ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 27-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
118-22 |
118-23 |
0-01 |
0.0% |
117-19 |
| High |
118-26 |
118-28 |
0-02 |
0.1% |
118-10 |
| Low |
118-09 |
117-28 |
-0-12 |
-0.3% |
117-06 |
| Close |
118-20 |
118-26 |
0-06 |
0.1% |
117-22 |
| Range |
0-18 |
1-00 |
0-14 |
82.9% |
1-04 |
| ATR |
1-03 |
1-03 |
0-00 |
-0.6% |
0-00 |
| Volume |
315,884 |
351,483 |
35,599 |
11.3% |
1,238,892 |
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-17 |
121-05 |
119-11 |
|
| R3 |
120-17 |
120-05 |
119-02 |
|
| R2 |
119-17 |
119-17 |
118-31 |
|
| R1 |
119-05 |
119-05 |
118-28 |
119-11 |
| PP |
118-17 |
118-17 |
118-17 |
118-20 |
| S1 |
118-05 |
118-05 |
118-23 |
118-11 |
| S2 |
117-17 |
117-17 |
118-20 |
|
| S3 |
116-17 |
117-05 |
118-17 |
|
| S4 |
115-17 |
116-05 |
118-08 |
|
|
| 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% |
87% |
False |
False |
308,434 |
| 10 |
119-02 |
115-31 |
3-02 |
2.6% |
0-30 |
0.8% |
92% |
False |
False |
266,588 |
| 20 |
119-02 |
114-08 |
4-26 |
4.0% |
1-02 |
0.9% |
95% |
False |
False |
277,893 |
| 40 |
119-02 |
113-11 |
5-22 |
4.8% |
1-06 |
1.0% |
96% |
False |
False |
307,380 |
| 60 |
119-02 |
111-23 |
7-10 |
6.2% |
1-06 |
1.0% |
97% |
False |
False |
312,563 |
| 80 |
119-02 |
111-23 |
7-10 |
6.2% |
1-06 |
1.0% |
97% |
False |
False |
260,994 |
| 100 |
119-02 |
111-23 |
7-10 |
6.2% |
1-06 |
1.0% |
97% |
False |
False |
208,981 |
| 120 |
119-14 |
111-23 |
7-23 |
6.5% |
1-05 |
1.0% |
92% |
False |
False |
174,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-04 |
|
2.618 |
121-16 |
|
1.618 |
120-16 |
|
1.000 |
119-28 |
|
0.618 |
119-16 |
|
HIGH |
118-28 |
|
0.618 |
118-16 |
|
0.500 |
118-12 |
|
0.382 |
118-09 |
|
LOW |
117-28 |
|
0.618 |
117-09 |
|
1.000 |
116-28 |
|
1.618 |
116-09 |
|
2.618 |
115-09 |
|
4.250 |
113-20 |
|
|
| Fisher Pivots for day following 27-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-21 |
118-20 |
| PP |
118-17 |
118-15 |
| S1 |
118-12 |
118-10 |
|