ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 05-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2008 |
05-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
119-14 |
120-08 |
0-26 |
0.7% |
118-01 |
| High |
120-05 |
121-04 |
0-30 |
0.8% |
121-04 |
| Low |
119-03 |
119-14 |
0-12 |
0.3% |
117-14 |
| Close |
119-30 |
119-30 |
0-00 |
0.0% |
119-30 |
| Range |
1-02 |
1-21 |
0-19 |
55.9% |
3-21 |
| ATR |
1-03 |
1-05 |
0-01 |
3.6% |
0-00 |
| Volume |
53,026 |
42,314 |
-10,712 |
-20.2% |
299,921 |
|
| Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-04 |
124-06 |
120-27 |
|
| R3 |
123-15 |
122-17 |
120-13 |
|
| R2 |
121-26 |
121-26 |
120-08 |
|
| R1 |
120-28 |
120-28 |
120-03 |
120-17 |
| PP |
120-05 |
120-05 |
120-05 |
120-00 |
| S1 |
119-07 |
119-07 |
119-25 |
118-28 |
| S2 |
118-16 |
118-16 |
119-20 |
|
| S3 |
116-27 |
117-18 |
119-15 |
|
| S4 |
115-06 |
115-29 |
119-01 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-15 |
128-28 |
121-30 |
|
| R3 |
126-26 |
125-06 |
120-30 |
|
| R2 |
123-05 |
123-05 |
120-19 |
|
| R1 |
121-18 |
121-18 |
120-09 |
122-11 |
| PP |
119-16 |
119-16 |
119-16 |
119-29 |
| S1 |
117-28 |
117-28 |
119-19 |
118-22 |
| S2 |
115-27 |
115-27 |
119-09 |
|
| S3 |
112-06 |
114-08 |
118-30 |
|
| S4 |
108-17 |
110-18 |
117-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-04 |
117-14 |
3-21 |
3.0% |
1-10 |
1.1% |
68% |
True |
False |
144,119 |
| 10 |
121-04 |
117-06 |
3-30 |
3.3% |
1-04 |
0.9% |
70% |
True |
False |
256,497 |
| 20 |
121-04 |
115-01 |
6-02 |
5.1% |
1-02 |
0.9% |
81% |
True |
False |
256,266 |
| 40 |
121-04 |
113-11 |
7-24 |
6.5% |
1-07 |
1.0% |
85% |
True |
False |
292,508 |
| 60 |
121-04 |
111-23 |
9-12 |
7.8% |
1-06 |
1.0% |
88% |
True |
False |
294,397 |
| 80 |
121-04 |
111-23 |
9-12 |
7.8% |
1-06 |
1.0% |
88% |
True |
False |
277,125 |
| 100 |
121-04 |
111-23 |
9-12 |
7.8% |
1-06 |
1.0% |
88% |
True |
False |
221,951 |
| 120 |
121-04 |
111-23 |
9-12 |
7.8% |
1-06 |
1.0% |
88% |
True |
False |
184,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-05 |
|
2.618 |
125-14 |
|
1.618 |
123-25 |
|
1.000 |
122-24 |
|
0.618 |
122-04 |
|
HIGH |
121-04 |
|
0.618 |
120-15 |
|
0.500 |
120-09 |
|
0.382 |
120-03 |
|
LOW |
119-14 |
|
0.618 |
118-14 |
|
1.000 |
117-26 |
|
1.618 |
116-25 |
|
2.618 |
115-04 |
|
4.250 |
112-13 |
|
|
| Fisher Pivots for day following 05-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-09 |
119-31 |
| PP |
120-05 |
119-30 |
| S1 |
120-02 |
119-30 |
|