ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 15-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
119-24 |
119-07 |
-0-16 |
-0.4% |
119-06 |
| High |
120-04 |
119-18 |
-0-18 |
-0.5% |
120-00 |
| Low |
119-04 |
117-30 |
-1-05 |
-1.0% |
117-18 |
| Close |
119-10 |
118-14 |
-0-28 |
-0.7% |
119-22 |
| Range |
1-01 |
1-20 |
0-19 |
57.6% |
2-14 |
| ATR |
1-15 |
1-15 |
0-00 |
0.8% |
0-00 |
| Volume |
215,160 |
215,496 |
336 |
0.2% |
1,305,128 |
|
| Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-17 |
122-19 |
119-10 |
|
| R3 |
121-29 |
120-31 |
118-28 |
|
| R2 |
120-09 |
120-09 |
118-23 |
|
| R1 |
119-11 |
119-11 |
118-18 |
119-00 |
| PP |
118-21 |
118-21 |
118-21 |
118-15 |
| S1 |
117-23 |
117-23 |
118-09 |
117-12 |
| S2 |
117-01 |
117-01 |
118-04 |
|
| S3 |
115-13 |
116-03 |
117-31 |
|
| S4 |
113-25 |
114-15 |
117-17 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-11 |
125-14 |
121-00 |
|
| R3 |
123-30 |
123-00 |
120-11 |
|
| R2 |
121-16 |
121-16 |
120-04 |
|
| R1 |
120-19 |
120-19 |
119-29 |
121-02 |
| PP |
119-03 |
119-03 |
119-03 |
119-10 |
| S1 |
118-05 |
118-05 |
119-14 |
118-20 |
| S2 |
116-21 |
116-21 |
119-07 |
|
| S3 |
114-08 |
115-24 |
119-00 |
|
| S4 |
111-26 |
113-10 |
118-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-04 |
117-28 |
2-08 |
1.9% |
1-12 |
1.2% |
24% |
False |
False |
231,222 |
| 10 |
120-04 |
117-02 |
3-03 |
2.6% |
1-12 |
1.2% |
44% |
False |
False |
271,907 |
| 20 |
121-00 |
117-02 |
3-31 |
3.4% |
1-14 |
1.2% |
35% |
False |
False |
294,841 |
| 40 |
121-00 |
113-31 |
7-02 |
6.0% |
1-16 |
1.3% |
63% |
False |
False |
466,158 |
| 60 |
121-24 |
113-31 |
7-25 |
6.6% |
1-16 |
1.3% |
57% |
False |
False |
469,232 |
| 80 |
121-24 |
112-29 |
8-27 |
7.5% |
1-12 |
1.2% |
62% |
False |
False |
424,517 |
| 100 |
121-24 |
112-21 |
9-03 |
7.7% |
1-09 |
1.1% |
63% |
False |
False |
431,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-16 |
|
2.618 |
123-27 |
|
1.618 |
122-07 |
|
1.000 |
121-06 |
|
0.618 |
120-19 |
|
HIGH |
119-18 |
|
0.618 |
118-31 |
|
0.500 |
118-24 |
|
0.382 |
118-18 |
|
LOW |
117-30 |
|
0.618 |
116-30 |
|
1.000 |
116-10 |
|
1.618 |
115-10 |
|
2.618 |
113-22 |
|
4.250 |
111-02 |
|
|
| Fisher Pivots for day following 15-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-24 |
119-02 |
| PP |
118-21 |
118-27 |
| S1 |
118-17 |
118-20 |
|