ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 16-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
117-29 |
117-04 |
-0-25 |
-0.7% |
117-07 |
| High |
117-29 |
117-07 |
-0-22 |
-0.6% |
118-26 |
| Low |
116-28 |
115-23 |
-1-05 |
-1.0% |
116-12 |
| Close |
117-09 |
115-28 |
-1-13 |
-1.2% |
118-18 |
| Range |
1-01 |
1-16 |
0-15 |
45.5% |
2-14 |
| ATR |
1-06 |
1-07 |
0-01 |
2.3% |
0-00 |
| Volume |
570 |
708 |
138 |
24.2% |
1,579 |
|
| Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-25 |
119-26 |
116-22 |
|
| R3 |
119-09 |
118-10 |
116-09 |
|
| R2 |
117-25 |
117-25 |
116-05 |
|
| R1 |
116-26 |
116-26 |
116-00 |
116-18 |
| PP |
116-09 |
116-09 |
116-09 |
116-04 |
| S1 |
115-10 |
115-10 |
115-24 |
115-02 |
| S2 |
114-25 |
114-25 |
115-19 |
|
| S3 |
113-09 |
113-26 |
115-15 |
|
| S4 |
111-25 |
112-10 |
115-02 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-07 |
124-11 |
119-29 |
|
| R3 |
122-25 |
121-29 |
119-07 |
|
| R2 |
120-11 |
120-11 |
119-00 |
|
| R1 |
119-15 |
119-15 |
118-25 |
119-29 |
| PP |
117-29 |
117-29 |
117-29 |
118-04 |
| S1 |
117-01 |
117-01 |
118-11 |
117-15 |
| S2 |
115-15 |
115-15 |
118-04 |
|
| S3 |
113-01 |
114-19 |
117-29 |
|
| S4 |
110-19 |
112-05 |
117-07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-19 |
|
2.618 |
121-05 |
|
1.618 |
119-21 |
|
1.000 |
118-23 |
|
0.618 |
118-05 |
|
HIGH |
117-07 |
|
0.618 |
116-21 |
|
0.500 |
116-15 |
|
0.382 |
116-09 |
|
LOW |
115-23 |
|
0.618 |
114-25 |
|
1.000 |
114-07 |
|
1.618 |
113-09 |
|
2.618 |
111-25 |
|
4.250 |
109-11 |
|
|
| Fisher Pivots for day following 16-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-15 |
117-09 |
| PP |
116-09 |
116-26 |
| S1 |
116-02 |
116-11 |
|