ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 25-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
117-25 |
117-21 |
-0-04 |
-0.1% |
117-19 |
| High |
117-30 |
119-02 |
1-04 |
0.9% |
118-10 |
| Low |
117-06 |
117-19 |
0-14 |
0.4% |
117-06 |
| Close |
117-22 |
118-18 |
0-28 |
0.7% |
117-22 |
| Range |
0-24 |
1-14 |
0-22 |
89.8% |
1-04 |
| ATR |
1-03 |
1-04 |
0-01 |
2.3% |
0-00 |
| Volume |
355,574 |
242,457 |
-113,117 |
-31.8% |
1,238,892 |
|
| Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-24 |
122-03 |
119-11 |
|
| R3 |
121-10 |
120-21 |
118-30 |
|
| R2 |
119-27 |
119-27 |
118-26 |
|
| R1 |
119-06 |
119-06 |
118-22 |
119-17 |
| PP |
118-13 |
118-13 |
118-13 |
118-18 |
| S1 |
117-24 |
117-24 |
118-13 |
118-02 |
| S2 |
116-30 |
116-30 |
118-09 |
|
| S3 |
115-16 |
116-09 |
118-05 |
|
| S4 |
114-01 |
114-27 |
117-24 |
|
|
| 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 |
119-02 |
117-06 |
1-28 |
1.6% |
0-31 |
0.8% |
73% |
True |
False |
258,183 |
| 10 |
119-02 |
115-15 |
3-18 |
3.0% |
1-00 |
0.8% |
86% |
True |
False |
249,461 |
| 20 |
119-02 |
113-30 |
5-03 |
4.3% |
1-03 |
0.9% |
90% |
True |
False |
271,744 |
| 40 |
119-02 |
113-11 |
5-22 |
4.8% |
1-06 |
1.0% |
91% |
True |
False |
306,999 |
| 60 |
119-02 |
111-23 |
7-10 |
6.2% |
1-07 |
1.0% |
93% |
True |
False |
313,917 |
| 80 |
119-02 |
111-23 |
7-10 |
6.2% |
1-07 |
1.0% |
93% |
True |
False |
252,729 |
| 100 |
119-02 |
111-23 |
7-10 |
6.2% |
1-06 |
1.0% |
93% |
True |
False |
202,310 |
| 120 |
119-14 |
111-23 |
7-23 |
6.5% |
1-05 |
1.0% |
88% |
False |
False |
168,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-07 |
|
2.618 |
122-27 |
|
1.618 |
121-13 |
|
1.000 |
120-16 |
|
0.618 |
119-30 |
|
HIGH |
119-02 |
|
0.618 |
118-16 |
|
0.500 |
118-10 |
|
0.382 |
118-05 |
|
LOW |
117-19 |
|
0.618 |
116-22 |
|
1.000 |
116-04 |
|
1.618 |
115-08 |
|
2.618 |
113-25 |
|
4.250 |
111-13 |
|
|
| Fisher Pivots for day following 25-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-15 |
118-13 |
| PP |
118-13 |
118-08 |
| S1 |
118-10 |
118-04 |
|