ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 12-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
113-10 |
113-15 |
0-05 |
0.1% |
113-08 |
| High |
114-07 |
113-20 |
-0-19 |
-0.5% |
115-14 |
| Low |
113-02 |
111-31 |
-1-02 |
-1.0% |
113-04 |
| Close |
113-14 |
112-08 |
-1-06 |
-1.1% |
114-14 |
| Range |
1-06 |
1-21 |
0-16 |
41.3% |
2-09 |
| ATR |
1-09 |
1-10 |
0-01 |
2.0% |
0-00 |
| Volume |
355,495 |
341,417 |
-14,078 |
-4.0% |
1,918,813 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-19 |
116-18 |
113-05 |
|
| R3 |
115-30 |
114-29 |
112-23 |
|
| R2 |
114-09 |
114-09 |
112-18 |
|
| R1 |
113-08 |
113-08 |
112-13 |
112-30 |
| PP |
112-20 |
112-20 |
112-20 |
112-14 |
| S1 |
111-19 |
111-19 |
112-03 |
111-09 |
| S2 |
110-31 |
110-31 |
111-30 |
|
| S3 |
109-10 |
109-30 |
111-25 |
|
| S4 |
107-21 |
108-09 |
111-11 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-06 |
120-03 |
115-22 |
|
| R3 |
118-29 |
117-26 |
115-02 |
|
| R2 |
116-20 |
116-20 |
114-27 |
|
| R1 |
115-17 |
115-17 |
114-21 |
116-02 |
| PP |
114-11 |
114-11 |
114-11 |
114-19 |
| S1 |
113-08 |
113-08 |
114-07 |
113-25 |
| S2 |
112-02 |
112-02 |
114-01 |
|
| S3 |
109-25 |
110-31 |
113-26 |
|
| S4 |
107-16 |
108-22 |
113-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-00 |
111-31 |
3-01 |
2.7% |
1-15 |
1.3% |
9% |
False |
True |
388,447 |
| 10 |
115-14 |
111-31 |
3-14 |
3.1% |
1-12 |
1.2% |
8% |
False |
True |
395,104 |
| 20 |
116-15 |
111-31 |
4-16 |
4.0% |
1-09 |
1.1% |
6% |
False |
True |
242,245 |
| 40 |
116-26 |
111-31 |
4-27 |
4.3% |
1-08 |
1.1% |
6% |
False |
True |
121,814 |
| 60 |
119-14 |
111-31 |
7-15 |
6.7% |
1-06 |
1.1% |
4% |
False |
True |
81,264 |
| 80 |
119-14 |
111-31 |
7-15 |
6.7% |
1-04 |
1.0% |
4% |
False |
True |
60,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-21 |
|
2.618 |
117-31 |
|
1.618 |
116-10 |
|
1.000 |
115-09 |
|
0.618 |
114-21 |
|
HIGH |
113-20 |
|
0.618 |
113-00 |
|
0.500 |
112-26 |
|
0.382 |
112-19 |
|
LOW |
111-31 |
|
0.618 |
110-30 |
|
1.000 |
110-10 |
|
1.618 |
109-09 |
|
2.618 |
107-20 |
|
4.250 |
104-30 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-26 |
113-03 |
| PP |
112-20 |
112-26 |
| S1 |
112-14 |
112-17 |
|