ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
117-08 |
117-02 |
-0-06 |
-0.2% |
116-04 |
| High |
117-28 |
117-20 |
-0-07 |
-0.2% |
117-21 |
| Low |
116-28 |
115-18 |
-1-10 |
-1.1% |
114-28 |
| Close |
117-08 |
115-27 |
-1-13 |
-1.2% |
117-08 |
| Range |
1-00 |
2-02 |
1-03 |
111.1% |
2-24 |
| ATR |
1-10 |
1-12 |
0-02 |
4.0% |
0-00 |
| Volume |
237,358 |
215,394 |
-21,964 |
-9.3% |
1,431,932 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-19 |
121-09 |
117-00 |
|
| R3 |
120-16 |
119-07 |
116-13 |
|
| R2 |
118-14 |
118-14 |
116-07 |
|
| R1 |
117-04 |
117-04 |
116-01 |
116-24 |
| PP |
116-11 |
116-11 |
116-11 |
116-05 |
| S1 |
115-02 |
115-02 |
115-21 |
114-21 |
| S2 |
114-09 |
114-09 |
115-15 |
|
| S3 |
112-06 |
112-31 |
115-09 |
|
| S4 |
110-04 |
110-29 |
114-22 |
|
|
| 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 |
117-28 |
114-28 |
2-31 |
2.6% |
1-09 |
1.1% |
32% |
False |
False |
265,778 |
| 10 |
117-30 |
114-28 |
3-02 |
2.6% |
1-14 |
1.2% |
31% |
False |
False |
271,275 |
| 20 |
118-14 |
114-28 |
3-17 |
3.0% |
1-10 |
1.1% |
27% |
False |
False |
265,394 |
| 40 |
121-00 |
114-28 |
6-04 |
5.3% |
1-12 |
1.2% |
16% |
False |
False |
280,118 |
| 60 |
121-00 |
113-31 |
7-02 |
6.1% |
1-14 |
1.2% |
27% |
False |
False |
399,236 |
| 80 |
121-24 |
113-31 |
7-25 |
6.7% |
1-15 |
1.3% |
24% |
False |
False |
418,273 |
| 100 |
121-24 |
112-29 |
8-27 |
7.6% |
1-11 |
1.2% |
33% |
False |
False |
392,692 |
| 120 |
121-24 |
112-21 |
9-03 |
7.9% |
1-09 |
1.1% |
35% |
False |
False |
404,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-15 |
|
2.618 |
123-03 |
|
1.618 |
121-00 |
|
1.000 |
119-23 |
|
0.618 |
118-30 |
|
HIGH |
117-20 |
|
0.618 |
116-27 |
|
0.500 |
116-19 |
|
0.382 |
116-11 |
|
LOW |
115-18 |
|
0.618 |
114-09 |
|
1.000 |
113-16 |
|
1.618 |
112-06 |
|
2.618 |
110-04 |
|
4.250 |
106-23 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-19 |
116-23 |
| PP |
116-11 |
116-14 |
| S1 |
116-03 |
116-04 |
|