ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 11-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
114-25 |
113-27 |
-0-30 |
-0.8% |
114-06 |
| High |
114-25 |
114-28 |
0-04 |
0.1% |
116-10 |
| Low |
113-20 |
113-23 |
0-03 |
0.1% |
114-00 |
| Close |
113-30 |
114-04 |
0-06 |
0.2% |
115-04 |
| Range |
1-05 |
1-06 |
0-00 |
1.4% |
2-11 |
| ATR |
1-12 |
1-11 |
0-00 |
-1.0% |
0-00 |
| Volume |
33,162 |
23,459 |
-9,703 |
-29.3% |
420,209 |
|
| Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-24 |
117-04 |
114-25 |
|
| R3 |
116-19 |
115-30 |
114-14 |
|
| R2 |
115-13 |
115-13 |
114-11 |
|
| R1 |
114-25 |
114-25 |
114-07 |
115-03 |
| PP |
114-08 |
114-08 |
114-08 |
114-13 |
| S1 |
113-19 |
113-19 |
114-01 |
113-30 |
| S2 |
113-02 |
113-02 |
113-29 |
|
| S3 |
111-29 |
112-14 |
113-26 |
|
| S4 |
110-23 |
111-08 |
113-15 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-06 |
121-00 |
116-13 |
|
| R3 |
119-26 |
118-20 |
115-24 |
|
| R2 |
117-16 |
117-16 |
115-17 |
|
| R1 |
116-10 |
116-10 |
115-10 |
116-28 |
| PP |
115-04 |
115-04 |
115-04 |
115-14 |
| S1 |
113-30 |
113-30 |
114-29 |
114-18 |
| S2 |
112-26 |
112-26 |
114-22 |
|
| S3 |
110-14 |
111-20 |
114-15 |
|
| S4 |
108-04 |
109-08 |
113-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-20 |
113-20 |
2-00 |
1.7% |
1-10 |
1.2% |
25% |
False |
False |
38,669 |
| 10 |
116-10 |
113-12 |
2-30 |
2.6% |
1-11 |
1.2% |
25% |
False |
False |
188,342 |
| 20 |
117-14 |
113-12 |
4-02 |
3.5% |
1-10 |
1.2% |
19% |
False |
False |
279,040 |
| 40 |
118-14 |
113-12 |
5-02 |
4.4% |
1-10 |
1.2% |
15% |
False |
False |
272,217 |
| 60 |
121-00 |
113-12 |
7-20 |
6.7% |
1-11 |
1.2% |
10% |
False |
False |
279,758 |
| 80 |
121-00 |
113-12 |
7-20 |
6.7% |
1-13 |
1.2% |
10% |
False |
False |
369,187 |
| 100 |
121-24 |
113-12 |
8-12 |
7.3% |
1-14 |
1.3% |
9% |
False |
False |
390,426 |
| 120 |
121-24 |
112-29 |
8-27 |
7.7% |
1-11 |
1.2% |
14% |
False |
False |
373,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-28 |
|
2.618 |
117-31 |
|
1.618 |
116-25 |
|
1.000 |
116-02 |
|
0.618 |
115-20 |
|
HIGH |
114-28 |
|
0.618 |
114-14 |
|
0.500 |
114-10 |
|
0.382 |
114-05 |
|
LOW |
113-23 |
|
0.618 |
113-00 |
|
1.000 |
112-18 |
|
1.618 |
111-26 |
|
2.618 |
110-21 |
|
4.250 |
108-24 |
|
|
| Fisher Pivots for day following 11-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-10 |
114-20 |
| PP |
114-08 |
114-14 |
| S1 |
114-06 |
114-09 |
|