ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 08-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
120-08 |
119-04 |
-1-03 |
-0.9% |
118-01 |
| High |
121-04 |
120-13 |
-0-22 |
-0.6% |
121-04 |
| Low |
119-14 |
118-02 |
-1-12 |
-1.2% |
117-14 |
| Close |
119-30 |
120-04 |
0-06 |
0.1% |
119-30 |
| Range |
1-21 |
2-11 |
0-22 |
41.5% |
3-21 |
| ATR |
1-05 |
1-07 |
0-03 |
7.5% |
0-00 |
| Volume |
42,314 |
43,550 |
1,236 |
2.9% |
299,921 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-18 |
125-22 |
121-13 |
|
| R3 |
124-07 |
123-11 |
120-24 |
|
| R2 |
121-28 |
121-28 |
120-17 |
|
| R1 |
121-00 |
121-00 |
120-10 |
121-14 |
| PP |
119-17 |
119-17 |
119-17 |
119-24 |
| S1 |
118-21 |
118-21 |
119-29 |
119-03 |
| S2 |
117-06 |
117-06 |
119-22 |
|
| S3 |
114-27 |
116-10 |
119-15 |
|
| S4 |
112-16 |
113-31 |
118-26 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-15 |
128-28 |
121-30 |
|
| R3 |
126-26 |
125-06 |
120-30 |
|
| R2 |
123-05 |
123-05 |
120-19 |
|
| R1 |
121-18 |
121-18 |
120-09 |
122-11 |
| PP |
119-16 |
119-16 |
119-16 |
119-29 |
| S1 |
117-28 |
117-28 |
119-19 |
118-22 |
| S2 |
115-27 |
115-27 |
119-09 |
|
| S3 |
112-06 |
114-08 |
118-30 |
|
| S4 |
108-17 |
110-18 |
117-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-04 |
117-14 |
3-21 |
3.0% |
1-16 |
1.2% |
73% |
False |
False |
68,694 |
| 10 |
121-04 |
117-14 |
3-21 |
3.0% |
1-09 |
1.1% |
73% |
False |
False |
225,295 |
| 20 |
121-04 |
115-01 |
6-02 |
5.1% |
1-05 |
1.0% |
84% |
False |
False |
237,481 |
| 40 |
121-04 |
113-11 |
7-24 |
6.5% |
1-07 |
1.0% |
87% |
False |
False |
284,675 |
| 60 |
121-04 |
111-23 |
9-12 |
7.8% |
1-06 |
1.0% |
89% |
False |
False |
289,432 |
| 80 |
121-04 |
111-23 |
9-12 |
7.8% |
1-07 |
1.0% |
89% |
False |
False |
277,635 |
| 100 |
121-04 |
111-23 |
9-12 |
7.8% |
1-07 |
1.0% |
89% |
False |
False |
222,385 |
| 120 |
121-04 |
111-23 |
9-12 |
7.8% |
1-06 |
1.0% |
89% |
False |
False |
185,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-12 |
|
2.618 |
126-17 |
|
1.618 |
124-06 |
|
1.000 |
122-24 |
|
0.618 |
121-27 |
|
HIGH |
120-13 |
|
0.618 |
119-16 |
|
0.500 |
119-08 |
|
0.382 |
118-31 |
|
LOW |
118-02 |
|
0.618 |
116-20 |
|
1.000 |
115-23 |
|
1.618 |
114-09 |
|
2.618 |
111-30 |
|
4.250 |
108-03 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-26 |
119-30 |
| PP |
119-17 |
119-24 |
| S1 |
119-08 |
119-19 |
|