ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 29-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
113-26 |
115-08 |
1-14 |
1.2% |
114-10 |
| High |
115-12 |
115-08 |
-0-04 |
-0.1% |
115-14 |
| Low |
113-24 |
114-08 |
0-16 |
0.4% |
113-11 |
| Close |
115-01 |
114-28 |
-0-04 |
-0.1% |
113-26 |
| Range |
1-20 |
1-00 |
-0-20 |
-38.5% |
2-04 |
| ATR |
1-10 |
1-09 |
-0-01 |
-1.7% |
0-00 |
| Volume |
370,379 |
277,666 |
-92,713 |
-25.0% |
1,483,689 |
|
| Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-25 |
117-11 |
115-14 |
|
| R3 |
116-25 |
116-11 |
115-05 |
|
| R2 |
115-25 |
115-25 |
115-02 |
|
| R1 |
115-11 |
115-11 |
114-31 |
115-02 |
| PP |
114-25 |
114-25 |
114-25 |
114-21 |
| S1 |
114-11 |
114-11 |
114-26 |
114-02 |
| S2 |
113-25 |
113-25 |
114-23 |
|
| S3 |
112-25 |
113-11 |
114-20 |
|
| S4 |
111-25 |
112-11 |
114-11 |
|
|
| 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 |
1.8% |
1-10 |
1.2% |
73% |
False |
False |
321,497 |
| 10 |
117-06 |
113-11 |
3-28 |
3.4% |
1-10 |
1.1% |
40% |
False |
False |
330,272 |
| 20 |
117-18 |
113-11 |
4-07 |
3.7% |
1-09 |
1.1% |
37% |
False |
False |
340,066 |
| 40 |
117-18 |
111-23 |
5-27 |
5.1% |
1-08 |
1.1% |
54% |
False |
False |
331,687 |
| 60 |
117-18 |
111-23 |
5-27 |
5.1% |
1-08 |
1.1% |
54% |
False |
False |
250,932 |
| 80 |
118-27 |
111-23 |
7-04 |
6.2% |
1-07 |
1.1% |
45% |
False |
False |
188,420 |
| 100 |
119-14 |
111-23 |
7-23 |
6.7% |
1-06 |
1.0% |
41% |
False |
False |
150,742 |
| 120 |
119-14 |
111-23 |
7-23 |
6.7% |
1-03 |
1.0% |
41% |
False |
False |
125,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-16 |
|
2.618 |
117-27 |
|
1.618 |
116-27 |
|
1.000 |
116-08 |
|
0.618 |
115-27 |
|
HIGH |
115-08 |
|
0.618 |
114-27 |
|
0.500 |
114-24 |
|
0.382 |
114-20 |
|
LOW |
114-08 |
|
0.618 |
113-20 |
|
1.000 |
113-08 |
|
1.618 |
112-20 |
|
2.618 |
111-20 |
|
4.250 |
110-00 |
|
|
| Fisher Pivots for day following 29-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-27 |
114-25 |
| PP |
114-25 |
114-22 |
| S1 |
114-24 |
114-19 |
|