ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 16-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
112-09 |
112-00 |
-0-09 |
-0.3% |
114-25 |
| High |
112-21 |
112-17 |
-0-04 |
-0.1% |
115-00 |
| Low |
111-23 |
111-24 |
0-02 |
0.0% |
111-23 |
| Close |
111-27 |
112-04 |
0-09 |
0.3% |
111-27 |
| Range |
0-30 |
0-24 |
-0-06 |
-18.3% |
3-09 |
| ATR |
1-09 |
1-08 |
-0-01 |
-2.9% |
0-00 |
| Volume |
321,374 |
322,528 |
1,154 |
0.4% |
1,882,124 |
|
| Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-14 |
114-02 |
112-17 |
|
| R3 |
113-22 |
113-09 |
112-11 |
|
| R2 |
112-29 |
112-29 |
112-08 |
|
| R1 |
112-16 |
112-16 |
112-06 |
112-23 |
| PP |
112-04 |
112-04 |
112-04 |
112-08 |
| S1 |
111-24 |
111-24 |
112-02 |
111-30 |
| S2 |
111-12 |
111-12 |
112-00 |
|
| S3 |
110-20 |
111-00 |
111-29 |
|
| S4 |
109-27 |
110-07 |
111-23 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-22 |
120-18 |
113-21 |
|
| R3 |
119-13 |
117-09 |
112-24 |
|
| R2 |
116-04 |
116-04 |
112-14 |
|
| R1 |
114-00 |
114-00 |
112-05 |
113-14 |
| PP |
112-27 |
112-27 |
112-27 |
112-18 |
| S1 |
110-23 |
110-23 |
111-17 |
110-04 |
| S2 |
109-18 |
109-18 |
111-08 |
|
| S3 |
106-09 |
107-14 |
110-30 |
|
| S4 |
103-00 |
104-05 |
110-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-07 |
111-23 |
2-16 |
2.2% |
1-05 |
1.0% |
16% |
False |
False |
355,096 |
| 10 |
115-14 |
111-23 |
3-22 |
3.3% |
1-11 |
1.2% |
11% |
False |
False |
371,315 |
| 20 |
116-15 |
111-23 |
4-24 |
4.2% |
1-08 |
1.1% |
9% |
False |
False |
273,181 |
| 40 |
116-26 |
111-23 |
5-03 |
4.5% |
1-08 |
1.1% |
8% |
False |
False |
137,910 |
| 60 |
118-27 |
111-23 |
7-04 |
6.4% |
1-05 |
1.0% |
6% |
False |
False |
91,995 |
| 80 |
119-14 |
111-23 |
7-23 |
6.9% |
1-04 |
1.0% |
5% |
False |
False |
69,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-25 |
|
2.618 |
114-17 |
|
1.618 |
113-25 |
|
1.000 |
113-10 |
|
0.618 |
113-00 |
|
HIGH |
112-17 |
|
0.618 |
112-08 |
|
0.500 |
112-05 |
|
0.382 |
112-02 |
|
LOW |
111-24 |
|
0.618 |
111-09 |
|
1.000 |
111-00 |
|
1.618 |
110-17 |
|
2.618 |
109-24 |
|
4.250 |
108-16 |
|
|
| Fisher Pivots for day following 16-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-05 |
112-22 |
| PP |
112-04 |
112-16 |
| S1 |
112-04 |
112-10 |
|