ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 11-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2008 |
11-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
117-11 |
117-10 |
0-00 |
0.0% |
116-02 |
| High |
117-17 |
117-16 |
0-00 |
0.0% |
117-17 |
| Low |
116-24 |
115-15 |
-1-10 |
-1.1% |
115-15 |
| Close |
117-10 |
115-27 |
-1-15 |
-1.3% |
115-27 |
| Range |
0-24 |
2-02 |
1-09 |
167.3% |
2-02 |
| ATR |
1-04 |
1-06 |
0-02 |
5.8% |
0-00 |
| Volume |
276,812 |
356,863 |
80,051 |
28.9% |
1,589,790 |
|
| Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-13 |
121-06 |
116-31 |
|
| R3 |
120-12 |
119-04 |
116-13 |
|
| R2 |
118-10 |
118-10 |
116-07 |
|
| R1 |
117-03 |
117-03 |
116-01 |
116-22 |
| PP |
116-09 |
116-09 |
116-09 |
116-02 |
| S1 |
115-01 |
115-01 |
115-21 |
114-20 |
| S2 |
114-07 |
114-07 |
115-15 |
|
| S3 |
112-06 |
113-00 |
115-09 |
|
| S4 |
110-04 |
110-30 |
114-23 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-15 |
121-07 |
116-31 |
|
| R3 |
120-13 |
119-05 |
116-13 |
|
| R2 |
118-11 |
118-11 |
116-07 |
|
| R1 |
117-03 |
117-03 |
116-01 |
116-22 |
| PP |
116-09 |
116-09 |
116-09 |
116-02 |
| S1 |
115-01 |
115-01 |
115-21 |
114-20 |
| S2 |
114-07 |
114-07 |
115-15 |
|
| S3 |
112-05 |
112-31 |
115-09 |
|
| S4 |
110-03 |
110-29 |
114-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-17 |
115-15 |
2-02 |
1.8% |
1-09 |
1.1% |
18% |
False |
True |
317,958 |
| 10 |
117-17 |
114-26 |
2-22 |
2.3% |
1-05 |
1.0% |
38% |
False |
False |
322,760 |
| 20 |
117-17 |
111-23 |
5-26 |
5.0% |
1-04 |
1.0% |
71% |
False |
False |
298,946 |
| 40 |
117-17 |
111-23 |
5-26 |
5.0% |
1-06 |
1.0% |
71% |
False |
False |
270,595 |
| 60 |
117-17 |
111-23 |
5-26 |
5.0% |
1-07 |
1.0% |
71% |
False |
False |
180,858 |
| 80 |
119-14 |
111-23 |
7-23 |
6.7% |
1-05 |
1.0% |
53% |
False |
False |
135,685 |
| 100 |
119-14 |
111-23 |
7-23 |
6.7% |
1-04 |
1.0% |
53% |
False |
False |
108,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-07 |
|
2.618 |
122-28 |
|
1.618 |
120-26 |
|
1.000 |
119-18 |
|
0.618 |
118-25 |
|
HIGH |
117-16 |
|
0.618 |
116-23 |
|
0.500 |
116-16 |
|
0.382 |
116-08 |
|
LOW |
115-15 |
|
0.618 |
114-07 |
|
1.000 |
113-14 |
|
1.618 |
112-05 |
|
2.618 |
110-04 |
|
4.250 |
106-25 |
|
|
| Fisher Pivots for day following 11-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-16 |
116-16 |
| PP |
116-09 |
116-09 |
| S1 |
116-02 |
116-02 |
|