ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 22-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
120-24 |
118-11 |
-2-14 |
-2.0% |
119-28 |
| High |
120-25 |
118-13 |
-2-12 |
-2.0% |
123-28 |
| Low |
117-19 |
116-13 |
-1-06 |
-1.0% |
117-19 |
| Close |
118-05 |
117-14 |
-0-22 |
-0.6% |
118-05 |
| Range |
3-06 |
2-00 |
-1-06 |
-37.3% |
6-08 |
| ATR |
1-28 |
1-28 |
0-00 |
0.5% |
0-00 |
| Volume |
377,639 |
364,281 |
-13,358 |
-3.5% |
2,241,842 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-14 |
122-14 |
118-18 |
|
| R3 |
121-14 |
120-14 |
118-00 |
|
| R2 |
119-14 |
119-14 |
117-26 |
|
| R1 |
118-14 |
118-14 |
117-20 |
117-30 |
| PP |
117-14 |
117-14 |
117-14 |
117-05 |
| S1 |
116-14 |
116-14 |
117-09 |
115-30 |
| S2 |
115-14 |
115-14 |
117-03 |
|
| S3 |
113-14 |
114-14 |
116-29 |
|
| S4 |
111-14 |
112-14 |
116-11 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-21 |
134-22 |
121-19 |
|
| R3 |
132-13 |
128-13 |
119-28 |
|
| R2 |
126-04 |
126-04 |
119-10 |
|
| R1 |
122-05 |
122-05 |
118-23 |
121-00 |
| PP |
119-28 |
119-28 |
119-28 |
119-10 |
| S1 |
115-28 |
115-28 |
117-19 |
114-24 |
| S2 |
113-19 |
113-19 |
117-00 |
|
| S3 |
107-11 |
109-20 |
116-14 |
|
| S4 |
101-02 |
103-11 |
114-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-28 |
116-13 |
7-14 |
6.3% |
2-19 |
2.2% |
14% |
False |
True |
432,861 |
| 10 |
123-28 |
116-13 |
7-14 |
6.3% |
2-06 |
1.9% |
14% |
False |
True |
419,465 |
| 20 |
123-28 |
116-08 |
7-20 |
6.5% |
1-24 |
1.5% |
16% |
False |
False |
339,996 |
| 40 |
123-28 |
113-00 |
10-28 |
9.2% |
1-13 |
1.2% |
41% |
False |
False |
175,670 |
| 60 |
123-28 |
112-14 |
11-14 |
9.7% |
1-10 |
1.1% |
44% |
False |
False |
117,212 |
| 80 |
123-28 |
110-25 |
13-02 |
11.1% |
1-07 |
1.0% |
51% |
False |
False |
87,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-29 |
|
2.618 |
123-21 |
|
1.618 |
121-21 |
|
1.000 |
120-13 |
|
0.618 |
119-21 |
|
HIGH |
118-13 |
|
0.618 |
117-21 |
|
0.500 |
117-13 |
|
0.382 |
117-05 |
|
LOW |
116-13 |
|
0.618 |
115-05 |
|
1.000 |
114-13 |
|
1.618 |
113-05 |
|
2.618 |
111-05 |
|
4.250 |
107-29 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-14 |
119-14 |
| PP |
117-14 |
118-25 |
| S1 |
117-13 |
118-04 |
|