ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 11-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116-10 |
116-19 |
0-09 |
0.2% |
116-01 |
| High |
116-22 |
116-23 |
0-02 |
0.0% |
116-22 |
| Low |
115-30 |
115-01 |
-0-29 |
-0.8% |
114-08 |
| Close |
116-12 |
115-18 |
-0-26 |
-0.7% |
116-12 |
| Range |
0-24 |
1-22 |
0-30 |
129.8% |
2-14 |
| ATR |
1-07 |
1-09 |
0-01 |
2.6% |
0-00 |
| Volume |
419,252 |
244,527 |
-174,725 |
-41.7% |
1,468,293 |
|
| Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-27 |
119-28 |
116-16 |
|
| R3 |
119-05 |
118-06 |
116-01 |
|
| R2 |
117-15 |
117-15 |
115-28 |
|
| R1 |
116-16 |
116-16 |
115-23 |
116-04 |
| PP |
115-25 |
115-25 |
115-25 |
115-19 |
| S1 |
114-26 |
114-26 |
115-13 |
114-14 |
| S2 |
114-03 |
114-03 |
115-08 |
|
| S3 |
112-13 |
113-04 |
115-03 |
|
| S4 |
110-23 |
111-14 |
114-20 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-01 |
122-04 |
117-23 |
|
| R3 |
120-20 |
119-22 |
117-01 |
|
| R2 |
118-06 |
118-06 |
116-26 |
|
| R1 |
117-09 |
117-09 |
116-19 |
117-24 |
| PP |
115-24 |
115-24 |
115-24 |
116-00 |
| S1 |
114-28 |
114-28 |
116-05 |
115-10 |
| S2 |
113-11 |
113-11 |
115-30 |
|
| S3 |
110-30 |
112-14 |
115-23 |
|
| S4 |
108-16 |
110-00 |
115-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-23 |
114-08 |
2-15 |
2.1% |
1-10 |
1.1% |
53% |
True |
False |
288,131 |
| 10 |
116-23 |
113-30 |
2-24 |
2.4% |
1-07 |
1.0% |
58% |
True |
False |
294,027 |
| 20 |
117-18 |
113-11 |
4-07 |
3.7% |
1-08 |
1.1% |
53% |
False |
False |
320,964 |
| 40 |
117-18 |
111-24 |
5-26 |
5.0% |
1-07 |
1.1% |
65% |
False |
False |
313,486 |
| 60 |
117-18 |
111-23 |
5-27 |
5.1% |
1-07 |
1.1% |
66% |
False |
False |
294,939 |
| 80 |
117-18 |
111-23 |
5-27 |
5.1% |
1-07 |
1.1% |
66% |
False |
False |
221,667 |
| 100 |
119-00 |
111-23 |
7-09 |
6.3% |
1-06 |
1.0% |
53% |
False |
False |
177,366 |
| 120 |
119-14 |
111-23 |
7-23 |
6.7% |
1-05 |
1.0% |
50% |
False |
False |
147,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-28 |
|
2.618 |
121-04 |
|
1.618 |
119-14 |
|
1.000 |
118-13 |
|
0.618 |
117-24 |
|
HIGH |
116-23 |
|
0.618 |
116-02 |
|
0.500 |
115-28 |
|
0.382 |
115-22 |
|
LOW |
115-01 |
|
0.618 |
114-00 |
|
1.000 |
113-11 |
|
1.618 |
112-10 |
|
2.618 |
110-20 |
|
4.250 |
107-28 |
|
|
| Fisher Pivots for day following 11-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-28 |
115-20 |
| PP |
115-25 |
115-20 |
| S1 |
115-21 |
115-19 |
|