ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 16-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
117-00 |
117-02 |
0-02 |
0.1% |
116-02 |
| High |
117-18 |
117-06 |
-0-12 |
-0.3% |
117-17 |
| Low |
116-24 |
115-06 |
-1-18 |
-1.3% |
115-15 |
| Close |
116-28 |
115-16 |
-1-12 |
-1.2% |
115-27 |
| Range |
0-26 |
2-00 |
1-06 |
146.2% |
2-02 |
| ATR |
1-08 |
1-09 |
0-02 |
4.4% |
0-00 |
| Volume |
453,956 |
399,295 |
-54,661 |
-12.0% |
1,589,790 |
|
| Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-31 |
120-24 |
116-19 |
|
| R3 |
119-31 |
118-24 |
116-02 |
|
| R2 |
117-31 |
117-31 |
115-28 |
|
| R1 |
116-24 |
116-24 |
115-22 |
116-11 |
| PP |
115-31 |
115-31 |
115-31 |
115-25 |
| S1 |
114-24 |
114-24 |
115-10 |
114-11 |
| S2 |
113-31 |
113-31 |
115-04 |
|
| S3 |
111-31 |
112-24 |
114-30 |
|
| S4 |
109-31 |
110-24 |
114-13 |
|
|
| 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 |
117-18 |
115-00 |
2-18 |
2.2% |
1-18 |
1.4% |
19% |
False |
False |
389,909 |
| 10 |
117-18 |
115-00 |
2-18 |
2.2% |
1-11 |
1.2% |
19% |
False |
False |
356,720 |
| 20 |
117-18 |
112-03 |
5-15 |
4.7% |
1-08 |
1.1% |
62% |
False |
False |
321,070 |
| 40 |
117-18 |
111-23 |
5-27 |
5.1% |
1-08 |
1.1% |
65% |
False |
False |
302,061 |
| 60 |
117-18 |
111-23 |
5-27 |
5.1% |
1-08 |
1.1% |
65% |
False |
False |
202,787 |
| 80 |
118-27 |
111-23 |
7-04 |
6.2% |
1-06 |
1.0% |
53% |
False |
False |
152,132 |
| 100 |
119-14 |
111-23 |
7-23 |
6.7% |
1-05 |
1.0% |
49% |
False |
False |
121,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-22 |
|
2.618 |
122-14 |
|
1.618 |
120-14 |
|
1.000 |
119-06 |
|
0.618 |
118-14 |
|
HIGH |
117-06 |
|
0.618 |
116-14 |
|
0.500 |
116-06 |
|
0.382 |
115-31 |
|
LOW |
115-06 |
|
0.618 |
113-31 |
|
1.000 |
113-06 |
|
1.618 |
111-31 |
|
2.618 |
109-31 |
|
4.250 |
106-22 |
|
|
| Fisher Pivots for day following 16-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-06 |
116-09 |
| PP |
115-31 |
116-01 |
| S1 |
115-24 |
115-24 |
|