ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 18-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2008 |
18-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
112-22 |
113-02 |
0-13 |
0.4% |
115-16 |
| High |
113-12 |
113-30 |
0-18 |
0.5% |
115-20 |
| Low |
112-16 |
112-26 |
0-10 |
0.3% |
112-14 |
| Close |
112-26 |
113-18 |
0-24 |
0.7% |
112-18 |
| Range |
0-28 |
1-04 |
0-08 |
29.1% |
3-05 |
| ATR |
1-08 |
1-08 |
0-00 |
-0.8% |
0-00 |
| Volume |
3,518 |
3,532 |
14 |
0.4% |
121,461 |
|
| Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-24 |
116-09 |
114-06 |
|
| R3 |
115-21 |
115-06 |
113-28 |
|
| R2 |
114-18 |
114-18 |
113-25 |
|
| R1 |
114-02 |
114-02 |
113-22 |
114-10 |
| PP |
113-14 |
113-14 |
113-14 |
113-18 |
| S1 |
112-30 |
112-30 |
113-15 |
113-06 |
| S2 |
112-10 |
112-10 |
113-12 |
|
| S3 |
111-07 |
111-27 |
113-09 |
|
| S4 |
110-04 |
110-24 |
112-31 |
|
|
| 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 |
114-08 |
112-14 |
1-26 |
1.6% |
1-01 |
0.9% |
63% |
False |
False |
6,891 |
| 10 |
115-20 |
112-14 |
3-05 |
2.8% |
1-06 |
1.0% |
36% |
False |
False |
22,780 |
| 20 |
117-14 |
112-14 |
4-31 |
4.4% |
1-08 |
1.1% |
23% |
False |
False |
198,139 |
| 40 |
117-30 |
112-14 |
5-16 |
4.8% |
1-09 |
1.1% |
21% |
False |
False |
238,117 |
| 60 |
120-04 |
112-14 |
7-22 |
6.8% |
1-10 |
1.2% |
15% |
False |
False |
254,177 |
| 80 |
121-00 |
112-14 |
8-18 |
7.5% |
1-13 |
1.2% |
13% |
False |
False |
335,650 |
| 100 |
121-00 |
112-14 |
8-18 |
7.5% |
1-12 |
1.2% |
13% |
False |
False |
361,305 |
| 120 |
121-24 |
112-14 |
9-10 |
8.2% |
1-11 |
1.2% |
12% |
False |
False |
366,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-20 |
|
2.618 |
116-26 |
|
1.618 |
115-23 |
|
1.000 |
115-01 |
|
0.618 |
114-19 |
|
HIGH |
113-30 |
|
0.618 |
113-16 |
|
0.500 |
113-12 |
|
0.382 |
113-08 |
|
LOW |
112-26 |
|
0.618 |
112-04 |
|
1.000 |
111-22 |
|
1.618 |
111-01 |
|
2.618 |
109-29 |
|
4.250 |
108-03 |
|
|
| Fisher Pivots for day following 18-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-16 |
113-14 |
| PP |
113-14 |
113-10 |
| S1 |
113-12 |
113-06 |
|