ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 08-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
121-16 |
120-12 |
-1-04 |
-0.9% |
117-04 |
| High |
121-26 |
121-28 |
0-03 |
0.1% |
121-00 |
| Low |
120-06 |
117-13 |
-2-25 |
-2.3% |
116-25 |
| Close |
120-24 |
118-09 |
-2-14 |
-2.0% |
119-20 |
| Range |
1-20 |
4-16 |
2-28 |
178.6% |
4-07 |
| ATR |
2-02 |
2-08 |
0-06 |
8.4% |
0-00 |
| Volume |
333,702 |
312,343 |
-21,359 |
-6.4% |
1,475,389 |
|
| Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-21 |
129-30 |
120-24 |
|
| R3 |
128-05 |
125-15 |
119-16 |
|
| R2 |
123-22 |
123-22 |
119-03 |
|
| R1 |
120-31 |
120-31 |
118-22 |
120-03 |
| PP |
119-06 |
119-06 |
119-06 |
118-24 |
| S1 |
116-16 |
116-16 |
117-28 |
115-19 |
| S2 |
114-23 |
114-23 |
117-15 |
|
| S3 |
110-07 |
112-00 |
117-02 |
|
| S4 |
105-24 |
107-17 |
115-26 |
|
|
| 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 |
122-12 |
117-13 |
4-30 |
4.2% |
2-16 |
2.1% |
18% |
False |
True |
309,695 |
| 10 |
122-12 |
116-03 |
6-08 |
5.3% |
2-15 |
2.1% |
35% |
False |
False |
292,911 |
| 20 |
123-28 |
116-03 |
7-24 |
6.6% |
2-10 |
2.0% |
28% |
False |
False |
345,439 |
| 40 |
123-28 |
114-31 |
8-28 |
7.5% |
1-24 |
1.5% |
37% |
False |
False |
263,626 |
| 60 |
123-28 |
112-14 |
11-14 |
9.7% |
1-18 |
1.3% |
51% |
False |
False |
176,052 |
| 80 |
123-28 |
110-26 |
13-02 |
11.0% |
1-13 |
1.2% |
57% |
False |
False |
132,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-30 |
|
2.618 |
133-20 |
|
1.618 |
129-05 |
|
1.000 |
126-12 |
|
0.618 |
124-21 |
|
HIGH |
121-28 |
|
0.618 |
120-06 |
|
0.500 |
119-21 |
|
0.382 |
119-04 |
|
LOW |
117-13 |
|
0.618 |
114-20 |
|
1.000 |
112-30 |
|
1.618 |
110-05 |
|
2.618 |
105-21 |
|
4.250 |
98-11 |
|
|
| Fisher Pivots for day following 08-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-21 |
119-28 |
| PP |
119-06 |
119-11 |
| S1 |
118-24 |
118-26 |
|