ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 31-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
114-29 |
114-26 |
-0-03 |
-0.1% |
114-10 |
| High |
115-10 |
115-31 |
0-21 |
0.6% |
115-14 |
| Low |
113-30 |
114-18 |
0-20 |
0.5% |
113-11 |
| Close |
114-26 |
115-16 |
0-22 |
0.6% |
113-26 |
| Range |
1-12 |
1-12 |
0-01 |
2.3% |
2-04 |
| ATR |
1-09 |
1-09 |
0-00 |
0.6% |
0-00 |
| Volume |
266,717 |
352,276 |
85,559 |
32.1% |
1,483,689 |
|
| Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-17 |
118-29 |
116-08 |
|
| R3 |
118-04 |
117-16 |
115-28 |
|
| R2 |
116-24 |
116-24 |
115-24 |
|
| R1 |
116-04 |
116-04 |
115-20 |
116-14 |
| PP |
115-11 |
115-11 |
115-11 |
115-16 |
| S1 |
114-23 |
114-23 |
115-12 |
115-01 |
| S2 |
113-31 |
113-31 |
115-08 |
|
| S3 |
112-18 |
113-11 |
115-04 |
|
| S4 |
111-06 |
111-30 |
114-24 |
|
|
| 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 |
115-31 |
113-24 |
2-08 |
1.9% |
1-13 |
1.2% |
79% |
True |
False |
316,549 |
| 10 |
115-31 |
113-11 |
2-20 |
2.3% |
1-09 |
1.1% |
82% |
True |
False |
310,232 |
| 20 |
117-18 |
113-11 |
4-07 |
3.7% |
1-10 |
1.1% |
51% |
False |
False |
336,434 |
| 40 |
117-18 |
111-23 |
5-27 |
5.1% |
1-08 |
1.1% |
65% |
False |
False |
328,810 |
| 60 |
117-18 |
111-23 |
5-27 |
5.1% |
1-08 |
1.1% |
65% |
False |
False |
261,201 |
| 80 |
118-27 |
111-23 |
7-04 |
6.2% |
1-07 |
1.1% |
53% |
False |
False |
196,146 |
| 100 |
119-14 |
111-23 |
7-23 |
6.7% |
1-06 |
1.0% |
49% |
False |
False |
156,932 |
| 120 |
119-14 |
111-23 |
7-23 |
6.7% |
1-04 |
1.0% |
49% |
False |
False |
130,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-28 |
|
2.618 |
119-20 |
|
1.618 |
118-07 |
|
1.000 |
117-12 |
|
0.618 |
116-27 |
|
HIGH |
115-31 |
|
0.618 |
115-14 |
|
0.500 |
115-09 |
|
0.382 |
115-03 |
|
LOW |
114-18 |
|
0.618 |
113-23 |
|
1.000 |
113-06 |
|
1.618 |
112-10 |
|
2.618 |
110-30 |
|
4.250 |
108-21 |
|
|
| Fisher Pivots for day following 31-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-14 |
115-10 |
| PP |
115-11 |
115-04 |
| S1 |
115-09 |
114-31 |
|