ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
116-09 |
116-08 |
-0-01 |
0.0% |
116-12 |
| High |
116-15 |
116-12 |
-0-03 |
-0.1% |
116-26 |
| Low |
115-21 |
114-15 |
-1-06 |
-1.0% |
114-04 |
| Close |
116-01 |
114-29 |
-1-04 |
-1.0% |
115-15 |
| Range |
0-26 |
1-29 |
1-03 |
134.6% |
2-22 |
| ATR |
1-06 |
1-08 |
0-02 |
4.2% |
0-00 |
| Volume |
21,102 |
52,144 |
31,042 |
147.1% |
17,390 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-31 |
119-27 |
115-31 |
|
| R3 |
119-02 |
117-30 |
115-14 |
|
| R2 |
117-05 |
117-05 |
115-08 |
|
| R1 |
116-01 |
116-01 |
115-03 |
115-20 |
| PP |
115-08 |
115-08 |
115-08 |
115-02 |
| S1 |
114-04 |
114-04 |
114-23 |
113-24 |
| S2 |
113-11 |
113-11 |
114-18 |
|
| S3 |
111-14 |
112-07 |
114-12 |
|
| S4 |
109-17 |
110-10 |
113-27 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-17 |
122-06 |
116-30 |
|
| R3 |
120-27 |
119-16 |
116-07 |
|
| R2 |
118-05 |
118-05 |
115-31 |
|
| R1 |
116-26 |
116-26 |
115-23 |
116-04 |
| PP |
115-15 |
115-15 |
115-15 |
115-04 |
| S1 |
114-04 |
114-04 |
115-07 |
113-14 |
| S2 |
112-25 |
112-25 |
114-31 |
|
| S3 |
110-03 |
111-14 |
114-23 |
|
| S4 |
107-13 |
108-24 |
114-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-15 |
114-15 |
2-00 |
1.7% |
1-07 |
1.0% |
22% |
False |
True |
26,096 |
| 10 |
116-26 |
114-04 |
2-22 |
2.3% |
1-08 |
1.1% |
29% |
False |
False |
13,935 |
| 20 |
116-26 |
113-20 |
3-06 |
2.8% |
1-08 |
1.1% |
40% |
False |
False |
7,870 |
| 40 |
118-27 |
113-20 |
5-07 |
4.5% |
1-05 |
1.0% |
25% |
False |
False |
4,034 |
| 60 |
119-14 |
113-12 |
6-02 |
5.3% |
1-04 |
1.0% |
25% |
False |
False |
2,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-15 |
|
2.618 |
121-12 |
|
1.618 |
119-15 |
|
1.000 |
118-09 |
|
0.618 |
117-18 |
|
HIGH |
116-12 |
|
0.618 |
115-21 |
|
0.500 |
115-14 |
|
0.382 |
115-06 |
|
LOW |
114-15 |
|
0.618 |
113-09 |
|
1.000 |
112-18 |
|
1.618 |
111-12 |
|
2.618 |
109-15 |
|
4.250 |
106-12 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-14 |
115-15 |
| PP |
115-08 |
115-09 |
| S1 |
115-02 |
115-03 |
|