ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 04-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
119-01 |
119-14 |
0-13 |
0.3% |
117-21 |
| High |
119-17 |
120-05 |
0-20 |
0.5% |
119-12 |
| Low |
118-26 |
119-03 |
0-09 |
0.2% |
117-19 |
| Close |
119-14 |
119-30 |
0-16 |
0.4% |
118-06 |
| Range |
0-23 |
1-02 |
0-11 |
47.8% |
1-25 |
| ATR |
1-03 |
1-03 |
0-00 |
-0.3% |
0-00 |
| Volume |
76,170 |
53,026 |
-23,144 |
-30.4% |
1,909,482 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-29 |
122-16 |
120-17 |
|
| R3 |
121-27 |
121-14 |
120-07 |
|
| R2 |
120-25 |
120-25 |
120-04 |
|
| R1 |
120-12 |
120-12 |
120-01 |
120-18 |
| PP |
119-23 |
119-23 |
119-23 |
119-27 |
| S1 |
119-10 |
119-10 |
119-27 |
119-16 |
| S2 |
118-21 |
118-21 |
119-24 |
|
| S3 |
117-19 |
118-08 |
119-21 |
|
| S4 |
116-17 |
117-06 |
119-11 |
|
|
| 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 |
120-05 |
117-14 |
2-22 |
2.3% |
1-05 |
1.0% |
92% |
True |
False |
251,453 |
| 10 |
120-05 |
117-06 |
3-00 |
2.5% |
1-02 |
0.9% |
93% |
True |
False |
279,943 |
| 20 |
120-05 |
114-18 |
5-20 |
4.7% |
1-03 |
0.9% |
96% |
True |
False |
270,339 |
| 40 |
120-05 |
113-11 |
6-26 |
5.7% |
1-06 |
1.0% |
97% |
True |
False |
298,370 |
| 60 |
120-05 |
111-23 |
8-14 |
7.0% |
1-05 |
1.0% |
97% |
True |
False |
299,616 |
| 80 |
120-05 |
111-23 |
8-14 |
7.0% |
1-06 |
1.0% |
97% |
True |
False |
276,620 |
| 100 |
120-05 |
111-23 |
8-14 |
7.0% |
1-06 |
1.0% |
97% |
True |
False |
221,535 |
| 120 |
120-05 |
111-23 |
8-14 |
7.0% |
1-05 |
1.0% |
97% |
True |
False |
184,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-22 |
|
2.618 |
122-30 |
|
1.618 |
121-28 |
|
1.000 |
121-07 |
|
0.618 |
120-26 |
|
HIGH |
120-05 |
|
0.618 |
119-24 |
|
0.500 |
119-20 |
|
0.382 |
119-16 |
|
LOW |
119-03 |
|
0.618 |
118-14 |
|
1.000 |
118-01 |
|
1.618 |
117-12 |
|
2.618 |
116-10 |
|
4.250 |
114-18 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-27 |
119-18 |
| PP |
119-23 |
119-06 |
| S1 |
119-20 |
118-26 |
|