ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
121-06 |
120-22 |
-0-16 |
-0.4% |
118-01 |
| High |
121-10 |
121-16 |
0-05 |
0.1% |
121-04 |
| Low |
120-07 |
120-12 |
0-06 |
0.1% |
117-14 |
| Close |
120-18 |
120-27 |
0-10 |
0.2% |
119-30 |
| Range |
1-04 |
1-03 |
0-00 |
-1.4% |
3-21 |
| ATR |
1-08 |
1-08 |
0-00 |
-0.9% |
0-00 |
| Volume |
6,243 |
11,904 |
5,661 |
90.7% |
299,921 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-06 |
123-20 |
121-14 |
|
| R3 |
123-03 |
122-16 |
121-05 |
|
| R2 |
122-00 |
122-00 |
121-01 |
|
| R1 |
121-14 |
121-14 |
120-30 |
121-23 |
| PP |
120-29 |
120-29 |
120-29 |
121-02 |
| S1 |
120-10 |
120-10 |
120-24 |
120-20 |
| S2 |
119-26 |
119-26 |
120-21 |
|
| S3 |
118-23 |
119-08 |
120-17 |
|
| S4 |
117-20 |
118-04 |
120-08 |
|
|
| 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 |
121-16 |
118-02 |
3-14 |
2.8% |
1-18 |
1.3% |
81% |
True |
False |
27,057 |
| 10 |
121-16 |
117-14 |
4-01 |
3.3% |
1-12 |
1.1% |
84% |
True |
False |
139,255 |
| 20 |
121-16 |
115-31 |
5-16 |
4.6% |
1-05 |
0.9% |
88% |
True |
False |
202,921 |
| 40 |
121-16 |
113-11 |
8-04 |
6.7% |
1-06 |
1.0% |
92% |
True |
False |
253,014 |
| 60 |
121-16 |
112-03 |
9-12 |
7.8% |
1-07 |
1.0% |
93% |
True |
False |
275,699 |
| 80 |
121-16 |
111-23 |
9-24 |
8.1% |
1-07 |
1.0% |
93% |
True |
False |
277,538 |
| 100 |
121-16 |
111-23 |
9-24 |
8.1% |
1-07 |
1.0% |
93% |
True |
False |
222,878 |
| 120 |
121-16 |
111-23 |
9-24 |
8.1% |
1-06 |
1.0% |
93% |
True |
False |
185,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-04 |
|
2.618 |
124-11 |
|
1.618 |
123-08 |
|
1.000 |
122-18 |
|
0.618 |
122-05 |
|
HIGH |
121-16 |
|
0.618 |
121-02 |
|
0.500 |
120-30 |
|
0.382 |
120-26 |
|
LOW |
120-12 |
|
0.618 |
119-23 |
|
1.000 |
119-10 |
|
1.618 |
118-20 |
|
2.618 |
117-17 |
|
4.250 |
115-24 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-30 |
120-24 |
| PP |
120-29 |
120-22 |
| S1 |
120-28 |
120-19 |
|