
| R1 |
118-13 |
118-13 |
117-23 |
118-28 |
| PP |
116-23 |
116-23 |
116-23 |
116-31 |
| S1 |
115-25 |
115-25 |
117-08 |
116-08 |
| S2 |
114-03 |
114-03 |
117-00 |
|
| S3 |
111-15 |
113-05 |
116-24 |
|
| S4 |
108-27 |
110-17 |
116-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-10 |
115-31 |
2-10 |
2.0% |
0-29 |
0.8% |
89% |
True |
False |
224,742 |
| 10 |
118-10 |
114-18 |
3-24 |
3.2% |
1-04 |
0.9% |
93% |
True |
False |
260,734 |
| 20 |
118-10 |
113-22 |
4-20 |
3.9% |
1-06 |
1.0% |
95% |
True |
False |
278,477 |
| 40 |
118-10 |
113-04 |
5-06 |
4.4% |
1-07 |
1.0% |
95% |
True |
False |
307,067 |
| 60 |
118-10 |
111-23 |
6-18 |
5.6% |
1-07 |
1.0% |
96% |
True |
False |
316,366 |
| 80 |
118-10 |
111-23 |
6-18 |
5.6% |
1-07 |
1.0% |
96% |
True |
False |
241,896 |
| 100 |
118-27 |
111-23 |
7-04 |
6.0% |
1-06 |
1.0% |
89% |
False |
False |
193,563 |
| 120 |
119-14 |
111-23 |
7-23 |
6.5% |
1-05 |
1.0% |
82% |
False |
False |
161,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-03 |
|
2.618 |
120-20 |
|
1.618 |
119-24 |
|
1.000 |
119-06 |
|
0.618 |
118-27 |
|
HIGH |
118-10 |
|
0.618 |
117-31 |
|
0.500 |
117-27 |
|
0.382 |
117-24 |
|
LOW |
117-13 |
|
0.618 |
116-27 |
|
1.000 |
116-16 |
|
1.618 |
115-31 |
|
2.618 |
115-02 |
|
4.250 |
113-20 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-31 |
117-31 |
| PP |
117-29 |
117-29 |
| S1 |
117-27 |
117-27 |
|