ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
123-02 |
121-22 |
-1-12 |
-1.1% |
120-15 |
| High |
123-12 |
122-02 |
-1-09 |
-1.0% |
124-24 |
| Low |
121-08 |
119-03 |
-2-05 |
-1.8% |
119-03 |
| Close |
122-26 |
119-07 |
-3-18 |
-2.9% |
119-07 |
| Range |
2-04 |
3-00 |
0-28 |
41.5% |
5-20 |
| ATR |
1-22 |
1-26 |
0-05 |
8.7% |
0-00 |
| Volume |
7,624 |
11,128 |
3,504 |
46.0% |
52,114 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-03 |
127-04 |
120-28 |
|
| R3 |
126-03 |
124-05 |
120-01 |
|
| R2 |
123-04 |
123-04 |
119-25 |
|
| R1 |
121-05 |
121-05 |
119-16 |
120-21 |
| PP |
120-04 |
120-04 |
120-04 |
119-28 |
| S1 |
118-06 |
118-06 |
118-30 |
117-21 |
| S2 |
117-05 |
117-05 |
118-21 |
|
| S3 |
114-05 |
115-06 |
118-13 |
|
| S4 |
111-06 |
112-07 |
117-18 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-30 |
134-07 |
122-10 |
|
| R3 |
132-10 |
128-18 |
120-25 |
|
| R2 |
126-21 |
126-21 |
120-08 |
|
| R1 |
122-30 |
122-30 |
119-24 |
121-31 |
| PP |
121-00 |
121-00 |
121-00 |
120-17 |
| S1 |
117-10 |
117-10 |
118-22 |
116-11 |
| S2 |
115-12 |
115-12 |
118-06 |
|
| S3 |
109-24 |
111-21 |
117-21 |
|
| S4 |
104-03 |
106-00 |
116-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-24 |
119-03 |
5-20 |
4.7% |
2-26 |
2.3% |
2% |
False |
True |
10,422 |
| 10 |
124-24 |
118-02 |
6-22 |
5.6% |
2-05 |
1.8% |
17% |
False |
False |
15,983 |
| 20 |
124-24 |
117-06 |
7-18 |
6.3% |
1-20 |
1.4% |
27% |
False |
False |
136,240 |
| 40 |
124-24 |
113-24 |
11-00 |
9.2% |
1-13 |
1.2% |
50% |
False |
False |
206,193 |
| 60 |
124-24 |
113-11 |
11-12 |
9.6% |
1-11 |
1.1% |
52% |
False |
False |
250,181 |
| 80 |
124-24 |
111-23 |
13-00 |
10.9% |
1-10 |
1.1% |
58% |
False |
False |
271,968 |
| 100 |
124-24 |
111-23 |
13-00 |
10.9% |
1-10 |
1.1% |
58% |
False |
False |
223,473 |
| 120 |
124-24 |
111-23 |
13-00 |
10.9% |
1-08 |
1.1% |
58% |
False |
False |
186,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-24 |
|
2.618 |
129-29 |
|
1.618 |
126-29 |
|
1.000 |
125-02 |
|
0.618 |
123-30 |
|
HIGH |
122-02 |
|
0.618 |
120-30 |
|
0.500 |
120-19 |
|
0.382 |
120-07 |
|
LOW |
119-03 |
|
0.618 |
117-08 |
|
1.000 |
116-04 |
|
1.618 |
114-08 |
|
2.618 |
111-09 |
|
4.250 |
106-13 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-19 |
121-20 |
| PP |
120-04 |
120-26 |
| S1 |
119-22 |
120-01 |
|