ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 12-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
119-28 |
119-26 |
-0-02 |
-0.1% |
118-06 |
| High |
120-20 |
120-10 |
-0-10 |
-0.3% |
120-20 |
| Low |
119-16 |
118-17 |
-0-31 |
-0.8% |
117-06 |
| Close |
120-00 |
118-19 |
-1-12 |
-1.2% |
118-19 |
| Range |
1-04 |
1-24 |
0-20 |
56.9% |
3-14 |
| ATR |
1-07 |
1-09 |
0-01 |
3.1% |
0-00 |
| Volume |
394,858 |
375,042 |
-19,816 |
-5.0% |
1,978,353 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-14 |
123-09 |
119-18 |
|
| R3 |
122-22 |
121-16 |
119-03 |
|
| R2 |
120-29 |
120-29 |
118-29 |
|
| R1 |
119-24 |
119-24 |
118-24 |
119-14 |
| PP |
119-04 |
119-04 |
119-04 |
119-00 |
| S1 |
118-00 |
118-00 |
118-14 |
117-22 |
| S2 |
117-12 |
117-12 |
118-09 |
|
| S3 |
115-20 |
116-07 |
118-03 |
|
| S4 |
113-27 |
114-14 |
117-20 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-05 |
127-10 |
120-16 |
|
| R3 |
125-22 |
123-28 |
119-17 |
|
| R2 |
122-08 |
122-08 |
119-07 |
|
| R1 |
120-14 |
120-14 |
118-29 |
121-11 |
| PP |
118-26 |
118-26 |
118-26 |
119-08 |
| S1 |
116-31 |
116-31 |
118-09 |
117-28 |
| S2 |
115-11 |
115-11 |
117-31 |
|
| S3 |
111-28 |
113-16 |
117-21 |
|
| S4 |
108-14 |
110-02 |
116-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-20 |
117-06 |
3-14 |
2.9% |
1-20 |
1.4% |
41% |
False |
False |
395,670 |
| 10 |
120-20 |
116-18 |
4-02 |
3.4% |
1-15 |
1.2% |
50% |
False |
False |
346,371 |
| 20 |
120-20 |
115-23 |
4-29 |
4.1% |
1-06 |
1.0% |
59% |
False |
False |
220,153 |
| 40 |
120-20 |
112-14 |
8-06 |
6.9% |
1-05 |
1.0% |
75% |
False |
False |
110,575 |
| 60 |
120-20 |
111-17 |
9-03 |
7.7% |
1-04 |
0.9% |
78% |
False |
False |
73,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-26 |
|
2.618 |
124-29 |
|
1.618 |
123-05 |
|
1.000 |
122-02 |
|
0.618 |
121-12 |
|
HIGH |
120-10 |
|
0.618 |
119-20 |
|
0.500 |
119-13 |
|
0.382 |
119-07 |
|
LOW |
118-17 |
|
0.618 |
117-14 |
|
1.000 |
116-24 |
|
1.618 |
115-22 |
|
2.618 |
113-29 |
|
4.250 |
111-01 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-13 |
119-18 |
| PP |
119-04 |
119-08 |
| S1 |
118-28 |
118-30 |
|