ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
116-15 |
116-20 |
0-05 |
0.1% |
117-08 |
| High |
116-30 |
117-12 |
0-14 |
0.4% |
117-28 |
| Low |
115-31 |
116-12 |
0-13 |
0.4% |
115-04 |
| Close |
116-20 |
117-10 |
0-22 |
0.6% |
116-14 |
| Range |
0-31 |
1-00 |
0-00 |
1.6% |
2-24 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.0% |
0-00 |
| Volume |
403,617 |
263,138 |
-140,479 |
-34.8% |
1,438,480 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-31 |
119-20 |
117-27 |
|
| R3 |
118-31 |
118-20 |
117-18 |
|
| R2 |
118-00 |
118-00 |
117-15 |
|
| R1 |
117-21 |
117-21 |
117-12 |
117-26 |
| PP |
117-00 |
117-00 |
117-00 |
117-03 |
| S1 |
116-21 |
116-21 |
117-07 |
116-27 |
| S2 |
116-01 |
116-01 |
117-04 |
|
| S3 |
115-01 |
115-22 |
117-01 |
|
| S4 |
114-02 |
114-22 |
116-24 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-22 |
123-10 |
117-31 |
|
| R3 |
121-30 |
120-18 |
117-07 |
|
| R2 |
119-07 |
119-07 |
116-31 |
|
| R1 |
117-27 |
117-27 |
116-23 |
117-05 |
| PP |
116-15 |
116-15 |
116-15 |
116-04 |
| S1 |
115-03 |
115-03 |
116-06 |
114-14 |
| S2 |
113-24 |
113-24 |
115-30 |
|
| S3 |
111-00 |
112-12 |
115-22 |
|
| S4 |
108-09 |
109-20 |
114-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-14 |
115-04 |
2-10 |
2.0% |
1-08 |
1.1% |
95% |
False |
False |
330,496 |
| 10 |
117-28 |
114-28 |
2-31 |
2.5% |
1-09 |
1.1% |
81% |
False |
False |
298,137 |
| 20 |
117-30 |
114-28 |
3-02 |
2.6% |
1-10 |
1.1% |
79% |
False |
False |
278,096 |
| 40 |
120-04 |
114-28 |
5-08 |
4.5% |
1-11 |
1.1% |
46% |
False |
False |
282,197 |
| 60 |
121-00 |
114-16 |
6-16 |
5.6% |
1-14 |
1.2% |
43% |
False |
False |
381,487 |
| 80 |
121-00 |
113-31 |
7-02 |
6.0% |
1-13 |
1.2% |
47% |
False |
False |
402,096 |
| 100 |
121-24 |
113-15 |
8-09 |
7.1% |
1-12 |
1.2% |
46% |
False |
False |
400,055 |
| 120 |
121-24 |
112-21 |
9-03 |
7.8% |
1-10 |
1.1% |
51% |
False |
False |
397,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-17 |
|
2.618 |
119-30 |
|
1.618 |
118-30 |
|
1.000 |
118-11 |
|
0.618 |
117-31 |
|
HIGH |
117-12 |
|
0.618 |
116-31 |
|
0.500 |
116-28 |
|
0.382 |
116-24 |
|
LOW |
116-12 |
|
0.618 |
115-25 |
|
1.000 |
115-12 |
|
1.618 |
114-25 |
|
2.618 |
113-26 |
|
4.250 |
112-06 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-05 |
117-03 |
| PP |
117-00 |
116-28 |
| S1 |
116-28 |
116-21 |
|