ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116-19 |
115-18 |
-1-01 |
-0.9% |
116-01 |
| High |
116-23 |
116-20 |
-0-02 |
-0.1% |
116-22 |
| Low |
115-01 |
115-15 |
0-14 |
0.4% |
114-08 |
| Close |
115-18 |
116-16 |
0-30 |
0.8% |
116-12 |
| Range |
1-22 |
1-06 |
-0-16 |
-30.6% |
2-14 |
| ATR |
1-09 |
1-08 |
0-00 |
-0.5% |
0-00 |
| Volume |
244,527 |
269,090 |
24,563 |
10.0% |
1,468,293 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-23 |
119-09 |
117-05 |
|
| R3 |
118-18 |
118-04 |
116-26 |
|
| R2 |
117-12 |
117-12 |
116-23 |
|
| R1 |
116-30 |
116-30 |
116-19 |
117-05 |
| PP |
116-06 |
116-06 |
116-06 |
116-10 |
| S1 |
115-24 |
115-24 |
116-13 |
116-00 |
| S2 |
115-01 |
115-01 |
116-09 |
|
| S3 |
113-28 |
114-19 |
116-06 |
|
| S4 |
112-22 |
113-14 |
115-27 |
|
|
| 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% |
1-11 |
1.2% |
91% |
False |
False |
298,427 |
| 10 |
116-23 |
113-30 |
2-24 |
2.4% |
1-07 |
1.1% |
92% |
False |
False |
293,170 |
| 20 |
117-06 |
113-11 |
3-28 |
3.3% |
1-09 |
1.1% |
82% |
False |
False |
311,721 |
| 40 |
117-18 |
111-25 |
5-25 |
5.0% |
1-07 |
1.1% |
82% |
False |
False |
312,150 |
| 60 |
117-18 |
111-23 |
5-27 |
5.0% |
1-07 |
1.1% |
82% |
False |
False |
299,161 |
| 80 |
117-18 |
111-23 |
5-27 |
5.0% |
1-07 |
1.1% |
82% |
False |
False |
225,030 |
| 100 |
118-27 |
111-23 |
7-04 |
6.1% |
1-06 |
1.0% |
67% |
False |
False |
180,057 |
| 120 |
119-14 |
111-23 |
7-23 |
6.6% |
1-05 |
1.0% |
62% |
False |
False |
150,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-20 |
|
2.618 |
119-23 |
|
1.618 |
118-17 |
|
1.000 |
117-26 |
|
0.618 |
117-12 |
|
HIGH |
116-20 |
|
0.618 |
116-06 |
|
0.500 |
116-02 |
|
0.382 |
115-29 |
|
LOW |
115-15 |
|
0.618 |
114-24 |
|
1.000 |
114-10 |
|
1.618 |
113-18 |
|
2.618 |
112-13 |
|
4.250 |
110-16 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-11 |
116-09 |
| PP |
116-06 |
116-03 |
| S1 |
116-02 |
115-28 |
|