ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 22-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
117-04 |
116-31 |
-0-05 |
-0.1% |
116-24 |
| High |
117-13 |
117-02 |
-0-11 |
-0.3% |
117-13 |
| Low |
116-15 |
116-10 |
-0-05 |
-0.1% |
116-10 |
| Close |
116-28 |
116-26 |
-0-02 |
-0.1% |
116-26 |
| Range |
0-30 |
0-24 |
-0-06 |
-20.0% |
1-03 |
| ATR |
1-02 |
1-01 |
-0-01 |
-2.1% |
0-00 |
| Volume |
53,577 |
104,876 |
51,299 |
95.7% |
204,357 |
|
| Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-31 |
118-21 |
117-07 |
|
| R3 |
118-07 |
117-29 |
117-01 |
|
| R2 |
117-15 |
117-15 |
116-30 |
|
| R1 |
117-05 |
117-05 |
116-28 |
116-30 |
| PP |
116-23 |
116-23 |
116-23 |
116-20 |
| S1 |
116-13 |
116-13 |
116-24 |
116-06 |
| S2 |
115-31 |
115-31 |
116-22 |
|
| S3 |
115-07 |
115-21 |
116-19 |
|
| S4 |
114-15 |
114-29 |
116-13 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-04 |
119-18 |
117-13 |
|
| R3 |
119-01 |
118-15 |
117-04 |
|
| R2 |
117-30 |
117-30 |
117-00 |
|
| R1 |
117-12 |
117-12 |
116-29 |
117-21 |
| PP |
116-27 |
116-27 |
116-27 |
117-00 |
| S1 |
116-09 |
116-09 |
116-23 |
116-18 |
| S2 |
115-24 |
115-24 |
116-20 |
|
| S3 |
114-21 |
115-06 |
116-16 |
|
| S4 |
113-18 |
114-03 |
116-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-13 |
116-10 |
1-03 |
0.9% |
0-25 |
0.7% |
46% |
False |
True |
40,871 |
| 10 |
117-13 |
114-03 |
3-10 |
2.8% |
1-00 |
0.8% |
82% |
False |
False |
21,449 |
| 20 |
117-13 |
113-00 |
4-13 |
3.8% |
1-01 |
0.9% |
87% |
False |
False |
11,343 |
| 40 |
117-13 |
112-14 |
4-31 |
4.3% |
1-03 |
0.9% |
88% |
False |
False |
5,821 |
| 60 |
117-13 |
110-25 |
6-20 |
5.7% |
1-01 |
0.9% |
91% |
False |
False |
3,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-08 |
|
2.618 |
119-01 |
|
1.618 |
118-09 |
|
1.000 |
117-26 |
|
0.618 |
117-17 |
|
HIGH |
117-02 |
|
0.618 |
116-25 |
|
0.500 |
116-22 |
|
0.382 |
116-19 |
|
LOW |
116-10 |
|
0.618 |
115-27 |
|
1.000 |
115-18 |
|
1.618 |
115-03 |
|
2.618 |
114-11 |
|
4.250 |
113-04 |
|
|
| Fisher Pivots for day following 22-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-25 |
116-28 |
| PP |
116-23 |
116-27 |
| S1 |
116-22 |
116-26 |
|