ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 22-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
114-10 |
114-26 |
0-16 |
0.4% |
115-18 |
| High |
114-30 |
115-02 |
0-04 |
0.1% |
117-18 |
| Low |
114-02 |
113-24 |
-0-10 |
-0.3% |
114-06 |
| Close |
114-18 |
114-05 |
-0-12 |
-0.3% |
114-10 |
| Range |
0-28 |
1-10 |
0-14 |
50.9% |
3-12 |
| ATR |
1-08 |
1-08 |
0-00 |
0.3% |
0-00 |
| Volume |
294,066 |
230,179 |
-63,887 |
-21.7% |
2,087,568 |
|
| Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-07 |
117-16 |
114-28 |
|
| R3 |
116-30 |
116-06 |
114-16 |
|
| R2 |
115-20 |
115-20 |
114-13 |
|
| R1 |
114-28 |
114-28 |
114-09 |
114-20 |
| PP |
114-10 |
114-10 |
114-10 |
114-06 |
| S1 |
113-19 |
113-19 |
114-01 |
113-10 |
| S2 |
113-01 |
113-01 |
113-29 |
|
| S3 |
111-24 |
112-10 |
113-26 |
|
| S4 |
110-14 |
111-00 |
113-14 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-17 |
123-10 |
116-06 |
|
| R3 |
122-04 |
119-30 |
115-08 |
|
| R2 |
118-24 |
118-24 |
114-30 |
|
| R1 |
116-17 |
116-17 |
114-20 |
115-30 |
| PP |
115-11 |
115-11 |
115-11 |
115-02 |
| S1 |
113-05 |
113-05 |
114-01 |
112-18 |
| S2 |
111-31 |
111-31 |
113-23 |
|
| S3 |
108-18 |
109-24 |
113-13 |
|
| S4 |
105-06 |
106-12 |
112-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-06 |
113-24 |
3-14 |
3.0% |
1-10 |
1.1% |
11% |
False |
True |
339,047 |
| 10 |
117-18 |
113-24 |
3-26 |
3.3% |
1-11 |
1.2% |
10% |
False |
True |
356,343 |
| 20 |
117-18 |
113-04 |
4-14 |
3.9% |
1-08 |
1.1% |
23% |
False |
False |
330,046 |
| 40 |
117-18 |
111-23 |
5-27 |
5.1% |
1-08 |
1.1% |
42% |
False |
False |
328,484 |
| 60 |
117-18 |
111-23 |
5-27 |
5.1% |
1-08 |
1.1% |
42% |
False |
False |
224,368 |
| 80 |
118-27 |
111-23 |
7-04 |
6.2% |
1-06 |
1.0% |
34% |
False |
False |
168,331 |
| 100 |
119-14 |
111-23 |
7-23 |
6.8% |
1-05 |
1.0% |
32% |
False |
False |
134,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-18 |
|
2.618 |
118-15 |
|
1.618 |
117-05 |
|
1.000 |
116-12 |
|
0.618 |
115-28 |
|
HIGH |
115-02 |
|
0.618 |
114-18 |
|
0.500 |
114-13 |
|
0.382 |
114-08 |
|
LOW |
113-24 |
|
0.618 |
112-31 |
|
1.000 |
112-15 |
|
1.618 |
111-21 |
|
2.618 |
110-12 |
|
4.250 |
108-08 |
|
|
| Fisher Pivots for day following 22-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-13 |
114-18 |
| PP |
114-10 |
114-14 |
| S1 |
114-08 |
114-09 |
|