ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 28-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
118-23 |
118-26 |
0-04 |
0.1% |
117-19 |
| High |
118-28 |
119-00 |
0-04 |
0.1% |
118-10 |
| Low |
117-28 |
118-06 |
0-09 |
0.2% |
117-06 |
| Close |
118-26 |
118-25 |
0-00 |
0.0% |
117-22 |
| Range |
1-00 |
0-26 |
-0-06 |
-17.2% |
1-04 |
| ATR |
1-03 |
1-02 |
-0-01 |
-1.7% |
0-00 |
| Volume |
351,483 |
578,983 |
227,500 |
64.7% |
1,238,892 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-04 |
120-25 |
119-08 |
|
| R3 |
120-10 |
119-31 |
119-00 |
|
| R2 |
119-15 |
119-15 |
118-30 |
|
| R1 |
119-04 |
119-04 |
118-27 |
118-28 |
| PP |
118-21 |
118-21 |
118-21 |
118-17 |
| S1 |
118-10 |
118-10 |
118-23 |
118-02 |
| S2 |
117-26 |
117-26 |
118-20 |
|
| S3 |
117-00 |
117-15 |
118-18 |
|
| S4 |
116-05 |
116-21 |
118-10 |
|
|
| 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% |
0-29 |
0.8% |
86% |
False |
False |
368,876 |
| 10 |
119-02 |
116-20 |
2-13 |
2.0% |
0-29 |
0.8% |
89% |
False |
False |
299,453 |
| 20 |
119-02 |
114-08 |
4-26 |
4.0% |
1-01 |
0.9% |
94% |
False |
False |
289,228 |
| 40 |
119-02 |
113-11 |
5-22 |
4.8% |
1-06 |
1.0% |
95% |
False |
False |
312,831 |
| 60 |
119-02 |
111-23 |
7-10 |
6.2% |
1-06 |
1.0% |
96% |
False |
False |
315,616 |
| 80 |
119-02 |
111-23 |
7-10 |
6.2% |
1-06 |
1.0% |
96% |
False |
False |
268,208 |
| 100 |
119-02 |
111-23 |
7-10 |
6.2% |
1-06 |
1.0% |
96% |
False |
False |
214,762 |
| 120 |
119-14 |
111-23 |
7-23 |
6.5% |
1-05 |
1.0% |
91% |
False |
False |
178,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-17 |
|
2.618 |
121-05 |
|
1.618 |
120-11 |
|
1.000 |
119-26 |
|
0.618 |
119-16 |
|
HIGH |
119-00 |
|
0.618 |
118-22 |
|
0.500 |
118-19 |
|
0.382 |
118-16 |
|
LOW |
118-06 |
|
0.618 |
117-21 |
|
1.000 |
117-11 |
|
1.618 |
116-27 |
|
2.618 |
116-00 |
|
4.250 |
114-21 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-23 |
118-21 |
| PP |
118-21 |
118-18 |
| S1 |
118-19 |
118-14 |
|