ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 29-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
116-26 |
117-04 |
0-10 |
0.3% |
118-11 |
| High |
117-24 |
121-00 |
3-08 |
2.8% |
118-13 |
| Low |
116-22 |
116-25 |
0-02 |
0.1% |
116-03 |
| Close |
117-14 |
119-26 |
2-12 |
2.0% |
117-14 |
| Range |
1-01 |
4-07 |
3-06 |
309.1% |
2-10 |
| ATR |
1-23 |
1-28 |
0-06 |
10.5% |
0-00 |
| Volume |
265,406 |
215,773 |
-49,633 |
-18.7% |
1,469,742 |
|
| Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-28 |
130-02 |
122-05 |
|
| R3 |
127-20 |
125-27 |
121-00 |
|
| R2 |
123-14 |
123-14 |
120-19 |
|
| R1 |
121-20 |
121-20 |
120-07 |
122-17 |
| PP |
119-06 |
119-06 |
119-06 |
119-21 |
| S1 |
117-13 |
117-13 |
119-14 |
118-10 |
| S2 |
115-00 |
115-00 |
119-02 |
|
| S3 |
110-24 |
113-06 |
118-21 |
|
| S4 |
106-18 |
108-31 |
117-16 |
|
|
| 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 |
121-00 |
116-03 |
4-29 |
4.1% |
1-26 |
1.5% |
76% |
True |
False |
264,246 |
| 10 |
123-28 |
116-03 |
7-24 |
6.5% |
2-06 |
1.8% |
48% |
False |
False |
348,554 |
| 20 |
123-28 |
116-03 |
7-24 |
6.5% |
1-30 |
1.6% |
48% |
False |
False |
354,939 |
| 40 |
123-28 |
113-10 |
10-18 |
8.8% |
1-16 |
1.2% |
62% |
False |
False |
208,612 |
| 60 |
123-28 |
112-14 |
11-14 |
9.5% |
1-12 |
1.2% |
65% |
False |
False |
139,219 |
| 80 |
123-28 |
110-25 |
13-02 |
10.9% |
1-08 |
1.1% |
69% |
False |
False |
104,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-30 |
|
2.618 |
132-01 |
|
1.618 |
127-26 |
|
1.000 |
125-07 |
|
0.618 |
123-19 |
|
HIGH |
121-00 |
|
0.618 |
119-12 |
|
0.500 |
118-28 |
|
0.382 |
118-13 |
|
LOW |
116-25 |
|
0.618 |
114-06 |
|
1.000 |
112-18 |
|
1.618 |
109-31 |
|
2.618 |
105-24 |
|
4.250 |
98-27 |
|
|
| Fisher Pivots for day following 29-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-16 |
119-13 |
| PP |
119-06 |
118-31 |
| S1 |
118-28 |
118-18 |
|