ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
120-17 |
120-15 |
-0-02 |
-0.1% |
119-04 |
| High |
120-28 |
123-22 |
2-26 |
2.3% |
121-16 |
| Low |
119-14 |
120-10 |
0-28 |
0.7% |
118-02 |
| Close |
119-14 |
122-06 |
2-24 |
2.3% |
119-14 |
| Range |
1-14 |
3-12 |
1-30 |
137.4% |
3-14 |
| ATR |
1-08 |
1-15 |
0-07 |
17.1% |
0-00 |
| Volume |
14,745 |
7,365 |
-7,380 |
-50.1% |
107,718 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-06 |
130-18 |
124-01 |
|
| R3 |
128-26 |
127-06 |
123-04 |
|
| R2 |
125-14 |
125-14 |
122-26 |
|
| R1 |
123-26 |
123-26 |
122-16 |
124-20 |
| PP |
122-02 |
122-02 |
122-02 |
122-15 |
| S1 |
120-14 |
120-14 |
121-28 |
121-08 |
| S2 |
118-22 |
118-22 |
121-18 |
|
| S3 |
115-10 |
117-02 |
121-08 |
|
| S4 |
111-30 |
113-22 |
120-11 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-30 |
128-04 |
121-11 |
|
| R3 |
126-16 |
124-22 |
120-13 |
|
| R2 |
123-03 |
123-03 |
120-03 |
|
| R1 |
121-09 |
121-09 |
119-25 |
122-06 |
| PP |
119-21 |
119-21 |
119-21 |
120-04 |
| S1 |
117-27 |
117-27 |
119-04 |
118-24 |
| S2 |
116-08 |
116-08 |
118-26 |
|
| S3 |
112-26 |
114-14 |
118-16 |
|
| S4 |
109-13 |
111-00 |
117-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-22 |
119-14 |
4-08 |
3.5% |
1-23 |
1.4% |
65% |
True |
False |
14,306 |
| 10 |
123-22 |
117-14 |
6-08 |
5.1% |
1-20 |
1.3% |
76% |
True |
False |
41,500 |
| 20 |
123-22 |
117-06 |
6-16 |
5.3% |
1-09 |
1.0% |
77% |
True |
False |
178,168 |
| 40 |
123-22 |
113-11 |
10-11 |
8.5% |
1-08 |
1.0% |
85% |
True |
False |
234,274 |
| 60 |
123-22 |
112-18 |
11-04 |
9.1% |
1-08 |
1.0% |
87% |
True |
False |
266,983 |
| 80 |
123-22 |
111-23 |
11-31 |
9.8% |
1-08 |
1.0% |
87% |
True |
False |
276,898 |
| 100 |
123-22 |
111-23 |
11-31 |
9.8% |
1-08 |
1.0% |
87% |
True |
False |
223,093 |
| 120 |
123-22 |
111-23 |
11-31 |
9.8% |
1-07 |
1.0% |
87% |
True |
False |
185,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-01 |
|
2.618 |
132-17 |
|
1.618 |
129-05 |
|
1.000 |
127-02 |
|
0.618 |
125-25 |
|
HIGH |
123-22 |
|
0.618 |
122-13 |
|
0.500 |
122-00 |
|
0.382 |
121-19 |
|
LOW |
120-10 |
|
0.618 |
118-07 |
|
1.000 |
116-30 |
|
1.618 |
114-27 |
|
2.618 |
111-15 |
|
4.250 |
105-31 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122-04 |
121-31 |
| PP |
122-02 |
121-25 |
| S1 |
122-00 |
121-18 |
|