ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 05-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2008 |
05-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
118-18 |
119-11 |
0-26 |
0.7% |
117-07 |
| High |
119-10 |
120-08 |
0-30 |
0.8% |
120-08 |
| Low |
118-07 |
118-18 |
0-12 |
0.3% |
116-18 |
| Close |
119-02 |
119-02 |
0-00 |
0.0% |
119-02 |
| Range |
1-02 |
1-22 |
0-19 |
55.1% |
3-22 |
| ATR |
1-03 |
1-04 |
0-01 |
3.9% |
0-00 |
| Volume |
253,537 |
292,122 |
38,585 |
15.2% |
1,193,081 |
|
| Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-10 |
123-12 |
120-00 |
|
| R3 |
122-21 |
121-22 |
119-17 |
|
| R2 |
120-31 |
120-31 |
119-12 |
|
| R1 |
120-01 |
120-01 |
119-07 |
119-21 |
| PP |
119-10 |
119-10 |
119-10 |
119-04 |
| S1 |
118-11 |
118-11 |
118-30 |
118-00 |
| S2 |
117-20 |
117-20 |
118-25 |
|
| S3 |
115-31 |
116-22 |
118-20 |
|
| S4 |
114-09 |
115-00 |
118-05 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-24 |
128-04 |
121-04 |
|
| R3 |
126-01 |
124-13 |
120-03 |
|
| R2 |
122-10 |
122-10 |
119-24 |
|
| R1 |
120-22 |
120-22 |
119-13 |
121-16 |
| PP |
118-20 |
118-20 |
118-20 |
119-01 |
| S1 |
117-00 |
117-00 |
118-24 |
117-26 |
| S2 |
114-30 |
114-30 |
118-13 |
|
| S3 |
111-07 |
113-10 |
118-02 |
|
| S4 |
107-16 |
109-19 |
117-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-08 |
116-18 |
3-22 |
3.1% |
1-10 |
1.1% |
68% |
True |
False |
297,071 |
| 10 |
120-08 |
116-08 |
4-00 |
3.4% |
1-05 |
1.0% |
71% |
True |
False |
232,033 |
| 20 |
120-08 |
114-03 |
6-05 |
5.2% |
1-02 |
0.9% |
81% |
True |
False |
121,569 |
| 40 |
120-08 |
112-14 |
7-26 |
6.6% |
1-05 |
1.0% |
85% |
True |
False |
61,167 |
| 60 |
120-08 |
110-25 |
9-15 |
8.0% |
1-02 |
0.9% |
88% |
True |
False |
40,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-11 |
|
2.618 |
124-20 |
|
1.618 |
122-31 |
|
1.000 |
121-30 |
|
0.618 |
121-09 |
|
HIGH |
120-08 |
|
0.618 |
119-20 |
|
0.500 |
119-13 |
|
0.382 |
119-07 |
|
LOW |
118-18 |
|
0.618 |
117-17 |
|
1.000 |
116-29 |
|
1.618 |
115-28 |
|
2.618 |
114-06 |
|
4.250 |
111-15 |
|
|
| Fisher Pivots for day following 05-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-13 |
119-03 |
| PP |
119-10 |
119-03 |
| S1 |
119-06 |
119-03 |
|