ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 08-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2008 |
08-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
119-06 |
118-17 |
-0-20 |
-0.5% |
118-28 |
| High |
119-08 |
119-08 |
0-00 |
0.0% |
119-19 |
| Low |
117-18 |
118-04 |
0-17 |
0.5% |
117-02 |
| Close |
118-11 |
118-08 |
-0-02 |
-0.1% |
119-04 |
| Range |
1-21 |
1-04 |
-0-17 |
-32.1% |
2-18 |
| ATR |
1-17 |
1-16 |
-0-01 |
-1.9% |
0-00 |
| Volume |
355,594 |
224,078 |
-131,516 |
-37.0% |
1,774,843 |
|
| Daily Pivots for day following 08-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-29 |
121-07 |
118-28 |
|
| R3 |
120-25 |
120-03 |
118-18 |
|
| R2 |
119-21 |
119-21 |
118-15 |
|
| R1 |
118-31 |
118-31 |
118-12 |
118-24 |
| PP |
118-17 |
118-17 |
118-17 |
118-14 |
| S1 |
117-27 |
117-27 |
118-05 |
117-20 |
| S2 |
117-13 |
117-13 |
118-02 |
|
| S3 |
116-09 |
116-23 |
117-31 |
|
| S4 |
115-05 |
115-19 |
117-21 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-07 |
125-07 |
120-16 |
|
| R3 |
123-22 |
122-21 |
119-26 |
|
| R2 |
121-04 |
121-04 |
119-18 |
|
| R1 |
120-04 |
120-04 |
119-11 |
120-20 |
| PP |
118-19 |
118-19 |
118-19 |
118-27 |
| S1 |
117-18 |
117-18 |
118-28 |
118-02 |
| S2 |
116-01 |
116-01 |
118-21 |
|
| S3 |
113-16 |
115-01 |
118-13 |
|
| S4 |
110-30 |
112-15 |
117-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-14 |
117-02 |
2-13 |
2.0% |
1-11 |
1.1% |
51% |
False |
False |
312,591 |
| 10 |
119-20 |
117-02 |
2-18 |
2.2% |
1-12 |
1.2% |
48% |
False |
False |
317,139 |
| 20 |
121-00 |
116-15 |
4-18 |
3.8% |
1-19 |
1.4% |
40% |
False |
False |
356,510 |
| 40 |
121-00 |
113-31 |
7-02 |
6.0% |
1-16 |
1.3% |
61% |
False |
False |
488,987 |
| 60 |
121-24 |
113-31 |
7-25 |
6.6% |
1-15 |
1.2% |
55% |
False |
False |
485,992 |
| 80 |
121-24 |
112-21 |
9-03 |
7.7% |
1-11 |
1.1% |
62% |
False |
False |
428,316 |
| 100 |
121-24 |
112-21 |
9-03 |
7.7% |
1-07 |
1.0% |
62% |
False |
False |
439,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-00 |
|
2.618 |
122-06 |
|
1.618 |
121-02 |
|
1.000 |
120-12 |
|
0.618 |
119-30 |
|
HIGH |
119-08 |
|
0.618 |
118-26 |
|
0.500 |
118-22 |
|
0.382 |
118-17 |
|
LOW |
118-04 |
|
0.618 |
117-13 |
|
1.000 |
117-00 |
|
1.618 |
116-09 |
|
2.618 |
115-05 |
|
4.250 |
113-10 |
|
|
| Fisher Pivots for day following 08-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-22 |
118-15 |
| PP |
118-17 |
118-13 |
| S1 |
118-13 |
118-11 |
|