ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 09-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2008 |
09-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
118-17 |
118-05 |
-0-12 |
-0.3% |
118-28 |
| High |
119-08 |
119-20 |
0-12 |
0.3% |
119-19 |
| Low |
118-04 |
117-28 |
-0-08 |
-0.2% |
117-02 |
| Close |
118-08 |
119-14 |
1-05 |
1.0% |
119-04 |
| Range |
1-04 |
1-24 |
0-20 |
54.2% |
2-18 |
| ATR |
1-16 |
1-17 |
0-01 |
1.1% |
0-00 |
| Volume |
224,078 |
219,600 |
-4,478 |
-2.0% |
1,774,843 |
|
| Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-06 |
123-17 |
120-12 |
|
| R3 |
122-14 |
121-26 |
119-29 |
|
| R2 |
120-22 |
120-22 |
119-24 |
|
| R1 |
120-02 |
120-02 |
119-19 |
120-12 |
| PP |
118-31 |
118-31 |
118-31 |
119-04 |
| S1 |
118-10 |
118-10 |
119-08 |
118-21 |
| S2 |
117-08 |
117-08 |
119-03 |
|
| S3 |
115-16 |
116-19 |
118-30 |
|
| S4 |
113-24 |
114-28 |
118-15 |
|
|
| 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 |
119-20 |
117-06 |
2-13 |
2.0% |
1-15 |
1.2% |
92% |
True |
False |
265,482 |
| 10 |
119-20 |
117-02 |
2-18 |
2.1% |
1-14 |
1.2% |
93% |
True |
False |
312,277 |
| 20 |
121-00 |
116-30 |
4-02 |
3.4% |
1-19 |
1.3% |
61% |
False |
False |
340,676 |
| 40 |
121-00 |
113-31 |
7-02 |
5.9% |
1-16 |
1.3% |
77% |
False |
False |
486,238 |
| 60 |
121-24 |
113-31 |
7-25 |
6.5% |
1-15 |
1.2% |
70% |
False |
False |
482,594 |
| 80 |
121-24 |
112-21 |
9-03 |
7.6% |
1-11 |
1.1% |
74% |
False |
False |
425,655 |
| 100 |
121-24 |
112-21 |
9-03 |
7.6% |
1-08 |
1.0% |
74% |
False |
False |
438,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-31 |
|
2.618 |
124-05 |
|
1.618 |
122-13 |
|
1.000 |
121-11 |
|
0.618 |
120-22 |
|
HIGH |
119-20 |
|
0.618 |
118-30 |
|
0.500 |
118-24 |
|
0.382 |
118-17 |
|
LOW |
117-28 |
|
0.618 |
116-26 |
|
1.000 |
116-04 |
|
1.618 |
115-02 |
|
2.618 |
113-11 |
|
4.250 |
110-16 |
|
|
| Fisher Pivots for day following 09-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-06 |
119-05 |
| PP |
118-31 |
118-28 |
| S1 |
118-24 |
118-19 |
|