ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115-18 |
116-19 |
1-01 |
0.9% |
116-01 |
| High |
116-20 |
116-31 |
0-10 |
0.3% |
116-22 |
| Low |
115-15 |
115-28 |
0-14 |
0.4% |
114-08 |
| Close |
116-16 |
116-02 |
-0-14 |
-0.4% |
116-12 |
| Range |
1-06 |
1-02 |
-0-03 |
-8.0% |
2-14 |
| ATR |
1-08 |
1-08 |
0-00 |
-1.0% |
0-00 |
| Volume |
269,090 |
227,004 |
-42,086 |
-15.6% |
1,468,293 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-18 |
118-28 |
116-21 |
|
| R3 |
118-15 |
117-26 |
116-12 |
|
| R2 |
117-12 |
117-12 |
116-09 |
|
| R1 |
116-24 |
116-24 |
116-06 |
116-17 |
| PP |
116-10 |
116-10 |
116-10 |
116-07 |
| S1 |
115-21 |
115-21 |
115-31 |
115-14 |
| S2 |
115-08 |
115-08 |
115-28 |
|
| S3 |
114-05 |
114-18 |
115-25 |
|
| S4 |
113-02 |
113-16 |
115-16 |
|
|
| 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 |
116-31 |
114-18 |
2-14 |
2.1% |
1-10 |
1.1% |
63% |
True |
False |
296,727 |
| 10 |
116-31 |
114-08 |
2-23 |
2.3% |
1-06 |
1.0% |
67% |
True |
False |
289,198 |
| 20 |
116-31 |
113-11 |
3-20 |
3.1% |
1-07 |
1.1% |
75% |
True |
False |
303,106 |
| 40 |
117-18 |
112-03 |
5-15 |
4.7% |
1-07 |
1.1% |
73% |
False |
False |
312,088 |
| 60 |
117-18 |
111-23 |
5-27 |
5.0% |
1-08 |
1.1% |
75% |
False |
False |
302,410 |
| 80 |
117-18 |
111-23 |
5-27 |
5.0% |
1-08 |
1.1% |
75% |
False |
False |
227,867 |
| 100 |
118-27 |
111-23 |
7-04 |
6.1% |
1-06 |
1.0% |
61% |
False |
False |
182,327 |
| 120 |
119-14 |
111-23 |
7-23 |
6.6% |
1-05 |
1.0% |
56% |
False |
False |
151,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-18 |
|
2.618 |
119-25 |
|
1.618 |
118-23 |
|
1.000 |
118-02 |
|
0.618 |
117-20 |
|
HIGH |
116-31 |
|
0.618 |
116-18 |
|
0.500 |
116-14 |
|
0.382 |
116-10 |
|
LOW |
115-28 |
|
0.618 |
115-07 |
|
1.000 |
114-26 |
|
1.618 |
114-05 |
|
2.618 |
113-02 |
|
4.250 |
111-10 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-14 |
116-02 |
| PP |
116-10 |
116-01 |
| S1 |
116-06 |
116-00 |
|