ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 17-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
118-00 |
117-04 |
-0-28 |
-0.7% |
119-06 |
| High |
118-14 |
117-15 |
-0-30 |
-0.8% |
120-00 |
| Low |
116-24 |
116-13 |
-0-12 |
-0.3% |
117-18 |
| Close |
117-00 |
116-22 |
-0-10 |
-0.3% |
119-22 |
| Range |
1-21 |
1-02 |
-0-19 |
-35.8% |
2-14 |
| ATR |
1-15 |
1-14 |
-0-01 |
-2.0% |
0-00 |
| Volume |
278,261 |
343,723 |
65,462 |
23.5% |
1,305,128 |
|
| Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-01 |
119-14 |
117-09 |
|
| R3 |
118-31 |
118-12 |
116-31 |
|
| R2 |
117-29 |
117-29 |
116-28 |
|
| R1 |
117-10 |
117-10 |
116-25 |
117-02 |
| PP |
116-27 |
116-27 |
116-27 |
116-24 |
| S1 |
116-08 |
116-08 |
116-19 |
116-00 |
| S2 |
115-25 |
115-25 |
116-16 |
|
| S3 |
114-23 |
115-06 |
116-13 |
|
| S4 |
113-21 |
114-04 |
116-03 |
|
|
| 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 |
116-13 |
3-24 |
3.2% |
1-10 |
1.1% |
8% |
False |
True |
262,566 |
| 10 |
120-04 |
116-13 |
3-24 |
3.2% |
1-14 |
1.2% |
8% |
False |
True |
258,903 |
| 20 |
121-00 |
116-13 |
4-20 |
4.0% |
1-13 |
1.2% |
6% |
False |
True |
285,125 |
| 40 |
121-00 |
114-16 |
6-16 |
5.6% |
1-16 |
1.3% |
34% |
False |
False |
455,145 |
| 60 |
121-24 |
113-31 |
7-25 |
6.7% |
1-16 |
1.3% |
35% |
False |
False |
463,761 |
| 80 |
121-24 |
112-29 |
8-27 |
7.6% |
1-12 |
1.2% |
43% |
False |
False |
424,865 |
| 100 |
121-24 |
112-21 |
9-03 |
7.8% |
1-10 |
1.1% |
44% |
False |
False |
431,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-00 |
|
2.618 |
120-08 |
|
1.618 |
119-06 |
|
1.000 |
118-17 |
|
0.618 |
118-04 |
|
HIGH |
117-15 |
|
0.618 |
117-02 |
|
0.500 |
116-30 |
|
0.382 |
116-26 |
|
LOW |
116-13 |
|
0.618 |
115-24 |
|
1.000 |
115-11 |
|
1.618 |
114-22 |
|
2.618 |
113-20 |
|
4.250 |
111-28 |
|
|
| Fisher Pivots for day following 17-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-30 |
118-00 |
| PP |
116-27 |
117-18 |
| S1 |
116-25 |
117-04 |
|