ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 09-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
116-16 |
116-25 |
0-09 |
0.2% |
115-26 |
| High |
116-30 |
117-14 |
0-16 |
0.4% |
116-16 |
| Low |
116-04 |
116-14 |
0-11 |
0.3% |
115-04 |
| Close |
116-27 |
117-06 |
0-11 |
0.3% |
115-28 |
| Range |
0-27 |
1-00 |
0-04 |
16.7% |
1-12 |
| ATR |
1-06 |
1-05 |
0-00 |
-1.2% |
0-00 |
| Volume |
352,450 |
317,949 |
-34,501 |
-9.8% |
1,313,655 |
|
| Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-31 |
119-18 |
117-23 |
|
| R3 |
119-00 |
118-19 |
117-15 |
|
| R2 |
118-00 |
118-00 |
117-12 |
|
| R1 |
117-19 |
117-19 |
117-09 |
117-26 |
| PP |
117-01 |
117-01 |
117-01 |
117-04 |
| S1 |
116-20 |
116-20 |
117-03 |
116-26 |
| S2 |
116-01 |
116-01 |
117-00 |
|
| S3 |
115-02 |
115-20 |
116-29 |
|
| S4 |
114-02 |
114-21 |
116-21 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-31 |
119-09 |
116-20 |
|
| R3 |
118-19 |
117-29 |
116-08 |
|
| R2 |
117-07 |
117-07 |
116-04 |
|
| R1 |
116-17 |
116-17 |
116-00 |
116-28 |
| PP |
115-27 |
115-27 |
115-27 |
116-00 |
| S1 |
115-05 |
115-05 |
115-24 |
115-16 |
| S2 |
114-15 |
114-15 |
115-20 |
|
| S3 |
113-03 |
113-25 |
115-16 |
|
| S4 |
111-23 |
112-13 |
115-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-14 |
115-04 |
2-10 |
2.0% |
1-04 |
1.0% |
89% |
True |
False |
323,532 |
| 10 |
117-14 |
113-04 |
4-10 |
3.7% |
1-05 |
1.0% |
94% |
True |
False |
314,731 |
| 20 |
117-14 |
111-23 |
5-23 |
4.9% |
1-04 |
1.0% |
96% |
True |
False |
302,108 |
| 40 |
117-14 |
111-23 |
5-23 |
4.9% |
1-06 |
1.0% |
96% |
True |
False |
254,871 |
| 60 |
117-14 |
111-23 |
5-23 |
4.9% |
1-06 |
1.0% |
96% |
True |
False |
170,311 |
| 80 |
119-14 |
111-23 |
7-23 |
6.6% |
1-05 |
1.0% |
71% |
False |
False |
127,764 |
| 100 |
119-14 |
111-23 |
7-23 |
6.6% |
1-03 |
0.9% |
71% |
False |
False |
102,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-20 |
|
2.618 |
120-00 |
|
1.618 |
119-01 |
|
1.000 |
118-14 |
|
0.618 |
118-01 |
|
HIGH |
117-14 |
|
0.618 |
117-02 |
|
0.500 |
116-30 |
|
0.382 |
116-27 |
|
LOW |
116-14 |
|
0.618 |
115-27 |
|
1.000 |
115-15 |
|
1.618 |
114-28 |
|
2.618 |
113-28 |
|
4.250 |
112-09 |
|
|
| Fisher Pivots for day following 09-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-03 |
116-30 |
| PP |
117-01 |
116-22 |
| S1 |
116-30 |
116-15 |
|