ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 16-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
112-29 |
112-22 |
-0-06 |
-0.2% |
115-16 |
| High |
113-10 |
113-06 |
-0-04 |
-0.1% |
115-20 |
| Low |
112-14 |
112-14 |
0-00 |
0.0% |
112-14 |
| Close |
112-18 |
112-26 |
0-08 |
0.2% |
112-18 |
| Range |
0-27 |
0-24 |
-0-04 |
-13.0% |
3-05 |
| ATR |
1-11 |
1-09 |
-0-01 |
-3.2% |
0-00 |
| Volume |
4,951 |
7,310 |
2,359 |
47.6% |
121,461 |
|
| Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-00 |
114-20 |
113-06 |
|
| R3 |
114-09 |
113-29 |
113-00 |
|
| R2 |
113-18 |
113-18 |
112-30 |
|
| R1 |
113-06 |
113-06 |
112-28 |
113-12 |
| PP |
112-26 |
112-26 |
112-26 |
112-29 |
| S1 |
112-14 |
112-14 |
112-23 |
112-20 |
| S2 |
112-02 |
112-02 |
112-21 |
|
| S3 |
111-11 |
111-22 |
112-19 |
|
| S4 |
110-20 |
110-31 |
112-13 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-00 |
120-30 |
114-09 |
|
| R3 |
119-27 |
117-25 |
113-13 |
|
| R2 |
116-22 |
116-22 |
113-04 |
|
| R1 |
114-20 |
114-20 |
112-27 |
114-02 |
| PP |
113-17 |
113-17 |
113-17 |
113-08 |
| S1 |
111-15 |
111-15 |
112-08 |
110-30 |
| S2 |
110-12 |
110-12 |
111-31 |
|
| S3 |
107-07 |
108-10 |
111-22 |
|
| S4 |
104-02 |
105-05 |
110-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-28 |
112-14 |
2-14 |
2.2% |
1-03 |
1.0% |
14% |
False |
True |
16,806 |
| 10 |
116-10 |
112-14 |
3-28 |
3.4% |
1-10 |
1.2% |
9% |
False |
True |
35,020 |
| 20 |
117-14 |
112-14 |
4-31 |
4.4% |
1-08 |
1.1% |
7% |
False |
True |
231,124 |
| 40 |
117-30 |
112-14 |
5-16 |
4.9% |
1-09 |
1.1% |
6% |
False |
True |
250,603 |
| 60 |
120-27 |
112-14 |
8-12 |
7.4% |
1-11 |
1.2% |
4% |
False |
True |
262,066 |
| 80 |
121-00 |
112-14 |
8-18 |
7.6% |
1-13 |
1.2% |
4% |
False |
True |
348,532 |
| 100 |
121-00 |
112-14 |
8-18 |
7.6% |
1-13 |
1.2% |
4% |
False |
True |
373,043 |
| 120 |
121-24 |
112-14 |
9-10 |
8.2% |
1-11 |
1.2% |
4% |
False |
True |
367,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-10 |
|
2.618 |
115-04 |
|
1.618 |
114-12 |
|
1.000 |
113-30 |
|
0.618 |
113-21 |
|
HIGH |
113-06 |
|
0.618 |
112-29 |
|
0.500 |
112-26 |
|
0.382 |
112-23 |
|
LOW |
112-14 |
|
0.618 |
112-00 |
|
1.000 |
111-23 |
|
1.618 |
111-08 |
|
2.618 |
110-17 |
|
4.250 |
109-11 |
|
|
| Fisher Pivots for day following 16-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-26 |
113-11 |
| PP |
112-26 |
113-05 |
| S1 |
112-26 |
112-31 |
|