ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 05-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2008 |
05-May-2008 |
Change |
Change % |
Previous Week |
| Open |
116-18 |
115-14 |
-1-04 |
-1.0% |
114-17 |
| High |
116-19 |
115-16 |
-1-03 |
-0.9% |
116-26 |
| Low |
114-22 |
114-16 |
-0-06 |
-0.2% |
114-04 |
| Close |
115-07 |
115-03 |
-0-04 |
-0.1% |
115-07 |
| Range |
1-29 |
1-00 |
-0-29 |
-47.5% |
2-22 |
| ATR |
1-06 |
1-05 |
0-00 |
-1.1% |
0-00 |
| Volume |
1,341 |
5,160 |
3,819 |
284.8% |
8,738 |
|
| Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-01 |
117-18 |
115-21 |
|
| R3 |
117-01 |
116-18 |
115-12 |
|
| R2 |
116-01 |
116-01 |
115-09 |
|
| R1 |
115-18 |
115-18 |
115-06 |
115-10 |
| PP |
115-01 |
115-01 |
115-01 |
114-29 |
| S1 |
114-18 |
114-18 |
115-00 |
114-10 |
| S2 |
114-01 |
114-01 |
114-29 |
|
| S3 |
113-01 |
113-18 |
114-26 |
|
| S4 |
112-01 |
112-18 |
114-17 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-14 |
122-01 |
116-22 |
|
| R3 |
120-24 |
119-11 |
115-31 |
|
| R2 |
118-02 |
118-02 |
115-23 |
|
| R1 |
116-21 |
116-21 |
115-15 |
117-12 |
| PP |
115-12 |
115-12 |
115-12 |
115-24 |
| S1 |
113-31 |
113-31 |
114-31 |
114-22 |
| S2 |
112-22 |
112-22 |
114-23 |
|
| S3 |
110-00 |
111-09 |
114-15 |
|
| S4 |
107-10 |
108-19 |
113-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-26 |
114-16 |
2-10 |
2.0% |
1-07 |
1.1% |
26% |
False |
True |
2,721 |
| 10 |
116-26 |
114-04 |
2-22 |
2.3% |
1-04 |
1.0% |
36% |
False |
False |
1,478 |
| 20 |
118-27 |
114-04 |
4-23 |
4.1% |
1-03 |
0.9% |
21% |
False |
False |
881 |
| 40 |
119-14 |
114-04 |
5-10 |
4.6% |
1-02 |
0.9% |
18% |
False |
False |
457 |
| 60 |
119-14 |
112-31 |
6-15 |
5.6% |
0-31 |
0.8% |
33% |
False |
False |
313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-24 |
|
2.618 |
118-04 |
|
1.618 |
117-04 |
|
1.000 |
116-16 |
|
0.618 |
116-04 |
|
HIGH |
115-16 |
|
0.618 |
115-04 |
|
0.500 |
115-00 |
|
0.382 |
114-28 |
|
LOW |
114-16 |
|
0.618 |
113-28 |
|
1.000 |
113-16 |
|
1.618 |
112-28 |
|
2.618 |
111-28 |
|
4.250 |
110-08 |
|
|
| Fisher Pivots for day following 05-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-02 |
115-21 |
| PP |
115-01 |
115-15 |
| S1 |
115-00 |
115-09 |
|