ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 18-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116-28 |
117-19 |
0-23 |
0.6% |
116-19 |
| High |
117-21 |
118-02 |
0-13 |
0.3% |
117-21 |
| Low |
116-20 |
117-12 |
0-24 |
0.6% |
115-01 |
| Close |
117-16 |
117-30 |
0-14 |
0.4% |
117-16 |
| Range |
1-00 |
0-22 |
-0-10 |
-32.3% |
2-20 |
| ATR |
1-07 |
1-06 |
-0-01 |
-3.1% |
0-00 |
| Volume |
266,839 |
190,430 |
-76,409 |
-28.6% |
1,257,789 |
|
| Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-27 |
119-18 |
118-10 |
|
| R3 |
119-05 |
118-28 |
118-04 |
|
| R2 |
118-15 |
118-15 |
118-02 |
|
| R1 |
118-06 |
118-06 |
118-00 |
118-11 |
| PP |
117-25 |
117-25 |
117-25 |
117-27 |
| S1 |
117-16 |
117-16 |
117-27 |
117-21 |
| S2 |
117-03 |
117-03 |
117-25 |
|
| S3 |
116-13 |
116-26 |
117-23 |
|
| S4 |
115-23 |
116-04 |
117-17 |
|
|
| 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 |
118-02 |
115-15 |
2-19 |
2.2% |
1-01 |
0.9% |
95% |
True |
False |
240,738 |
| 10 |
118-02 |
114-08 |
3-26 |
3.2% |
1-06 |
1.0% |
96% |
True |
False |
264,435 |
| 20 |
118-02 |
113-11 |
4-23 |
4.0% |
1-07 |
1.0% |
97% |
True |
False |
285,198 |
| 40 |
118-02 |
113-03 |
4-31 |
4.2% |
1-07 |
1.0% |
97% |
True |
False |
308,607 |
| 60 |
118-02 |
111-23 |
6-11 |
5.4% |
1-07 |
1.0% |
98% |
True |
False |
311,600 |
| 80 |
118-02 |
111-23 |
6-11 |
5.4% |
1-07 |
1.0% |
98% |
True |
False |
236,702 |
| 100 |
118-27 |
111-23 |
7-04 |
6.0% |
1-06 |
1.0% |
87% |
False |
False |
189,403 |
| 120 |
119-14 |
111-23 |
7-23 |
6.5% |
1-05 |
1.0% |
80% |
False |
False |
157,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-00 |
|
2.618 |
119-28 |
|
1.618 |
119-06 |
|
1.000 |
118-24 |
|
0.618 |
118-16 |
|
HIGH |
118-02 |
|
0.618 |
117-26 |
|
0.500 |
117-23 |
|
0.382 |
117-20 |
|
LOW |
117-12 |
|
0.618 |
116-30 |
|
1.000 |
116-22 |
|
1.618 |
116-08 |
|
2.618 |
115-18 |
|
4.250 |
114-14 |
|
|
| Fisher Pivots for day following 18-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-27 |
117-20 |
| PP |
117-25 |
117-10 |
| S1 |
117-23 |
117-00 |
|