ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 07-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115-04 |
114-18 |
-0-18 |
-0.5% |
113-26 |
| High |
115-15 |
116-16 |
1-00 |
0.9% |
116-05 |
| Low |
114-08 |
114-18 |
0-10 |
0.3% |
113-24 |
| Close |
114-21 |
116-08 |
1-19 |
1.4% |
115-29 |
| Range |
1-07 |
1-30 |
0-23 |
59.0% |
2-13 |
| ATR |
1-07 |
1-09 |
0-02 |
4.2% |
0-00 |
| Volume |
235,501 |
323,766 |
88,265 |
37.5% |
1,597,835 |
|
| Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-18 |
120-27 |
117-10 |
|
| R3 |
119-20 |
118-29 |
116-25 |
|
| R2 |
117-22 |
117-22 |
116-19 |
|
| R1 |
116-31 |
116-31 |
116-14 |
117-11 |
| PP |
115-24 |
115-24 |
115-24 |
115-30 |
| S1 |
115-01 |
115-01 |
116-02 |
115-13 |
| S2 |
113-26 |
113-26 |
115-29 |
|
| S3 |
111-28 |
113-03 |
115-23 |
|
| S4 |
109-30 |
111-05 |
115-06 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-16 |
121-19 |
117-07 |
|
| R3 |
120-03 |
119-06 |
116-18 |
|
| R2 |
117-22 |
117-22 |
116-11 |
|
| R1 |
116-25 |
116-25 |
116-04 |
117-08 |
| PP |
115-09 |
115-09 |
115-09 |
115-16 |
| S1 |
114-12 |
114-12 |
115-22 |
114-26 |
| S2 |
112-28 |
112-28 |
115-15 |
|
| S3 |
110-15 |
111-31 |
115-08 |
|
| S4 |
108-02 |
109-18 |
114-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-16 |
114-08 |
2-08 |
1.9% |
1-06 |
1.0% |
90% |
True |
False |
275,967 |
| 10 |
116-16 |
113-24 |
2-24 |
2.4% |
1-10 |
1.1% |
91% |
True |
False |
296,258 |
| 20 |
117-18 |
113-11 |
4-07 |
3.6% |
1-11 |
1.2% |
69% |
False |
False |
328,749 |
| 40 |
117-18 |
111-23 |
5-27 |
5.0% |
1-07 |
1.1% |
78% |
False |
False |
313,462 |
| 60 |
117-18 |
111-23 |
5-27 |
5.0% |
1-08 |
1.1% |
78% |
False |
False |
284,078 |
| 80 |
117-18 |
111-23 |
5-27 |
5.0% |
1-07 |
1.1% |
78% |
False |
False |
213,372 |
| 100 |
119-14 |
111-23 |
7-23 |
6.6% |
1-06 |
1.0% |
59% |
False |
False |
170,729 |
| 120 |
119-14 |
111-23 |
7-23 |
6.6% |
1-05 |
1.0% |
59% |
False |
False |
142,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-23 |
|
2.618 |
121-18 |
|
1.618 |
119-20 |
|
1.000 |
118-14 |
|
0.618 |
117-22 |
|
HIGH |
116-16 |
|
0.618 |
115-24 |
|
0.500 |
115-16 |
|
0.382 |
115-09 |
|
LOW |
114-18 |
|
0.618 |
113-11 |
|
1.000 |
112-20 |
|
1.618 |
111-13 |
|
2.618 |
109-15 |
|
4.250 |
106-10 |
|
|
| Fisher Pivots for day following 07-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-00 |
115-31 |
| PP |
115-24 |
115-21 |
| S1 |
115-16 |
115-12 |
|