ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
121-29 |
123-02 |
1-05 |
0.9% |
119-04 |
| High |
124-05 |
123-12 |
-0-26 |
-0.6% |
121-16 |
| Low |
121-23 |
121-08 |
-0-15 |
-0.4% |
118-02 |
| Close |
122-28 |
122-26 |
-0-03 |
-0.1% |
119-14 |
| Range |
2-14 |
2-04 |
-0-10 |
-13.5% |
3-14 |
| ATR |
1-20 |
1-22 |
0-01 |
2.0% |
0-00 |
| Volume |
15,892 |
7,624 |
-8,268 |
-52.0% |
107,718 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-26 |
127-29 |
123-31 |
|
| R3 |
126-22 |
125-26 |
123-12 |
|
| R2 |
124-18 |
124-18 |
123-06 |
|
| R1 |
123-22 |
123-22 |
123-00 |
123-02 |
| PP |
122-15 |
122-15 |
122-15 |
122-05 |
| S1 |
121-18 |
121-18 |
122-19 |
120-31 |
| S2 |
120-12 |
120-12 |
122-13 |
|
| S3 |
118-08 |
119-15 |
122-07 |
|
| S4 |
116-04 |
117-12 |
121-20 |
|
|
| 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% |
2-16 |
2.0% |
63% |
False |
False |
11,146 |
| 10 |
124-24 |
118-02 |
6-22 |
5.4% |
2-01 |
1.6% |
71% |
False |
False |
19,101 |
| 20 |
124-24 |
117-06 |
7-18 |
6.2% |
1-17 |
1.3% |
74% |
False |
False |
149,522 |
| 40 |
124-24 |
113-22 |
11-02 |
9.0% |
1-12 |
1.1% |
82% |
False |
False |
214,000 |
| 60 |
124-24 |
113-04 |
11-20 |
9.5% |
1-10 |
1.1% |
83% |
False |
False |
254,552 |
| 80 |
124-24 |
111-23 |
13-00 |
10.6% |
1-10 |
1.1% |
85% |
False |
False |
274,655 |
| 100 |
124-24 |
111-23 |
13-00 |
10.6% |
1-09 |
1.1% |
85% |
False |
False |
223,421 |
| 120 |
124-24 |
111-23 |
13-00 |
10.6% |
1-08 |
1.0% |
85% |
False |
False |
186,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-10 |
|
2.618 |
128-28 |
|
1.618 |
126-25 |
|
1.000 |
125-15 |
|
0.618 |
124-21 |
|
HIGH |
123-12 |
|
0.618 |
122-18 |
|
0.500 |
122-10 |
|
0.382 |
122-02 |
|
LOW |
121-08 |
|
0.618 |
119-30 |
|
1.000 |
119-04 |
|
1.618 |
117-27 |
|
2.618 |
115-23 |
|
4.250 |
112-09 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122-20 |
123-00 |
| PP |
122-15 |
122-30 |
| S1 |
122-10 |
122-28 |
|