ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 17-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
122-18 |
121-25 |
-0-26 |
-0.7% |
118-06 |
| High |
123-28 |
123-10 |
-0-18 |
-0.5% |
120-20 |
| Low |
120-24 |
120-21 |
-0-02 |
-0.1% |
117-06 |
| Close |
121-20 |
121-30 |
0-10 |
0.3% |
118-19 |
| Range |
3-04 |
2-20 |
-0-16 |
-15.5% |
3-14 |
| ATR |
1-19 |
1-21 |
0-02 |
4.7% |
0-00 |
| Volume |
413,473 |
545,187 |
131,714 |
31.9% |
1,978,353 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-28 |
128-18 |
123-12 |
|
| R3 |
127-08 |
125-29 |
122-21 |
|
| R2 |
124-19 |
124-19 |
122-13 |
|
| R1 |
123-09 |
123-09 |
122-06 |
123-30 |
| PP |
121-31 |
121-31 |
121-31 |
122-10 |
| S1 |
120-20 |
120-20 |
121-22 |
121-10 |
| S2 |
119-10 |
119-10 |
121-15 |
|
| S3 |
116-22 |
118-00 |
121-07 |
|
| S4 |
114-01 |
115-11 |
120-16 |
|
|
| 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 |
123-28 |
118-17 |
5-10 |
4.4% |
2-13 |
2.0% |
64% |
False |
False |
434,075 |
| 10 |
123-28 |
117-06 |
6-22 |
5.5% |
2-00 |
1.6% |
71% |
False |
False |
392,448 |
| 20 |
123-28 |
116-08 |
7-20 |
6.2% |
1-17 |
1.3% |
75% |
False |
False |
289,472 |
| 40 |
123-28 |
112-14 |
11-14 |
9.4% |
1-10 |
1.1% |
83% |
False |
False |
145,547 |
| 60 |
123-28 |
112-06 |
11-22 |
9.6% |
1-08 |
1.0% |
84% |
False |
False |
97,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-17 |
|
2.618 |
130-07 |
|
1.618 |
127-18 |
|
1.000 |
125-30 |
|
0.618 |
124-30 |
|
HIGH |
123-10 |
|
0.618 |
122-09 |
|
0.500 |
121-31 |
|
0.382 |
121-21 |
|
LOW |
120-21 |
|
0.618 |
119-01 |
|
1.000 |
118-00 |
|
1.618 |
116-12 |
|
2.618 |
113-24 |
|
4.250 |
109-14 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121-31 |
121-27 |
| PP |
121-31 |
121-24 |
| S1 |
121-30 |
121-20 |
|