ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 03-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
118-01 |
119-01 |
1-00 |
0.8% |
117-21 |
| High |
119-06 |
119-17 |
0-12 |
0.3% |
119-12 |
| Low |
117-14 |
118-26 |
1-12 |
1.2% |
117-19 |
| Close |
119-00 |
119-14 |
0-15 |
0.4% |
118-06 |
| Range |
1-23 |
0-23 |
-1-00 |
-58.2% |
1-25 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.6% |
0-00 |
| Volume |
128,411 |
76,170 |
-52,241 |
-40.7% |
1,909,482 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-14 |
121-05 |
119-27 |
|
| R3 |
120-22 |
120-14 |
119-21 |
|
| R2 |
120-00 |
120-00 |
119-19 |
|
| R1 |
119-23 |
119-23 |
119-17 |
119-27 |
| PP |
119-08 |
119-08 |
119-08 |
119-11 |
| S1 |
119-00 |
119-00 |
119-12 |
119-04 |
| S2 |
118-18 |
118-18 |
119-10 |
|
| S3 |
117-26 |
118-09 |
119-08 |
|
| S4 |
117-04 |
117-18 |
119-02 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-23 |
122-24 |
119-05 |
|
| R3 |
121-30 |
120-31 |
118-22 |
|
| R2 |
120-05 |
120-05 |
118-16 |
|
| R1 |
119-06 |
119-06 |
118-11 |
119-22 |
| PP |
118-12 |
118-12 |
118-12 |
118-20 |
| S1 |
117-13 |
117-13 |
118-01 |
117-28 |
| S2 |
116-19 |
116-19 |
117-28 |
|
| S3 |
114-26 |
115-20 |
117-22 |
|
| S4 |
113-01 |
113-27 |
117-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-17 |
117-14 |
2-02 |
1.7% |
1-05 |
1.0% |
96% |
True |
False |
311,144 |
| 10 |
119-17 |
117-06 |
2-12 |
2.0% |
1-01 |
0.9% |
97% |
True |
False |
300,854 |
| 20 |
119-17 |
114-08 |
5-09 |
4.4% |
1-03 |
0.9% |
99% |
True |
False |
279,463 |
| 40 |
119-17 |
113-11 |
6-06 |
5.2% |
1-06 |
1.0% |
99% |
True |
False |
304,993 |
| 60 |
119-17 |
111-23 |
7-26 |
6.5% |
1-05 |
1.0% |
99% |
True |
False |
305,977 |
| 80 |
119-17 |
111-23 |
7-26 |
6.5% |
1-06 |
1.0% |
99% |
True |
False |
275,974 |
| 100 |
119-17 |
111-23 |
7-26 |
6.5% |
1-06 |
1.0% |
99% |
True |
False |
221,010 |
| 120 |
119-17 |
111-23 |
7-26 |
6.5% |
1-05 |
1.0% |
99% |
True |
False |
184,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-19 |
|
2.618 |
121-13 |
|
1.618 |
120-22 |
|
1.000 |
120-08 |
|
0.618 |
119-31 |
|
HIGH |
119-17 |
|
0.618 |
119-08 |
|
0.500 |
119-06 |
|
0.382 |
119-03 |
|
LOW |
118-26 |
|
0.618 |
118-12 |
|
1.000 |
118-03 |
|
1.618 |
117-21 |
|
2.618 |
116-30 |
|
4.250 |
115-24 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-12 |
119-04 |
| PP |
119-08 |
118-26 |
| S1 |
119-06 |
118-16 |
|