ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 22-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
118-00 |
117-25 |
-0-07 |
-0.2% |
117-19 |
| High |
118-10 |
117-30 |
-0-12 |
-0.3% |
118-10 |
| Low |
117-10 |
117-06 |
-0-05 |
-0.1% |
117-06 |
| Close |
117-24 |
117-22 |
-0-02 |
0.0% |
117-22 |
| Range |
0-31 |
0-24 |
-0-06 |
-21.0% |
1-04 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.3% |
0-00 |
| Volume |
276,776 |
355,574 |
78,798 |
28.5% |
1,238,892 |
|
| Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-29 |
119-18 |
118-03 |
|
| R3 |
119-04 |
118-25 |
117-29 |
|
| R2 |
118-12 |
118-12 |
117-26 |
|
| R1 |
118-01 |
118-01 |
117-24 |
117-26 |
| PP |
117-19 |
117-19 |
117-19 |
117-16 |
| S1 |
117-08 |
117-08 |
117-20 |
117-02 |
| S2 |
116-27 |
116-27 |
117-18 |
|
| S3 |
116-02 |
116-16 |
117-15 |
|
| S4 |
115-10 |
115-23 |
117-09 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-03 |
120-16 |
118-10 |
|
| R3 |
119-31 |
119-12 |
118-00 |
|
| R2 |
118-27 |
118-27 |
117-29 |
|
| R1 |
118-08 |
118-08 |
117-25 |
118-18 |
| PP |
117-23 |
117-23 |
117-23 |
117-28 |
| S1 |
117-04 |
117-04 |
117-19 |
117-14 |
| S2 |
116-19 |
116-19 |
117-15 |
|
| S3 |
115-15 |
116-00 |
117-12 |
|
| S4 |
114-11 |
114-28 |
117-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-10 |
117-06 |
1-04 |
1.0% |
0-26 |
0.7% |
46% |
False |
True |
247,778 |
| 10 |
118-10 |
115-01 |
3-08 |
2.8% |
1-01 |
0.9% |
81% |
False |
False |
249,668 |
| 20 |
118-10 |
113-24 |
4-18 |
3.9% |
1-04 |
0.9% |
87% |
False |
False |
278,140 |
| 40 |
118-10 |
113-11 |
4-30 |
4.2% |
1-06 |
1.0% |
88% |
False |
False |
309,041 |
| 60 |
118-10 |
111-23 |
6-18 |
5.6% |
1-06 |
1.0% |
91% |
False |
False |
317,734 |
| 80 |
118-10 |
111-23 |
6-18 |
5.6% |
1-07 |
1.0% |
91% |
False |
False |
249,715 |
| 100 |
118-27 |
111-23 |
7-04 |
6.1% |
1-06 |
1.0% |
84% |
False |
False |
199,886 |
| 120 |
119-14 |
111-23 |
7-23 |
6.6% |
1-05 |
1.0% |
77% |
False |
False |
166,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-06 |
|
2.618 |
119-30 |
|
1.618 |
119-06 |
|
1.000 |
118-22 |
|
0.618 |
118-13 |
|
HIGH |
117-30 |
|
0.618 |
117-21 |
|
0.500 |
117-18 |
|
0.382 |
117-15 |
|
LOW |
117-06 |
|
0.618 |
116-22 |
|
1.000 |
116-13 |
|
1.618 |
115-30 |
|
2.618 |
115-05 |
|
4.250 |
113-29 |
|
|
| Fisher Pivots for day following 22-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-21 |
117-24 |
| PP |
117-19 |
117-23 |
| S1 |
117-18 |
117-22 |
|