ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 03-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
118-18 |
119-15 |
0-29 |
0.8% |
117-04 |
| High |
119-19 |
120-14 |
0-28 |
0.7% |
121-00 |
| Low |
118-02 |
117-26 |
-0-07 |
-0.2% |
116-25 |
| Close |
119-12 |
119-20 |
0-08 |
0.2% |
119-20 |
| Range |
1-18 |
2-20 |
1-02 |
69.7% |
4-07 |
| ATR |
2-00 |
2-01 |
0-01 |
2.3% |
0-00 |
| Volume |
354,466 |
242,100 |
-112,366 |
-31.7% |
1,475,389 |
|
| Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-06 |
126-01 |
121-03 |
|
| R3 |
124-18 |
123-13 |
120-12 |
|
| R2 |
121-30 |
121-30 |
120-04 |
|
| R1 |
120-25 |
120-25 |
119-28 |
121-12 |
| PP |
119-10 |
119-10 |
119-10 |
119-19 |
| S1 |
118-05 |
118-05 |
119-13 |
118-24 |
| S2 |
116-22 |
116-22 |
119-05 |
|
| S3 |
114-02 |
115-17 |
118-29 |
|
| S4 |
111-14 |
112-29 |
118-06 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-26 |
129-30 |
121-31 |
|
| R3 |
127-18 |
125-23 |
120-26 |
|
| R2 |
123-12 |
123-12 |
120-13 |
|
| R1 |
121-16 |
121-16 |
120-01 |
122-14 |
| PP |
119-04 |
119-04 |
119-04 |
119-19 |
| S1 |
117-09 |
117-09 |
119-08 |
118-07 |
| S2 |
114-30 |
114-30 |
118-28 |
|
| S3 |
110-22 |
113-02 |
118-15 |
|
| S4 |
106-16 |
108-27 |
117-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-00 |
116-25 |
4-07 |
3.5% |
2-27 |
2.4% |
68% |
False |
False |
295,077 |
| 10 |
121-00 |
116-03 |
4-29 |
4.1% |
2-03 |
1.8% |
72% |
False |
False |
294,513 |
| 20 |
123-28 |
116-03 |
7-24 |
6.5% |
2-05 |
1.8% |
46% |
False |
False |
358,266 |
| 40 |
123-28 |
114-03 |
9-24 |
8.2% |
1-20 |
1.4% |
57% |
False |
False |
239,917 |
| 60 |
123-28 |
112-14 |
11-14 |
9.5% |
1-16 |
1.2% |
63% |
False |
False |
160,200 |
| 80 |
123-28 |
110-25 |
13-02 |
10.9% |
1-11 |
1.1% |
68% |
False |
False |
120,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-20 |
|
2.618 |
127-10 |
|
1.618 |
124-22 |
|
1.000 |
123-02 |
|
0.618 |
122-02 |
|
HIGH |
120-14 |
|
0.618 |
119-14 |
|
0.500 |
119-04 |
|
0.382 |
118-27 |
|
LOW |
117-26 |
|
0.618 |
116-07 |
|
1.000 |
115-06 |
|
1.618 |
113-19 |
|
2.618 |
110-31 |
|
4.250 |
106-22 |
|
|
| Fisher Pivots for day following 03-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-15 |
119-10 |
| PP |
119-10 |
119-00 |
| S1 |
119-04 |
118-22 |
|