ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 18-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2008 |
18-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
111-28 |
112-10 |
0-14 |
0.4% |
114-25 |
| High |
112-24 |
113-10 |
0-18 |
0.5% |
115-00 |
| Low |
111-25 |
112-03 |
0-10 |
0.3% |
111-23 |
| Close |
112-05 |
112-31 |
0-26 |
0.7% |
111-27 |
| Range |
0-30 |
1-06 |
0-08 |
26.2% |
3-09 |
| ATR |
1-07 |
1-07 |
0-00 |
-0.2% |
0-00 |
| Volume |
229,487 |
267,782 |
38,295 |
16.7% |
1,882,124 |
|
| Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-13 |
115-28 |
113-20 |
|
| R3 |
115-06 |
114-22 |
113-10 |
|
| R2 |
114-00 |
114-00 |
113-06 |
|
| R1 |
113-15 |
113-15 |
113-03 |
113-24 |
| PP |
112-25 |
112-25 |
112-25 |
112-29 |
| S1 |
112-09 |
112-09 |
112-27 |
112-17 |
| S2 |
111-19 |
111-19 |
112-24 |
|
| S3 |
110-12 |
111-02 |
112-20 |
|
| S4 |
109-06 |
109-28 |
112-10 |
|
|
| 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 |
113-20 |
111-23 |
1-29 |
1.7% |
1-03 |
1.0% |
66% |
False |
False |
296,517 |
| 10 |
115-00 |
111-23 |
3-09 |
2.9% |
1-08 |
1.1% |
38% |
False |
False |
347,634 |
| 20 |
116-12 |
111-23 |
4-21 |
4.1% |
1-08 |
1.1% |
27% |
False |
False |
295,386 |
| 40 |
116-26 |
111-23 |
5-03 |
4.5% |
1-08 |
1.1% |
25% |
False |
False |
150,334 |
| 60 |
118-27 |
111-23 |
7-04 |
6.3% |
1-06 |
1.0% |
18% |
False |
False |
100,282 |
| 80 |
119-14 |
111-23 |
7-23 |
6.8% |
1-04 |
1.0% |
16% |
False |
False |
75,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-13 |
|
2.618 |
116-14 |
|
1.618 |
115-08 |
|
1.000 |
114-16 |
|
0.618 |
114-01 |
|
HIGH |
113-10 |
|
0.618 |
112-27 |
|
0.500 |
112-22 |
|
0.382 |
112-18 |
|
LOW |
112-03 |
|
0.618 |
111-11 |
|
1.000 |
110-28 |
|
1.618 |
110-05 |
|
2.618 |
108-30 |
|
4.250 |
106-31 |
|
|
| Fisher Pivots for day following 18-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-28 |
112-26 |
| PP |
112-25 |
112-22 |
| S1 |
112-22 |
112-17 |
|