ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-17 |
115-25 |
0-08 |
0.2% |
116-04 |
| High |
116-15 |
116-25 |
0-10 |
0.3% |
117-21 |
| Low |
115-04 |
115-09 |
0-05 |
0.1% |
114-28 |
| Close |
115-16 |
116-14 |
0-30 |
0.8% |
117-08 |
| Range |
1-11 |
1-16 |
0-05 |
11.6% |
2-24 |
| ATR |
1-12 |
1-12 |
0-00 |
0.6% |
0-00 |
| Volume |
333,096 |
362,701 |
29,605 |
8.9% |
1,431,932 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-21 |
120-01 |
117-08 |
|
| R3 |
119-05 |
118-17 |
116-27 |
|
| R2 |
117-21 |
117-21 |
116-22 |
|
| R1 |
117-01 |
117-01 |
116-18 |
117-11 |
| PP |
116-05 |
116-05 |
116-05 |
116-10 |
| S1 |
115-17 |
115-17 |
116-09 |
115-27 |
| S2 |
114-21 |
114-21 |
116-05 |
|
| S3 |
113-05 |
114-01 |
116-00 |
|
| S4 |
111-21 |
112-17 |
115-19 |
|
|
| 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 |
115-04 |
2-24 |
2.3% |
1-11 |
1.1% |
47% |
False |
False |
297,703 |
| 10 |
117-28 |
114-28 |
2-31 |
2.5% |
1-14 |
1.2% |
52% |
False |
False |
289,898 |
| 20 |
117-30 |
114-28 |
3-02 |
2.6% |
1-10 |
1.1% |
50% |
False |
False |
269,085 |
| 40 |
121-00 |
114-28 |
6-04 |
5.3% |
1-12 |
1.2% |
25% |
False |
False |
277,105 |
| 60 |
121-00 |
114-16 |
6-16 |
5.6% |
1-14 |
1.2% |
29% |
False |
False |
393,125 |
| 80 |
121-24 |
113-31 |
7-25 |
6.7% |
1-15 |
1.3% |
32% |
False |
False |
415,092 |
| 100 |
121-24 |
112-29 |
8-27 |
7.6% |
1-12 |
1.2% |
40% |
False |
False |
393,709 |
| 120 |
121-24 |
112-21 |
9-03 |
7.8% |
1-10 |
1.1% |
41% |
False |
False |
404,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-05 |
|
2.618 |
120-23 |
|
1.618 |
119-07 |
|
1.000 |
118-09 |
|
0.618 |
117-23 |
|
HIGH |
116-25 |
|
0.618 |
116-07 |
|
0.500 |
116-01 |
|
0.382 |
115-27 |
|
LOW |
115-09 |
|
0.618 |
114-11 |
|
1.000 |
113-25 |
|
1.618 |
112-27 |
|
2.618 |
111-11 |
|
4.250 |
108-29 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-09 |
116-13 |
| PP |
116-05 |
116-13 |
| S1 |
116-01 |
116-12 |
|