ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 26-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
116-30 |
116-26 |
-0-04 |
-0.1% |
118-11 |
| High |
117-12 |
117-24 |
0-12 |
0.3% |
118-13 |
| Low |
116-03 |
116-22 |
0-20 |
0.5% |
116-03 |
| Close |
116-24 |
117-14 |
0-22 |
0.6% |
117-14 |
| Range |
1-09 |
1-01 |
-0-08 |
-19.5% |
2-10 |
| ATR |
1-24 |
1-23 |
-0-02 |
-2.9% |
0-00 |
| Volume |
236,406 |
265,406 |
29,000 |
12.3% |
1,469,742 |
|
| Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-12 |
119-30 |
118-00 |
|
| R3 |
119-11 |
118-29 |
117-23 |
|
| R2 |
118-10 |
118-10 |
117-20 |
|
| R1 |
117-28 |
117-28 |
117-17 |
118-03 |
| PP |
117-09 |
117-09 |
117-09 |
117-13 |
| S1 |
116-27 |
116-27 |
117-11 |
117-02 |
| S2 |
116-08 |
116-08 |
117-08 |
|
| S3 |
115-07 |
115-26 |
117-05 |
|
| S4 |
114-06 |
114-25 |
116-28 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-08 |
123-05 |
118-23 |
|
| R3 |
121-30 |
120-27 |
118-02 |
|
| R2 |
119-20 |
119-20 |
117-28 |
|
| R1 |
118-17 |
118-17 |
117-21 |
117-30 |
| PP |
117-10 |
117-10 |
117-10 |
117-00 |
| S1 |
116-07 |
116-07 |
117-07 |
115-20 |
| S2 |
115-00 |
115-00 |
117-00 |
|
| S3 |
112-22 |
113-29 |
116-26 |
|
| S4 |
110-12 |
111-19 |
116-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-13 |
116-03 |
2-10 |
2.0% |
1-12 |
1.2% |
58% |
False |
False |
293,948 |
| 10 |
123-28 |
116-03 |
7-24 |
6.6% |
2-03 |
1.8% |
17% |
False |
False |
371,158 |
| 20 |
123-28 |
116-03 |
7-24 |
6.6% |
1-25 |
1.5% |
17% |
False |
False |
358,764 |
| 40 |
123-28 |
113-10 |
10-18 |
9.0% |
1-13 |
1.2% |
39% |
False |
False |
203,244 |
| 60 |
123-28 |
112-14 |
11-14 |
9.7% |
1-11 |
1.1% |
44% |
False |
False |
135,626 |
| 80 |
123-28 |
110-25 |
13-02 |
11.1% |
1-07 |
1.0% |
51% |
False |
False |
101,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-04 |
|
2.618 |
120-14 |
|
1.618 |
119-13 |
|
1.000 |
118-24 |
|
0.618 |
118-12 |
|
HIGH |
117-24 |
|
0.618 |
117-11 |
|
0.500 |
117-07 |
|
0.382 |
117-03 |
|
LOW |
116-22 |
|
0.618 |
116-02 |
|
1.000 |
115-22 |
|
1.618 |
115-01 |
|
2.618 |
114-00 |
|
4.250 |
112-10 |
|
|
| Fisher Pivots for day following 26-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-12 |
117-10 |
| PP |
117-09 |
117-06 |
| S1 |
117-07 |
117-03 |
|