ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 17-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
123-16 |
121-29 |
-1-20 |
-1.3% |
119-04 |
| High |
124-24 |
124-05 |
-0-18 |
-0.5% |
121-16 |
| Low |
121-20 |
121-23 |
0-02 |
0.1% |
118-02 |
| Close |
122-18 |
122-28 |
0-11 |
0.3% |
119-14 |
| Range |
3-03 |
2-14 |
-0-21 |
-21.2% |
3-14 |
| ATR |
1-18 |
1-20 |
0-02 |
3.9% |
0-00 |
| Volume |
10,105 |
15,892 |
5,787 |
57.3% |
107,718 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-08 |
129-00 |
124-07 |
|
| R3 |
127-26 |
126-18 |
123-18 |
|
| R2 |
125-12 |
125-12 |
123-11 |
|
| R1 |
124-04 |
124-04 |
123-04 |
124-24 |
| PP |
122-30 |
122-30 |
122-30 |
123-07 |
| S1 |
121-22 |
121-22 |
122-21 |
122-10 |
| S2 |
120-16 |
120-16 |
122-14 |
|
| S3 |
118-02 |
119-08 |
122-07 |
|
| S4 |
115-20 |
116-26 |
121-18 |
|
|
| 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 |
124-24 |
119-14 |
5-09 |
4.3% |
2-09 |
1.9% |
65% |
False |
False |
12,002 |
| 10 |
124-24 |
118-02 |
6-22 |
5.4% |
1-29 |
1.6% |
72% |
False |
False |
23,642 |
| 20 |
124-24 |
117-06 |
7-18 |
6.2% |
1-15 |
1.2% |
76% |
False |
False |
162,248 |
| 40 |
124-24 |
113-11 |
11-12 |
9.3% |
1-11 |
1.1% |
84% |
False |
False |
221,818 |
| 60 |
124-24 |
113-04 |
11-20 |
9.4% |
1-10 |
1.1% |
84% |
False |
False |
257,894 |
| 80 |
124-24 |
111-23 |
13-00 |
10.6% |
1-09 |
1.0% |
86% |
False |
False |
275,151 |
| 100 |
124-24 |
111-23 |
13-00 |
10.6% |
1-09 |
1.0% |
86% |
False |
False |
223,348 |
| 120 |
124-24 |
111-23 |
13-00 |
10.6% |
1-08 |
1.0% |
86% |
False |
False |
186,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-16 |
|
2.618 |
130-17 |
|
1.618 |
128-03 |
|
1.000 |
126-19 |
|
0.618 |
125-21 |
|
HIGH |
124-05 |
|
0.618 |
123-07 |
|
0.500 |
122-30 |
|
0.382 |
122-21 |
|
LOW |
121-23 |
|
0.618 |
120-07 |
|
1.000 |
119-09 |
|
1.618 |
117-25 |
|
2.618 |
115-11 |
|
4.250 |
111-12 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122-30 |
122-25 |
| PP |
122-30 |
122-21 |
| S1 |
122-29 |
122-17 |
|