ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 09-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-30 |
117-00 |
1-02 |
0.9% |
116-04 |
| High |
117-04 |
117-21 |
0-16 |
0.4% |
117-21 |
| Low |
115-22 |
116-29 |
1-08 |
1.1% |
114-28 |
| Close |
116-24 |
117-08 |
0-16 |
0.4% |
117-08 |
| Range |
1-15 |
0-24 |
-0-23 |
-48.9% |
2-24 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.6% |
0-00 |
| Volume |
291,000 |
339,969 |
48,969 |
16.8% |
1,431,932 |
|
| Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-17 |
119-04 |
117-21 |
|
| R3 |
118-25 |
118-12 |
117-15 |
|
| R2 |
118-01 |
118-01 |
117-12 |
|
| R1 |
117-20 |
117-20 |
117-10 |
117-26 |
| PP |
117-09 |
117-09 |
117-09 |
117-12 |
| S1 |
116-28 |
116-28 |
117-06 |
117-02 |
| S2 |
116-17 |
116-17 |
117-04 |
|
| S3 |
115-25 |
116-04 |
117-01 |
|
| S4 |
115-01 |
115-12 |
116-27 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-29 |
123-27 |
118-25 |
|
| R3 |
122-04 |
121-02 |
118-00 |
|
| R2 |
119-12 |
119-12 |
117-24 |
|
| R1 |
118-10 |
118-10 |
117-16 |
118-27 |
| PP |
116-19 |
116-19 |
116-19 |
116-28 |
| S1 |
115-17 |
115-17 |
117-00 |
116-02 |
| S2 |
113-27 |
113-27 |
116-24 |
|
| S3 |
111-02 |
112-25 |
116-16 |
|
| S4 |
108-10 |
110-00 |
115-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-21 |
114-28 |
2-24 |
2.4% |
1-09 |
1.1% |
85% |
True |
False |
286,386 |
| 10 |
117-30 |
114-28 |
3-02 |
2.6% |
1-10 |
1.1% |
77% |
False |
False |
269,549 |
| 20 |
120-04 |
114-28 |
5-08 |
4.5% |
1-10 |
1.1% |
45% |
False |
False |
264,289 |
| 40 |
121-00 |
114-28 |
6-04 |
5.2% |
1-13 |
1.2% |
39% |
False |
False |
290,793 |
| 60 |
121-00 |
113-31 |
7-02 |
6.0% |
1-14 |
1.2% |
47% |
False |
False |
406,962 |
| 80 |
121-24 |
113-31 |
7-25 |
6.6% |
1-15 |
1.2% |
42% |
False |
False |
425,035 |
| 100 |
121-24 |
112-21 |
9-03 |
7.8% |
1-11 |
1.1% |
51% |
False |
False |
392,758 |
| 120 |
121-24 |
112-21 |
9-03 |
7.8% |
1-09 |
1.1% |
51% |
False |
False |
407,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-27 |
|
2.618 |
119-20 |
|
1.618 |
118-28 |
|
1.000 |
118-13 |
|
0.618 |
118-04 |
|
HIGH |
117-21 |
|
0.618 |
117-12 |
|
0.500 |
117-09 |
|
0.382 |
117-06 |
|
LOW |
116-29 |
|
0.618 |
116-14 |
|
1.000 |
116-05 |
|
1.618 |
115-22 |
|
2.618 |
114-30 |
|
4.250 |
113-23 |
|
|
| Fisher Pivots for day following 09-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-09 |
116-30 |
| PP |
117-09 |
116-19 |
| S1 |
117-08 |
116-09 |
|