ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
114-04 |
113-28 |
-0-08 |
-0.2% |
115-18 |
| High |
114-06 |
115-05 |
1-00 |
0.9% |
117-18 |
| Low |
113-11 |
113-22 |
0-11 |
0.3% |
114-06 |
| Close |
113-20 |
115-00 |
1-12 |
1.2% |
114-10 |
| Range |
0-26 |
1-15 |
0-20 |
77.4% |
3-12 |
| ATR |
1-07 |
1-08 |
0-01 |
1.9% |
0-00 |
| Volume |
320,352 |
323,382 |
3,030 |
0.9% |
2,087,568 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-01 |
118-15 |
115-26 |
|
| R3 |
117-18 |
117-00 |
115-13 |
|
| R2 |
116-03 |
116-03 |
115-09 |
|
| R1 |
115-17 |
115-17 |
115-04 |
115-26 |
| PP |
114-20 |
114-20 |
114-20 |
114-24 |
| S1 |
114-02 |
114-02 |
114-28 |
114-11 |
| S2 |
113-05 |
113-05 |
114-23 |
|
| S3 |
111-22 |
112-19 |
114-19 |
|
| S4 |
110-07 |
111-04 |
114-06 |
|
|
| 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 |
115-11 |
113-11 |
2-00 |
1.7% |
1-04 |
1.0% |
83% |
False |
False |
303,916 |
| 10 |
117-18 |
113-11 |
4-07 |
3.7% |
1-13 |
1.2% |
39% |
False |
False |
361,241 |
| 20 |
117-18 |
113-11 |
4-07 |
3.7% |
1-08 |
1.1% |
39% |
False |
False |
338,157 |
| 40 |
117-18 |
111-23 |
5-27 |
5.1% |
1-08 |
1.1% |
56% |
False |
False |
337,743 |
| 60 |
117-18 |
111-23 |
5-27 |
5.1% |
1-08 |
1.1% |
56% |
False |
False |
234,993 |
| 80 |
118-27 |
111-23 |
7-04 |
6.2% |
1-06 |
1.0% |
46% |
False |
False |
176,376 |
| 100 |
119-14 |
111-23 |
7-23 |
6.7% |
1-05 |
1.0% |
43% |
False |
False |
141,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-13 |
|
2.618 |
119-00 |
|
1.618 |
117-17 |
|
1.000 |
116-20 |
|
0.618 |
116-02 |
|
HIGH |
115-05 |
|
0.618 |
114-19 |
|
0.500 |
114-14 |
|
0.382 |
114-08 |
|
LOW |
113-22 |
|
0.618 |
112-25 |
|
1.000 |
112-07 |
|
1.618 |
111-10 |
|
2.618 |
109-27 |
|
4.250 |
107-14 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-26 |
114-24 |
| PP |
114-20 |
114-16 |
| S1 |
114-14 |
114-08 |
|