ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 09-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-00 |
116-06 |
1-06 |
1.0% |
115-14 |
| High |
116-02 |
116-20 |
0-18 |
0.5% |
116-20 |
| Low |
114-21 |
115-29 |
1-08 |
1.1% |
113-20 |
| Close |
115-24 |
116-07 |
0-15 |
0.4% |
116-07 |
| Range |
1-13 |
0-23 |
-0-22 |
-48.9% |
3-00 |
| ATR |
1-07 |
1-07 |
-0-01 |
-2.1% |
0-00 |
| Volume |
1,091 |
831 |
-260 |
-23.8% |
9,958 |
|
| Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-13 |
118-01 |
116-20 |
|
| R3 |
117-22 |
117-10 |
116-13 |
|
| R2 |
116-31 |
116-31 |
116-11 |
|
| R1 |
116-19 |
116-19 |
116-09 |
116-25 |
| PP |
116-08 |
116-08 |
116-08 |
116-11 |
| S1 |
115-28 |
115-28 |
116-05 |
116-02 |
| S2 |
115-17 |
115-17 |
116-03 |
|
| S3 |
114-26 |
115-05 |
116-01 |
|
| S4 |
114-03 |
114-14 |
115-26 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-16 |
123-11 |
117-28 |
|
| R3 |
121-16 |
120-11 |
117-01 |
|
| R2 |
118-16 |
118-16 |
116-25 |
|
| R1 |
117-11 |
117-11 |
116-16 |
117-30 |
| PP |
115-16 |
115-16 |
115-16 |
115-25 |
| S1 |
114-11 |
114-11 |
115-30 |
114-30 |
| S2 |
112-16 |
112-16 |
115-21 |
|
| S3 |
109-16 |
111-11 |
115-13 |
|
| S4 |
106-16 |
108-11 |
114-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-20 |
113-20 |
3-00 |
2.6% |
1-08 |
1.1% |
86% |
True |
False |
1,991 |
| 10 |
116-26 |
113-20 |
3-06 |
2.7% |
1-07 |
1.0% |
81% |
False |
False |
1,869 |
| 20 |
118-27 |
113-20 |
5-07 |
4.5% |
1-05 |
1.0% |
50% |
False |
False |
1,054 |
| 40 |
119-14 |
113-20 |
5-26 |
5.0% |
1-03 |
0.9% |
45% |
False |
False |
575 |
| 60 |
119-14 |
112-31 |
6-15 |
5.6% |
1-01 |
0.9% |
50% |
False |
False |
387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-22 |
|
2.618 |
118-16 |
|
1.618 |
117-25 |
|
1.000 |
117-11 |
|
0.618 |
117-02 |
|
HIGH |
116-20 |
|
0.618 |
116-11 |
|
0.500 |
116-08 |
|
0.382 |
116-06 |
|
LOW |
115-29 |
|
0.618 |
115-15 |
|
1.000 |
115-06 |
|
1.618 |
114-24 |
|
2.618 |
114-01 |
|
4.250 |
112-27 |
|
|
| Fisher Pivots for day following 09-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-08 |
115-28 |
| PP |
116-08 |
115-18 |
| S1 |
116-08 |
115-08 |
|