ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 15-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116-06 |
116-28 |
0-22 |
0.6% |
116-19 |
| High |
117-06 |
117-21 |
0-16 |
0.4% |
117-21 |
| Low |
115-31 |
116-20 |
0-22 |
0.6% |
115-01 |
| Close |
116-29 |
117-16 |
0-18 |
0.5% |
117-16 |
| Range |
1-06 |
1-00 |
-0-06 |
-15.6% |
2-20 |
| ATR |
1-08 |
1-07 |
-0-01 |
-1.3% |
0-00 |
| Volume |
250,329 |
266,839 |
16,510 |
6.6% |
1,257,789 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-10 |
119-29 |
118-01 |
|
| R3 |
119-09 |
118-29 |
117-24 |
|
| R2 |
118-09 |
118-09 |
117-21 |
|
| R1 |
117-28 |
117-28 |
117-18 |
118-02 |
| PP |
117-08 |
117-08 |
117-08 |
117-12 |
| S1 |
116-28 |
116-28 |
117-13 |
117-02 |
| S2 |
116-08 |
116-08 |
117-10 |
|
| S3 |
115-07 |
115-27 |
117-07 |
|
| S4 |
114-07 |
114-27 |
116-30 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-19 |
123-21 |
118-30 |
|
| R3 |
121-31 |
121-01 |
118-07 |
|
| R2 |
119-11 |
119-11 |
117-31 |
|
| R1 |
118-13 |
118-13 |
117-23 |
118-28 |
| PP |
116-23 |
116-23 |
116-23 |
116-31 |
| S1 |
115-25 |
115-25 |
117-08 |
116-08 |
| S2 |
114-03 |
114-03 |
117-00 |
|
| S3 |
111-15 |
113-05 |
116-24 |
|
| S4 |
108-27 |
110-17 |
116-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-21 |
115-01 |
2-20 |
2.2% |
1-07 |
1.0% |
93% |
True |
False |
251,557 |
| 10 |
117-21 |
114-08 |
3-13 |
2.9% |
1-06 |
1.0% |
95% |
True |
False |
272,608 |
| 20 |
117-21 |
113-11 |
4-10 |
3.7% |
1-07 |
1.0% |
96% |
True |
False |
290,380 |
| 40 |
117-21 |
112-18 |
5-04 |
4.3% |
1-07 |
1.0% |
97% |
True |
False |
311,390 |
| 60 |
117-21 |
111-23 |
5-30 |
5.1% |
1-07 |
1.0% |
97% |
True |
False |
309,808 |
| 80 |
117-21 |
111-23 |
5-30 |
5.1% |
1-07 |
1.0% |
97% |
True |
False |
234,324 |
| 100 |
118-27 |
111-23 |
7-04 |
6.1% |
1-06 |
1.0% |
81% |
False |
False |
187,498 |
| 120 |
119-14 |
111-23 |
7-23 |
6.6% |
1-05 |
1.0% |
75% |
False |
False |
156,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-31 |
|
2.618 |
120-10 |
|
1.618 |
119-10 |
|
1.000 |
118-22 |
|
0.618 |
118-09 |
|
HIGH |
117-21 |
|
0.618 |
117-09 |
|
0.500 |
117-05 |
|
0.382 |
117-01 |
|
LOW |
116-20 |
|
0.618 |
116-00 |
|
1.000 |
115-20 |
|
1.618 |
115-00 |
|
2.618 |
113-31 |
|
4.250 |
112-10 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-12 |
117-08 |
| PP |
117-08 |
117-00 |
| S1 |
117-05 |
116-25 |
|