ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 10-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
120-04 |
121-06 |
1-02 |
0.9% |
118-01 |
| High |
121-10 |
121-10 |
0-00 |
0.0% |
121-04 |
| Low |
119-22 |
120-07 |
0-16 |
0.4% |
117-14 |
| Close |
121-02 |
120-18 |
-0-16 |
-0.4% |
119-30 |
| Range |
1-20 |
1-04 |
-0-16 |
-31.1% |
3-21 |
| ATR |
1-08 |
1-08 |
0-00 |
-0.8% |
0-00 |
| Volume |
31,276 |
6,243 |
-25,033 |
-80.0% |
299,921 |
|
| Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-01 |
123-13 |
121-05 |
|
| R3 |
122-29 |
122-09 |
120-27 |
|
| R2 |
121-26 |
121-26 |
120-24 |
|
| R1 |
121-06 |
121-06 |
120-21 |
120-30 |
| PP |
120-22 |
120-22 |
120-22 |
120-18 |
| S1 |
120-02 |
120-02 |
120-14 |
119-26 |
| S2 |
119-19 |
119-19 |
120-11 |
|
| S3 |
118-15 |
118-31 |
120-08 |
|
| S4 |
117-12 |
117-27 |
119-30 |
|
|
| 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 |
121-10 |
118-02 |
3-08 |
2.7% |
1-18 |
1.3% |
76% |
True |
False |
35,281 |
| 10 |
121-10 |
117-14 |
3-28 |
3.2% |
1-11 |
1.1% |
80% |
True |
False |
173,213 |
| 20 |
121-10 |
115-28 |
5-14 |
4.5% |
1-05 |
1.0% |
86% |
True |
False |
213,676 |
| 40 |
121-10 |
113-11 |
8-00 |
6.6% |
1-07 |
1.0% |
90% |
True |
False |
262,699 |
| 60 |
121-10 |
111-25 |
9-18 |
7.9% |
1-06 |
1.0% |
92% |
True |
False |
279,326 |
| 80 |
121-10 |
111-23 |
9-20 |
8.0% |
1-07 |
1.0% |
92% |
True |
False |
277,790 |
| 100 |
121-10 |
111-23 |
9-20 |
8.0% |
1-07 |
1.0% |
92% |
True |
False |
222,759 |
| 120 |
121-10 |
111-23 |
9-20 |
8.0% |
1-06 |
1.0% |
92% |
True |
False |
185,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-01 |
|
2.618 |
124-07 |
|
1.618 |
123-04 |
|
1.000 |
122-14 |
|
0.618 |
122-00 |
|
HIGH |
121-10 |
|
0.618 |
120-29 |
|
0.500 |
120-25 |
|
0.382 |
120-21 |
|
LOW |
120-07 |
|
0.618 |
119-17 |
|
1.000 |
119-04 |
|
1.618 |
118-14 |
|
2.618 |
117-10 |
|
4.250 |
115-16 |
|
|
| Fisher Pivots for day following 10-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-25 |
120-08 |
| PP |
120-22 |
119-31 |
| S1 |
120-20 |
119-22 |
|