ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 27-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
114-05 |
115-00 |
0-26 |
0.7% |
113-04 |
| High |
115-04 |
116-02 |
0-30 |
0.8% |
116-02 |
| Low |
113-22 |
114-26 |
1-04 |
1.0% |
113-03 |
| Close |
115-00 |
115-21 |
0-21 |
0.6% |
115-21 |
| Range |
1-14 |
1-08 |
-0-06 |
-12.1% |
3-00 |
| ATR |
1-07 |
1-07 |
0-00 |
0.3% |
0-00 |
| Volume |
280,000 |
324,159 |
44,159 |
15.8% |
1,355,234 |
|
| Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-09 |
118-23 |
116-11 |
|
| R3 |
118-01 |
117-15 |
116-00 |
|
| R2 |
116-25 |
116-25 |
115-28 |
|
| R1 |
116-07 |
116-07 |
115-25 |
116-16 |
| PP |
115-17 |
115-17 |
115-17 |
115-21 |
| S1 |
114-31 |
114-31 |
115-17 |
115-08 |
| S2 |
114-09 |
114-09 |
115-14 |
|
| S3 |
113-01 |
113-23 |
115-10 |
|
| S4 |
111-25 |
112-15 |
114-31 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-29 |
122-24 |
117-10 |
|
| R3 |
120-29 |
119-25 |
116-15 |
|
| R2 |
117-30 |
117-30 |
116-07 |
|
| R1 |
116-25 |
116-25 |
115-30 |
117-12 |
| PP |
114-30 |
114-30 |
114-30 |
115-07 |
| S1 |
113-26 |
113-26 |
115-12 |
114-12 |
| S2 |
111-31 |
111-31 |
115-03 |
|
| S3 |
108-31 |
110-26 |
114-27 |
|
| S4 |
106-00 |
107-27 |
114-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-02 |
113-03 |
3-00 |
2.6% |
1-06 |
1.0% |
86% |
True |
False |
271,046 |
| 10 |
116-02 |
111-24 |
4-10 |
3.7% |
1-03 |
1.0% |
90% |
True |
False |
275,411 |
| 20 |
116-02 |
111-23 |
4-12 |
3.8% |
1-08 |
1.1% |
90% |
True |
False |
327,752 |
| 40 |
116-26 |
111-23 |
5-03 |
4.4% |
1-07 |
1.1% |
77% |
False |
False |
198,459 |
| 60 |
118-27 |
111-23 |
7-04 |
6.2% |
1-06 |
1.0% |
55% |
False |
False |
132,518 |
| 80 |
119-14 |
111-23 |
7-23 |
6.7% |
1-05 |
1.0% |
51% |
False |
False |
99,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-12 |
|
2.618 |
119-11 |
|
1.618 |
118-03 |
|
1.000 |
117-10 |
|
0.618 |
116-27 |
|
HIGH |
116-02 |
|
0.618 |
115-19 |
|
0.500 |
115-14 |
|
0.382 |
115-10 |
|
LOW |
114-26 |
|
0.618 |
114-02 |
|
1.000 |
113-18 |
|
1.618 |
112-26 |
|
2.618 |
111-18 |
|
4.250 |
109-16 |
|
|
| Fisher Pivots for day following 27-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-19 |
115-10 |
| PP |
115-17 |
114-30 |
| S1 |
115-14 |
114-19 |
|