ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 25-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
113-28 |
115-02 |
1-06 |
1.0% |
114-10 |
| High |
115-05 |
115-14 |
0-10 |
0.3% |
115-14 |
| Low |
113-22 |
113-24 |
0-02 |
0.0% |
113-11 |
| Close |
115-00 |
113-26 |
-1-06 |
-1.0% |
113-26 |
| Range |
1-15 |
1-23 |
0-08 |
17.0% |
2-04 |
| ATR |
1-08 |
1-09 |
0-01 |
2.7% |
0-00 |
| Volume |
323,382 |
315,710 |
-7,672 |
-2.4% |
1,483,689 |
|
| Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-16 |
118-12 |
114-24 |
|
| R3 |
117-25 |
116-21 |
114-09 |
|
| R2 |
116-02 |
116-02 |
114-04 |
|
| R1 |
114-30 |
114-30 |
113-31 |
114-20 |
| PP |
114-11 |
114-11 |
114-11 |
114-06 |
| S1 |
113-07 |
113-07 |
113-21 |
112-29 |
| S2 |
112-20 |
112-20 |
113-16 |
|
| S3 |
110-29 |
111-16 |
113-11 |
|
| S4 |
109-06 |
109-25 |
112-28 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-17 |
119-09 |
114-31 |
|
| R3 |
118-14 |
117-06 |
114-13 |
|
| R2 |
116-10 |
116-10 |
114-06 |
|
| R1 |
115-02 |
115-02 |
114-00 |
114-20 |
| PP |
114-06 |
114-06 |
114-06 |
114-00 |
| S1 |
112-30 |
112-30 |
113-20 |
112-17 |
| S2 |
112-03 |
112-03 |
113-14 |
|
| S3 |
110-00 |
110-27 |
113-07 |
|
| S4 |
107-28 |
108-24 |
112-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-14 |
113-11 |
2-04 |
1.9% |
1-08 |
1.1% |
22% |
True |
False |
296,737 |
| 10 |
117-18 |
113-11 |
4-07 |
3.7% |
1-12 |
1.2% |
11% |
False |
False |
357,125 |
| 20 |
117-18 |
113-11 |
4-07 |
3.7% |
1-08 |
1.1% |
11% |
False |
False |
339,943 |
| 40 |
117-18 |
111-23 |
5-27 |
5.1% |
1-08 |
1.1% |
36% |
False |
False |
337,530 |
| 60 |
117-18 |
111-23 |
5-27 |
5.1% |
1-08 |
1.1% |
36% |
False |
False |
240,240 |
| 80 |
118-27 |
111-23 |
7-04 |
6.3% |
1-07 |
1.1% |
29% |
False |
False |
180,322 |
| 100 |
119-14 |
111-23 |
7-23 |
6.8% |
1-06 |
1.0% |
27% |
False |
False |
144,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-24 |
|
2.618 |
119-30 |
|
1.618 |
118-07 |
|
1.000 |
117-06 |
|
0.618 |
116-16 |
|
HIGH |
115-14 |
|
0.618 |
114-25 |
|
0.500 |
114-19 |
|
0.382 |
114-13 |
|
LOW |
113-24 |
|
0.618 |
112-22 |
|
1.000 |
112-00 |
|
1.618 |
110-31 |
|
2.618 |
109-08 |
|
4.250 |
106-14 |
|
|
| Fisher Pivots for day following 25-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-19 |
114-13 |
| PP |
114-11 |
114-06 |
| S1 |
114-02 |
114-00 |
|