ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 12-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
113-27 |
114-03 |
0-08 |
0.2% |
114-06 |
| High |
114-28 |
114-08 |
-0-20 |
-0.6% |
116-10 |
| Low |
113-23 |
112-22 |
-1-01 |
-0.9% |
114-00 |
| Close |
114-04 |
112-30 |
-1-06 |
-1.0% |
115-04 |
| Range |
1-06 |
1-18 |
0-12 |
33.3% |
2-11 |
| ATR |
1-11 |
1-12 |
0-00 |
1.1% |
0-00 |
| Volume |
23,459 |
15,148 |
-8,311 |
-35.4% |
420,209 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-31 |
117-01 |
113-26 |
|
| R3 |
116-13 |
115-15 |
113-12 |
|
| R2 |
114-27 |
114-27 |
113-07 |
|
| R1 |
113-29 |
113-29 |
113-03 |
113-19 |
| PP |
113-09 |
113-09 |
113-09 |
113-04 |
| S1 |
112-11 |
112-11 |
112-25 |
112-01 |
| S2 |
111-23 |
111-23 |
112-21 |
|
| S3 |
110-05 |
110-25 |
112-16 |
|
| S4 |
108-19 |
109-07 |
112-02 |
|
|
| 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 |
112-22 |
2-30 |
2.6% |
1-12 |
1.2% |
9% |
False |
True |
32,004 |
| 10 |
116-10 |
112-22 |
3-20 |
3.2% |
1-11 |
1.2% |
7% |
False |
True |
125,614 |
| 20 |
117-14 |
112-22 |
4-24 |
4.2% |
1-11 |
1.2% |
5% |
False |
True |
263,142 |
| 40 |
117-30 |
112-22 |
5-08 |
4.6% |
1-10 |
1.2% |
5% |
False |
True |
265,639 |
| 60 |
121-00 |
112-22 |
8-10 |
7.4% |
1-12 |
1.2% |
3% |
False |
True |
273,751 |
| 80 |
121-00 |
112-22 |
8-10 |
7.4% |
1-13 |
1.2% |
3% |
False |
True |
364,014 |
| 100 |
121-24 |
112-22 |
9-02 |
8.0% |
1-14 |
1.3% |
3% |
False |
True |
387,527 |
| 120 |
121-24 |
112-22 |
9-02 |
8.0% |
1-11 |
1.2% |
3% |
False |
True |
371,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-28 |
|
2.618 |
118-11 |
|
1.618 |
116-25 |
|
1.000 |
115-26 |
|
0.618 |
115-07 |
|
HIGH |
114-08 |
|
0.618 |
113-21 |
|
0.500 |
113-15 |
|
0.382 |
113-09 |
|
LOW |
112-22 |
|
0.618 |
111-23 |
|
1.000 |
111-04 |
|
1.618 |
110-05 |
|
2.618 |
108-19 |
|
4.250 |
106-02 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-15 |
113-25 |
| PP |
113-09 |
113-16 |
| S1 |
113-04 |
113-07 |
|