ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
117-20 |
118-00 |
0-12 |
0.3% |
116-19 |
| High |
118-10 |
118-10 |
0-00 |
0.0% |
117-21 |
| Low |
117-13 |
117-10 |
-0-02 |
-0.1% |
115-01 |
| Close |
118-02 |
117-24 |
-0-10 |
-0.3% |
117-16 |
| Range |
0-28 |
0-31 |
0-02 |
8.8% |
2-20 |
| ATR |
1-04 |
1-04 |
0-00 |
-1.1% |
0-00 |
| Volume |
262,130 |
276,776 |
14,646 |
5.6% |
1,257,789 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-22 |
120-06 |
118-09 |
|
| R3 |
119-23 |
119-07 |
118-00 |
|
| R2 |
118-24 |
118-24 |
117-29 |
|
| R1 |
118-08 |
118-08 |
117-26 |
118-00 |
| PP |
117-25 |
117-25 |
117-25 |
117-22 |
| S1 |
117-09 |
117-09 |
117-21 |
117-02 |
| S2 |
116-26 |
116-26 |
117-18 |
|
| S3 |
115-27 |
116-10 |
117-15 |
|
| S4 |
114-28 |
115-11 |
117-06 |
|
|
| 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 |
116-20 |
1-21 |
1.4% |
0-28 |
0.7% |
66% |
True |
False |
230,031 |
| 10 |
118-10 |
115-01 |
3-08 |
2.8% |
1-01 |
0.9% |
83% |
True |
False |
256,035 |
| 20 |
118-10 |
113-24 |
4-18 |
3.9% |
1-05 |
1.0% |
88% |
True |
False |
276,147 |
| 40 |
118-10 |
113-11 |
4-30 |
4.2% |
1-07 |
1.0% |
89% |
True |
False |
307,152 |
| 60 |
118-10 |
111-23 |
6-18 |
5.6% |
1-07 |
1.0% |
91% |
True |
False |
317,211 |
| 80 |
118-10 |
111-23 |
6-18 |
5.6% |
1-07 |
1.0% |
91% |
True |
False |
245,282 |
| 100 |
118-27 |
111-23 |
7-04 |
6.1% |
1-06 |
1.0% |
84% |
False |
False |
196,330 |
| 120 |
119-14 |
111-23 |
7-23 |
6.6% |
1-05 |
1.0% |
78% |
False |
False |
163,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-13 |
|
2.618 |
120-27 |
|
1.618 |
119-28 |
|
1.000 |
119-08 |
|
0.618 |
118-29 |
|
HIGH |
118-10 |
|
0.618 |
117-30 |
|
0.500 |
117-26 |
|
0.382 |
117-22 |
|
LOW |
117-10 |
|
0.618 |
116-23 |
|
1.000 |
116-12 |
|
1.618 |
115-24 |
|
2.618 |
114-25 |
|
4.250 |
113-07 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-26 |
117-26 |
| PP |
117-25 |
117-25 |
| S1 |
117-24 |
117-24 |
|