ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 26-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
117-21 |
118-22 |
1-01 |
0.9% |
117-19 |
| High |
119-02 |
118-26 |
-0-07 |
-0.2% |
118-10 |
| Low |
117-19 |
118-09 |
0-22 |
0.6% |
117-06 |
| Close |
118-18 |
118-20 |
0-02 |
0.1% |
117-22 |
| Range |
1-14 |
0-18 |
-0-29 |
-62.4% |
1-04 |
| ATR |
1-04 |
1-03 |
-0-01 |
-3.7% |
0-00 |
| Volume |
242,457 |
315,884 |
73,427 |
30.3% |
1,238,892 |
|
| Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-07 |
119-31 |
118-30 |
|
| R3 |
119-22 |
119-14 |
118-25 |
|
| R2 |
119-04 |
119-04 |
118-23 |
|
| R1 |
118-28 |
118-28 |
118-22 |
118-23 |
| PP |
118-18 |
118-18 |
118-18 |
118-16 |
| S1 |
118-10 |
118-10 |
118-18 |
118-06 |
| S2 |
118-01 |
118-01 |
118-17 |
|
| S3 |
117-16 |
117-25 |
118-15 |
|
| S4 |
116-30 |
117-08 |
118-10 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-03 |
120-16 |
118-10 |
|
| R3 |
119-31 |
119-12 |
118-00 |
|
| R2 |
118-27 |
118-27 |
117-29 |
|
| R1 |
118-08 |
118-08 |
117-25 |
118-18 |
| PP |
117-23 |
117-23 |
117-23 |
117-28 |
| S1 |
117-04 |
117-04 |
117-19 |
117-14 |
| S2 |
116-19 |
116-19 |
117-15 |
|
| S3 |
115-15 |
116-00 |
117-12 |
|
| S4 |
114-11 |
114-28 |
117-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-02 |
117-06 |
1-28 |
1.6% |
0-30 |
0.8% |
78% |
False |
False |
290,564 |
| 10 |
119-02 |
115-28 |
3-05 |
2.7% |
0-30 |
0.8% |
87% |
False |
False |
254,140 |
| 20 |
119-02 |
113-30 |
5-03 |
4.3% |
1-03 |
0.9% |
92% |
False |
False |
273,655 |
| 40 |
119-02 |
113-11 |
5-22 |
4.8% |
1-06 |
1.0% |
93% |
False |
False |
306,860 |
| 60 |
119-02 |
111-23 |
7-10 |
6.2% |
1-06 |
1.0% |
94% |
False |
False |
312,343 |
| 80 |
119-02 |
111-23 |
7-10 |
6.2% |
1-07 |
1.0% |
94% |
False |
False |
256,613 |
| 100 |
119-02 |
111-23 |
7-10 |
6.2% |
1-06 |
1.0% |
94% |
False |
False |
205,467 |
| 120 |
119-14 |
111-23 |
7-23 |
6.5% |
1-05 |
1.0% |
89% |
False |
False |
171,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-05 |
|
2.618 |
120-08 |
|
1.618 |
119-23 |
|
1.000 |
119-12 |
|
0.618 |
119-05 |
|
HIGH |
118-26 |
|
0.618 |
118-20 |
|
0.500 |
118-18 |
|
0.382 |
118-16 |
|
LOW |
118-09 |
|
0.618 |
117-30 |
|
1.000 |
117-24 |
|
1.618 |
117-13 |
|
2.618 |
116-27 |
|
4.250 |
115-31 |
|
|
| Fisher Pivots for day following 26-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-19 |
118-14 |
| PP |
118-18 |
118-09 |
| S1 |
118-18 |
118-04 |
|