ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 14-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
117-10 |
115-18 |
-1-24 |
-1.5% |
116-02 |
| High |
117-16 |
117-08 |
-0-09 |
-0.2% |
117-17 |
| Low |
115-15 |
115-00 |
-0-14 |
-0.4% |
115-15 |
| Close |
115-27 |
116-24 |
0-28 |
0.8% |
115-27 |
| Range |
2-02 |
2-07 |
0-06 |
8.4% |
2-02 |
| ATR |
1-06 |
1-09 |
0-02 |
6.1% |
0-00 |
| Volume |
356,863 |
462,621 |
105,758 |
29.6% |
1,589,790 |
|
| Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-00 |
122-02 |
117-31 |
|
| R3 |
120-24 |
119-28 |
117-11 |
|
| R2 |
118-18 |
118-18 |
117-05 |
|
| R1 |
117-20 |
117-20 |
116-30 |
118-03 |
| PP |
116-10 |
116-10 |
116-10 |
116-18 |
| S1 |
115-14 |
115-14 |
116-17 |
115-28 |
| S2 |
114-04 |
114-04 |
116-10 |
|
| S3 |
111-28 |
113-06 |
116-04 |
|
| S4 |
109-22 |
111-00 |
115-16 |
|
|
| 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 |
115-00 |
2-16 |
2.2% |
1-12 |
1.2% |
68% |
False |
True |
353,339 |
| 10 |
117-17 |
115-00 |
2-16 |
2.2% |
1-08 |
1.1% |
68% |
False |
True |
336,606 |
| 20 |
117-17 |
111-24 |
5-24 |
4.9% |
1-06 |
1.0% |
86% |
False |
False |
306,009 |
| 40 |
117-17 |
111-23 |
5-26 |
5.0% |
1-07 |
1.0% |
86% |
False |
False |
281,927 |
| 60 |
117-17 |
111-23 |
5-26 |
5.0% |
1-07 |
1.0% |
86% |
False |
False |
188,568 |
| 80 |
119-00 |
111-23 |
7-09 |
6.2% |
1-06 |
1.0% |
69% |
False |
False |
141,467 |
| 100 |
119-14 |
111-23 |
7-23 |
6.6% |
1-05 |
1.0% |
65% |
False |
False |
113,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-21 |
|
2.618 |
123-01 |
|
1.618 |
120-26 |
|
1.000 |
119-14 |
|
0.618 |
118-19 |
|
HIGH |
117-08 |
|
0.618 |
116-12 |
|
0.500 |
116-04 |
|
0.382 |
115-28 |
|
LOW |
115-00 |
|
0.618 |
113-21 |
|
1.000 |
112-26 |
|
1.618 |
111-14 |
|
2.618 |
109-07 |
|
4.250 |
105-19 |
|
|
| Fisher Pivots for day following 14-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-17 |
116-19 |
| PP |
116-10 |
116-14 |
| S1 |
116-04 |
116-09 |
|