ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 03-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117-07 |
118-05 |
0-30 |
0.8% |
116-26 |
| High |
118-10 |
118-22 |
0-12 |
0.3% |
118-09 |
| Low |
116-18 |
117-30 |
1-12 |
1.2% |
116-08 |
| Close |
118-04 |
118-19 |
0-16 |
0.4% |
117-10 |
| Range |
1-24 |
0-24 |
-1-00 |
-56.3% |
2-01 |
| ATR |
1-03 |
1-03 |
-0-01 |
-2.2% |
0-00 |
| Volume |
272,991 |
374,431 |
101,440 |
37.2% |
1,022,373 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-22 |
120-13 |
119-00 |
|
| R3 |
119-30 |
119-21 |
118-26 |
|
| R2 |
119-05 |
119-05 |
118-23 |
|
| R1 |
118-28 |
118-28 |
118-21 |
119-01 |
| PP |
118-13 |
118-13 |
118-13 |
118-15 |
| S1 |
118-04 |
118-04 |
118-17 |
118-08 |
| S2 |
117-20 |
117-20 |
118-15 |
|
| S3 |
116-28 |
117-11 |
118-12 |
|
| S4 |
116-03 |
116-19 |
118-06 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-12 |
122-12 |
118-14 |
|
| R3 |
121-11 |
120-11 |
117-28 |
|
| R2 |
119-10 |
119-10 |
117-22 |
|
| R1 |
118-10 |
118-10 |
117-16 |
118-26 |
| PP |
117-09 |
117-09 |
117-09 |
117-17 |
| S1 |
116-09 |
116-09 |
117-04 |
116-25 |
| S2 |
115-08 |
115-08 |
116-30 |
|
| S3 |
113-07 |
114-08 |
116-24 |
|
| S4 |
111-06 |
112-07 |
116-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-22 |
116-18 |
2-04 |
1.8% |
1-04 |
0.9% |
96% |
True |
False |
301,510 |
| 10 |
118-22 |
116-08 |
2-14 |
2.1% |
1-02 |
0.9% |
96% |
True |
False |
186,496 |
| 20 |
118-22 |
113-10 |
5-12 |
4.5% |
1-02 |
0.9% |
98% |
True |
False |
94,589 |
| 40 |
118-22 |
112-14 |
6-08 |
5.3% |
1-04 |
0.9% |
99% |
True |
False |
47,536 |
| 60 |
118-22 |
110-25 |
7-29 |
6.7% |
1-02 |
0.9% |
99% |
True |
False |
31,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-30 |
|
2.618 |
120-22 |
|
1.618 |
119-30 |
|
1.000 |
119-14 |
|
0.618 |
119-05 |
|
HIGH |
118-22 |
|
0.618 |
118-13 |
|
0.500 |
118-10 |
|
0.382 |
118-07 |
|
LOW |
117-30 |
|
0.618 |
117-14 |
|
1.000 |
117-05 |
|
1.618 |
116-22 |
|
2.618 |
115-29 |
|
4.250 |
114-21 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-16 |
118-09 |
| PP |
118-13 |
117-30 |
| S1 |
118-10 |
117-20 |
|