ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 02-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
118-27 |
118-01 |
-0-26 |
-0.7% |
117-21 |
| High |
119-12 |
119-06 |
-0-06 |
-0.2% |
119-12 |
| Low |
117-28 |
117-14 |
-0-14 |
-0.4% |
117-19 |
| Close |
118-06 |
119-00 |
0-26 |
0.7% |
118-06 |
| Range |
1-16 |
1-23 |
0-08 |
15.8% |
1-25 |
| ATR |
1-03 |
1-04 |
0-01 |
4.1% |
0-00 |
| Volume |
420,675 |
128,411 |
-292,264 |
-69.5% |
1,909,482 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-22 |
123-02 |
119-30 |
|
| R3 |
121-31 |
121-11 |
119-15 |
|
| R2 |
120-08 |
120-08 |
119-10 |
|
| R1 |
119-20 |
119-20 |
119-05 |
119-30 |
| PP |
118-17 |
118-17 |
118-17 |
118-22 |
| S1 |
117-29 |
117-29 |
118-26 |
118-07 |
| S2 |
116-26 |
116-26 |
118-21 |
|
| S3 |
115-03 |
116-06 |
118-16 |
|
| S4 |
113-12 |
114-15 |
118-01 |
|
|
| 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 |
117-14 |
1-30 |
1.6% |
1-04 |
0.9% |
80% |
False |
True |
359,087 |
| 10 |
119-12 |
117-06 |
2-06 |
1.9% |
1-01 |
0.9% |
82% |
False |
False |
308,635 |
| 20 |
119-12 |
114-08 |
5-04 |
4.3% |
1-04 |
0.9% |
92% |
False |
False |
286,535 |
| 40 |
119-12 |
113-11 |
6-01 |
5.1% |
1-06 |
1.0% |
94% |
False |
False |
311,900 |
| 60 |
119-12 |
111-23 |
7-21 |
6.4% |
1-06 |
1.0% |
95% |
False |
False |
311,860 |
| 80 |
119-12 |
111-23 |
7-21 |
6.4% |
1-07 |
1.0% |
95% |
False |
False |
275,047 |
| 100 |
119-12 |
111-23 |
7-21 |
6.4% |
1-06 |
1.0% |
95% |
False |
False |
220,249 |
| 120 |
119-14 |
111-23 |
7-23 |
6.5% |
1-05 |
1.0% |
94% |
False |
False |
183,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-15 |
|
2.618 |
123-21 |
|
1.618 |
121-30 |
|
1.000 |
120-28 |
|
0.618 |
120-07 |
|
HIGH |
119-06 |
|
0.618 |
118-16 |
|
0.500 |
118-10 |
|
0.382 |
118-04 |
|
LOW |
117-14 |
|
0.618 |
116-13 |
|
1.000 |
115-24 |
|
1.618 |
114-22 |
|
2.618 |
112-31 |
|
4.250 |
110-05 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-24 |
118-25 |
| PP |
118-17 |
118-19 |
| S1 |
118-10 |
118-13 |
|