ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
117-03 |
116-23 |
-0-12 |
-0.3% |
115-24 |
| High |
117-08 |
117-13 |
0-05 |
0.1% |
116-22 |
| Low |
116-17 |
116-17 |
0-00 |
0.0% |
114-03 |
| Close |
116-22 |
117-05 |
0-15 |
0.4% |
116-18 |
| Range |
0-23 |
0-28 |
0-05 |
21.7% |
2-19 |
| ATR |
1-03 |
1-02 |
0-00 |
-1.4% |
0-00 |
| Volume |
6,245 |
36,714 |
30,469 |
487.9% |
10,133 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-21 |
119-09 |
117-20 |
|
| R3 |
118-25 |
118-13 |
117-13 |
|
| R2 |
117-29 |
117-29 |
117-10 |
|
| R1 |
117-17 |
117-17 |
117-08 |
117-23 |
| PP |
117-01 |
117-01 |
117-01 |
117-04 |
| S1 |
116-21 |
116-21 |
117-02 |
116-27 |
| S2 |
116-05 |
116-05 |
117-00 |
|
| S3 |
115-09 |
115-25 |
116-29 |
|
| S4 |
114-13 |
114-29 |
116-22 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-18 |
122-21 |
118-00 |
|
| R3 |
120-31 |
120-02 |
117-09 |
|
| R2 |
118-12 |
118-12 |
117-01 |
|
| R1 |
117-15 |
117-15 |
116-26 |
117-30 |
| PP |
115-25 |
115-25 |
115-25 |
116-00 |
| S1 |
114-28 |
114-28 |
116-10 |
115-10 |
| S2 |
113-06 |
113-06 |
116-03 |
|
| S3 |
110-19 |
112-09 |
115-27 |
|
| S4 |
108-00 |
109-22 |
115-04 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-04 |
|
2.618 |
119-22 |
|
1.618 |
118-26 |
|
1.000 |
118-09 |
|
0.618 |
117-30 |
|
HIGH |
117-13 |
|
0.618 |
117-02 |
|
0.500 |
116-31 |
|
0.382 |
116-28 |
|
LOW |
116-17 |
|
0.618 |
116-00 |
|
1.000 |
115-21 |
|
1.618 |
115-04 |
|
2.618 |
114-08 |
|
4.250 |
112-26 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-03 |
117-03 |
| PP |
117-01 |
117-00 |
| S1 |
116-31 |
116-30 |
|