ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 16-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
120-15 |
123-16 |
3-02 |
2.5% |
119-04 |
| High |
123-22 |
124-24 |
1-02 |
0.8% |
121-16 |
| Low |
120-10 |
121-20 |
1-10 |
1.1% |
118-02 |
| Close |
122-06 |
122-18 |
0-12 |
0.3% |
119-14 |
| Range |
3-12 |
3-03 |
-0-09 |
-8.3% |
3-14 |
| ATR |
1-15 |
1-18 |
0-04 |
8.0% |
0-00 |
| Volume |
7,365 |
10,105 |
2,740 |
37.2% |
107,718 |
|
| Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-08 |
130-16 |
124-08 |
|
| R3 |
129-05 |
127-13 |
123-13 |
|
| R2 |
126-02 |
126-02 |
123-04 |
|
| R1 |
124-10 |
124-10 |
122-27 |
123-20 |
| PP |
122-31 |
122-31 |
122-31 |
122-20 |
| S1 |
121-07 |
121-07 |
122-08 |
120-18 |
| S2 |
119-28 |
119-28 |
121-31 |
|
| S3 |
116-25 |
118-04 |
121-22 |
|
| S4 |
113-22 |
115-01 |
120-27 |
|
|
| 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 |
124-24 |
119-14 |
5-09 |
4.3% |
2-01 |
1.6% |
59% |
True |
False |
10,072 |
| 10 |
124-24 |
118-02 |
6-22 |
5.4% |
1-24 |
1.4% |
67% |
True |
False |
29,669 |
| 20 |
124-24 |
117-06 |
7-18 |
6.2% |
1-13 |
1.1% |
71% |
True |
False |
169,152 |
| 40 |
124-24 |
113-11 |
11-12 |
9.3% |
1-10 |
1.1% |
81% |
True |
False |
227,175 |
| 60 |
124-24 |
113-03 |
11-20 |
9.5% |
1-09 |
1.0% |
81% |
True |
False |
262,122 |
| 80 |
124-24 |
111-23 |
13-00 |
10.6% |
1-08 |
1.0% |
83% |
True |
False |
275,988 |
| 100 |
124-24 |
111-23 |
13-00 |
10.6% |
1-08 |
1.0% |
83% |
True |
False |
223,192 |
| 120 |
124-24 |
111-23 |
13-00 |
10.6% |
1-07 |
1.0% |
83% |
True |
False |
186,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-28 |
|
2.618 |
132-27 |
|
1.618 |
129-24 |
|
1.000 |
127-26 |
|
0.618 |
126-21 |
|
HIGH |
124-24 |
|
0.618 |
123-18 |
|
0.500 |
123-06 |
|
0.382 |
122-26 |
|
LOW |
121-20 |
|
0.618 |
119-23 |
|
1.000 |
118-18 |
|
1.618 |
116-20 |
|
2.618 |
113-17 |
|
4.250 |
108-16 |
|
|
| Fisher Pivots for day following 16-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123-06 |
122-13 |
| PP |
122-31 |
122-08 |
| S1 |
122-24 |
122-03 |
|