ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 27-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-26 |
116-20 |
0-26 |
0.7% |
116-15 |
| High |
116-28 |
116-28 |
-0-01 |
0.0% |
117-14 |
| Low |
115-20 |
115-16 |
-0-04 |
-0.1% |
115-12 |
| Close |
116-28 |
115-20 |
-1-07 |
-1.0% |
116-28 |
| Range |
1-09 |
1-12 |
0-02 |
6.1% |
2-02 |
| ATR |
1-11 |
1-11 |
0-00 |
0.1% |
0-00 |
| Volume |
500,725 |
314,054 |
-186,671 |
-37.3% |
1,899,016 |
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-02 |
119-07 |
116-12 |
|
| R3 |
118-23 |
117-28 |
116-00 |
|
| R2 |
117-12 |
117-12 |
115-28 |
|
| R1 |
116-16 |
116-16 |
115-24 |
116-08 |
| PP |
116-00 |
116-00 |
116-00 |
115-28 |
| S1 |
115-04 |
115-04 |
115-17 |
114-28 |
| S2 |
114-20 |
114-20 |
115-13 |
|
| S3 |
113-09 |
113-25 |
115-09 |
|
| S4 |
111-30 |
112-14 |
114-29 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-24 |
121-28 |
118-00 |
|
| R3 |
120-22 |
119-26 |
117-14 |
|
| R2 |
118-20 |
118-20 |
117-08 |
|
| R1 |
117-24 |
117-24 |
117-02 |
118-06 |
| PP |
116-18 |
116-18 |
116-18 |
116-24 |
| S1 |
115-22 |
115-22 |
116-21 |
116-04 |
| S2 |
114-16 |
114-16 |
116-15 |
|
| S3 |
112-14 |
113-20 |
116-09 |
|
| S4 |
110-12 |
111-18 |
115-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-14 |
115-12 |
2-02 |
1.8% |
1-09 |
1.1% |
14% |
False |
False |
361,890 |
| 10 |
117-20 |
115-04 |
2-16 |
2.2% |
1-12 |
1.2% |
20% |
False |
False |
341,419 |
| 20 |
117-30 |
114-28 |
3-02 |
2.6% |
1-11 |
1.2% |
25% |
False |
False |
305,020 |
| 40 |
120-04 |
114-28 |
5-08 |
4.5% |
1-11 |
1.2% |
14% |
False |
False |
292,024 |
| 60 |
121-00 |
114-28 |
6-04 |
5.3% |
1-14 |
1.2% |
12% |
False |
False |
340,012 |
| 80 |
121-00 |
113-31 |
7-02 |
6.1% |
1-13 |
1.2% |
24% |
False |
False |
400,586 |
| 100 |
121-24 |
113-31 |
7-25 |
6.7% |
1-12 |
1.2% |
21% |
False |
False |
409,317 |
| 120 |
121-24 |
112-21 |
9-03 |
7.9% |
1-10 |
1.1% |
33% |
False |
False |
385,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-20 |
|
2.618 |
120-13 |
|
1.618 |
119-02 |
|
1.000 |
118-07 |
|
0.618 |
117-22 |
|
HIGH |
116-28 |
|
0.618 |
116-11 |
|
0.500 |
116-06 |
|
0.382 |
116-01 |
|
LOW |
115-16 |
|
0.618 |
114-21 |
|
1.000 |
114-04 |
|
1.618 |
113-10 |
|
2.618 |
111-30 |
|
4.250 |
109-23 |
|
|
| Fisher Pivots for day following 27-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-06 |
116-10 |
| PP |
116-00 |
116-03 |
| S1 |
115-26 |
115-28 |
|