ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 12-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
120-22 |
120-17 |
-0-04 |
-0.1% |
119-04 |
| High |
121-16 |
120-28 |
-0-20 |
-0.5% |
121-16 |
| Low |
120-12 |
119-14 |
-0-30 |
-0.8% |
118-02 |
| Close |
120-27 |
119-14 |
-1-12 |
-1.2% |
119-14 |
| Range |
1-03 |
1-14 |
0-10 |
30.0% |
3-14 |
| ATR |
1-08 |
1-08 |
0-00 |
1.1% |
0-00 |
| Volume |
11,904 |
14,745 |
2,841 |
23.9% |
107,718 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-06 |
123-08 |
120-08 |
|
| R3 |
122-25 |
121-26 |
119-27 |
|
| R2 |
121-11 |
121-11 |
119-23 |
|
| R1 |
120-13 |
120-13 |
119-19 |
120-05 |
| PP |
119-30 |
119-30 |
119-30 |
119-26 |
| S1 |
118-31 |
118-31 |
119-10 |
118-24 |
| S2 |
118-16 |
118-16 |
119-06 |
|
| S3 |
117-03 |
117-18 |
119-02 |
|
| S4 |
115-21 |
116-04 |
118-21 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-30 |
128-04 |
121-11 |
|
| R3 |
126-16 |
124-22 |
120-13 |
|
| R2 |
123-03 |
123-03 |
120-03 |
|
| R1 |
121-09 |
121-09 |
119-25 |
122-06 |
| PP |
119-21 |
119-21 |
119-21 |
120-04 |
| S1 |
117-27 |
117-27 |
119-04 |
118-24 |
| S2 |
116-08 |
116-08 |
118-26 |
|
| S3 |
112-26 |
114-14 |
118-16 |
|
| S4 |
109-13 |
111-00 |
117-18 |
|
|
| 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 |
2.9% |
1-16 |
1.3% |
41% |
False |
False |
21,543 |
| 10 |
121-16 |
117-14 |
4-01 |
3.4% |
1-14 |
1.2% |
50% |
False |
False |
82,831 |
| 20 |
121-16 |
116-20 |
4-27 |
4.1% |
1-05 |
1.0% |
58% |
False |
False |
191,142 |
| 40 |
121-16 |
113-11 |
8-04 |
6.8% |
1-06 |
1.0% |
75% |
False |
False |
242,880 |
| 60 |
121-16 |
112-10 |
9-06 |
7.7% |
1-07 |
1.0% |
78% |
False |
False |
271,482 |
| 80 |
121-16 |
111-23 |
9-24 |
8.2% |
1-07 |
1.0% |
79% |
False |
False |
277,458 |
| 100 |
121-16 |
111-23 |
9-24 |
8.2% |
1-07 |
1.0% |
79% |
False |
False |
223,023 |
| 120 |
121-16 |
111-23 |
9-24 |
8.2% |
1-06 |
1.0% |
79% |
False |
False |
185,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-29 |
|
2.618 |
124-19 |
|
1.618 |
123-06 |
|
1.000 |
122-10 |
|
0.618 |
121-24 |
|
HIGH |
120-28 |
|
0.618 |
120-11 |
|
0.500 |
120-05 |
|
0.382 |
120-00 |
|
LOW |
119-14 |
|
0.618 |
118-18 |
|
1.000 |
118-01 |
|
1.618 |
117-05 |
|
2.618 |
115-23 |
|
4.250 |
113-13 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-05 |
120-15 |
| PP |
119-30 |
120-04 |
| S1 |
119-22 |
119-25 |
|