ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 04-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2008 |
04-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
117-10 |
117-18 |
0-08 |
0.2% |
118-28 |
| High |
118-04 |
119-14 |
1-10 |
1.1% |
119-19 |
| Low |
117-06 |
117-16 |
0-10 |
0.3% |
117-02 |
| Close |
117-18 |
119-04 |
1-18 |
1.3% |
119-04 |
| Range |
0-30 |
1-30 |
1-01 |
111.9% |
2-18 |
| ATR |
1-16 |
1-17 |
0-01 |
2.2% |
0-00 |
| Volume |
296,878 |
231,262 |
-65,616 |
-22.1% |
1,774,843 |
|
| Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-18 |
123-25 |
120-06 |
|
| R3 |
122-19 |
121-26 |
119-21 |
|
| R2 |
120-20 |
120-20 |
119-15 |
|
| R1 |
119-28 |
119-28 |
119-09 |
120-08 |
| PP |
118-22 |
118-22 |
118-22 |
118-28 |
| S1 |
117-30 |
117-30 |
118-30 |
118-10 |
| S2 |
116-24 |
116-24 |
118-24 |
|
| S3 |
114-25 |
115-31 |
118-18 |
|
| S4 |
112-26 |
114-00 |
118-01 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-07 |
125-07 |
120-16 |
|
| R3 |
123-22 |
122-21 |
119-26 |
|
| R2 |
121-04 |
121-04 |
119-18 |
|
| R1 |
120-04 |
120-04 |
119-11 |
120-20 |
| PP |
118-19 |
118-19 |
118-19 |
118-27 |
| S1 |
117-18 |
117-18 |
118-28 |
118-02 |
| S2 |
116-01 |
116-01 |
118-21 |
|
| S3 |
113-16 |
115-01 |
118-13 |
|
| S4 |
110-30 |
112-15 |
117-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-19 |
117-02 |
2-18 |
2.1% |
1-13 |
1.2% |
81% |
False |
False |
354,968 |
| 10 |
120-27 |
117-02 |
3-26 |
3.2% |
1-15 |
1.2% |
54% |
False |
False |
307,207 |
| 20 |
121-00 |
116-05 |
4-28 |
4.1% |
1-21 |
1.4% |
61% |
False |
False |
381,079 |
| 40 |
121-00 |
113-31 |
7-02 |
5.9% |
1-17 |
1.3% |
73% |
False |
False |
501,922 |
| 60 |
121-24 |
113-31 |
7-25 |
6.5% |
1-14 |
1.2% |
66% |
False |
False |
490,355 |
| 80 |
121-24 |
112-21 |
9-03 |
7.6% |
1-11 |
1.1% |
71% |
False |
False |
429,085 |
| 100 |
121-24 |
112-21 |
9-03 |
7.6% |
1-06 |
1.0% |
71% |
False |
False |
441,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-24 |
|
2.618 |
124-18 |
|
1.618 |
122-20 |
|
1.000 |
121-13 |
|
0.618 |
120-21 |
|
HIGH |
119-14 |
|
0.618 |
118-23 |
|
0.500 |
118-15 |
|
0.382 |
118-08 |
|
LOW |
117-16 |
|
0.618 |
116-09 |
|
1.000 |
115-18 |
|
1.618 |
114-11 |
|
2.618 |
112-12 |
|
4.250 |
109-06 |
|
|
| Fisher Pivots for day following 04-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-29 |
118-26 |
| PP |
118-22 |
118-17 |
| S1 |
118-15 |
118-08 |
|