ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 29-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
118-26 |
118-27 |
0-00 |
0.0% |
117-21 |
| High |
119-00 |
119-12 |
0-12 |
0.3% |
119-12 |
| Low |
118-06 |
117-28 |
-0-09 |
-0.2% |
117-19 |
| Close |
118-25 |
118-06 |
-0-19 |
-0.5% |
118-06 |
| Range |
0-26 |
1-16 |
0-21 |
79.2% |
1-25 |
| ATR |
1-02 |
1-03 |
0-01 |
2.8% |
0-00 |
| Volume |
578,983 |
420,675 |
-158,308 |
-27.3% |
1,909,482 |
|
| Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-30 |
122-02 |
119-00 |
|
| R3 |
121-14 |
120-18 |
118-19 |
|
| R2 |
119-31 |
119-31 |
118-15 |
|
| R1 |
119-02 |
119-02 |
118-10 |
118-25 |
| PP |
118-16 |
118-16 |
118-16 |
118-11 |
| S1 |
117-19 |
117-19 |
118-02 |
117-10 |
| S2 |
117-00 |
117-00 |
117-29 |
|
| S3 |
115-16 |
116-04 |
117-25 |
|
| S4 |
114-01 |
114-20 |
117-12 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-23 |
122-24 |
119-05 |
|
| R3 |
121-30 |
120-31 |
118-22 |
|
| R2 |
120-05 |
120-05 |
118-16 |
|
| R1 |
119-06 |
119-06 |
118-11 |
119-22 |
| PP |
118-12 |
118-12 |
118-12 |
118-20 |
| S1 |
117-13 |
117-13 |
118-01 |
117-28 |
| S2 |
116-19 |
116-19 |
117-28 |
|
| S3 |
114-26 |
115-20 |
117-22 |
|
| S4 |
113-01 |
113-27 |
117-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-12 |
117-19 |
1-25 |
1.5% |
1-02 |
0.9% |
33% |
True |
False |
381,896 |
| 10 |
119-12 |
117-06 |
2-06 |
1.9% |
0-30 |
0.8% |
46% |
True |
False |
314,837 |
| 20 |
119-12 |
114-08 |
5-04 |
4.3% |
1-02 |
0.9% |
77% |
True |
False |
293,722 |
| 40 |
119-12 |
113-11 |
6-01 |
5.1% |
1-06 |
1.0% |
80% |
True |
False |
315,833 |
| 60 |
119-12 |
111-23 |
7-21 |
6.5% |
1-06 |
1.0% |
84% |
True |
False |
316,078 |
| 80 |
119-12 |
111-23 |
7-21 |
6.5% |
1-06 |
1.0% |
84% |
True |
False |
273,453 |
| 100 |
119-12 |
111-23 |
7-21 |
6.5% |
1-06 |
1.0% |
84% |
True |
False |
218,965 |
| 120 |
119-14 |
111-23 |
7-23 |
6.5% |
1-05 |
1.0% |
84% |
False |
False |
182,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-22 |
|
2.618 |
123-08 |
|
1.618 |
121-25 |
|
1.000 |
120-28 |
|
0.618 |
120-09 |
|
HIGH |
119-12 |
|
0.618 |
118-26 |
|
0.500 |
118-20 |
|
0.382 |
118-15 |
|
LOW |
117-28 |
|
0.618 |
116-31 |
|
1.000 |
116-13 |
|
1.618 |
115-16 |
|
2.618 |
114-00 |
|
4.250 |
111-19 |
|
|
| Fisher Pivots for day following 29-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-20 |
118-20 |
| PP |
118-16 |
118-16 |
| S1 |
118-11 |
118-11 |
|