ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 26-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
26-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114-28 |
115-28 |
1-00 |
0.9% |
115-15 |
| High |
115-31 |
115-29 |
-0-02 |
-0.1% |
116-15 |
| Low |
114-23 |
115-20 |
0-29 |
0.8% |
114-15 |
| Close |
115-30 |
115-26 |
-0-04 |
-0.1% |
115-30 |
| Range |
1-08 |
0-09 |
-0-31 |
-77.5% |
2-00 |
| ATR |
1-08 |
1-06 |
-0-02 |
-5.4% |
0-00 |
| Volume |
82,899 |
82,899 |
0 |
0.0% |
204,030 |
|
| Daily Pivots for day following 26-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-20 |
116-16 |
115-31 |
|
| R3 |
116-11 |
116-07 |
115-28 |
|
| R2 |
116-02 |
116-02 |
115-28 |
|
| R1 |
115-30 |
115-30 |
115-27 |
115-28 |
| PP |
115-25 |
115-25 |
115-25 |
115-24 |
| S1 |
115-21 |
115-21 |
115-25 |
115-18 |
| S2 |
115-16 |
115-16 |
115-24 |
|
| S3 |
115-07 |
115-12 |
115-24 |
|
| S4 |
114-30 |
115-03 |
115-21 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-20 |
120-25 |
117-01 |
|
| R3 |
119-20 |
118-25 |
116-16 |
|
| R2 |
117-20 |
117-20 |
116-10 |
|
| R1 |
116-25 |
116-25 |
116-04 |
117-06 |
| PP |
115-20 |
115-20 |
115-20 |
115-27 |
| S1 |
114-25 |
114-25 |
115-24 |
115-06 |
| S2 |
113-20 |
113-20 |
115-18 |
|
| S3 |
111-20 |
112-25 |
115-12 |
|
| S4 |
109-20 |
110-25 |
114-27 |
|
|
| 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% |
1-01 |
0.9% |
67% |
False |
False |
54,222 |
| 10 |
116-20 |
114-04 |
2-16 |
2.2% |
1-08 |
1.1% |
68% |
False |
False |
30,229 |
| 20 |
116-26 |
113-20 |
3-06 |
2.8% |
1-07 |
1.1% |
69% |
False |
False |
16,136 |
| 40 |
118-27 |
113-20 |
5-07 |
4.5% |
1-05 |
1.0% |
42% |
False |
False |
8,178 |
| 60 |
119-14 |
113-20 |
5-26 |
5.0% |
1-03 |
0.9% |
38% |
False |
False |
5,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-03 |
|
2.618 |
116-21 |
|
1.618 |
116-12 |
|
1.000 |
116-06 |
|
0.618 |
116-03 |
|
HIGH |
115-29 |
|
0.618 |
115-26 |
|
0.500 |
115-24 |
|
0.382 |
115-23 |
|
LOW |
115-20 |
|
0.618 |
115-14 |
|
1.000 |
115-11 |
|
1.618 |
115-05 |
|
2.618 |
114-28 |
|
4.250 |
114-14 |
|
|
| Fisher Pivots for day following 26-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-26 |
115-22 |
| PP |
115-25 |
115-18 |
| S1 |
115-24 |
115-14 |
|