ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 04-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
118-05 |
118-18 |
0-12 |
0.3% |
116-26 |
| High |
118-22 |
119-10 |
0-20 |
0.5% |
118-09 |
| Low |
117-30 |
118-07 |
0-10 |
0.3% |
116-08 |
| Close |
118-19 |
119-02 |
0-16 |
0.4% |
117-10 |
| Range |
0-24 |
1-02 |
0-10 |
40.8% |
2-01 |
| ATR |
1-03 |
1-03 |
0-00 |
0.0% |
0-00 |
| Volume |
374,431 |
253,537 |
-120,894 |
-32.3% |
1,022,373 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-03 |
121-21 |
119-21 |
|
| R3 |
121-01 |
120-19 |
119-12 |
|
| R2 |
119-30 |
119-30 |
119-09 |
|
| R1 |
119-16 |
119-16 |
119-06 |
119-23 |
| PP |
118-28 |
118-28 |
118-28 |
118-31 |
| S1 |
118-14 |
118-14 |
118-31 |
118-21 |
| S2 |
117-25 |
117-25 |
118-28 |
|
| S3 |
116-23 |
117-11 |
118-25 |
|
| S4 |
115-20 |
116-09 |
118-16 |
|
|
| 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 |
119-10 |
116-18 |
2-24 |
2.3% |
1-04 |
1.0% |
92% |
True |
False |
310,768 |
| 10 |
119-10 |
116-08 |
3-02 |
2.6% |
1-03 |
0.9% |
93% |
True |
False |
208,178 |
| 20 |
119-10 |
113-23 |
5-18 |
4.7% |
1-02 |
0.9% |
96% |
True |
False |
107,111 |
| 40 |
119-10 |
112-14 |
6-28 |
5.8% |
1-04 |
0.9% |
97% |
True |
False |
53,874 |
| 60 |
119-10 |
110-25 |
8-16 |
7.2% |
1-02 |
0.9% |
97% |
True |
False |
35,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-28 |
|
2.618 |
122-04 |
|
1.618 |
121-01 |
|
1.000 |
120-12 |
|
0.618 |
119-31 |
|
HIGH |
119-10 |
|
0.618 |
118-28 |
|
0.500 |
118-24 |
|
0.382 |
118-20 |
|
LOW |
118-07 |
|
0.618 |
117-18 |
|
1.000 |
117-04 |
|
1.618 |
116-15 |
|
2.618 |
115-13 |
|
4.250 |
113-20 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-31 |
118-22 |
| PP |
118-28 |
118-10 |
| S1 |
118-24 |
117-30 |
|