ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 07-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2008 |
07-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
117-18 |
119-06 |
1-19 |
1.4% |
118-28 |
| High |
119-14 |
119-08 |
-0-07 |
-0.2% |
119-19 |
| Low |
117-16 |
117-18 |
0-02 |
0.1% |
117-02 |
| Close |
119-04 |
118-11 |
-0-24 |
-0.6% |
119-04 |
| Range |
1-30 |
1-21 |
-0-10 |
-15.2% |
2-18 |
| ATR |
1-17 |
1-17 |
0-00 |
0.6% |
0-00 |
| Volume |
231,262 |
355,594 |
124,332 |
53.8% |
1,774,843 |
|
| Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-11 |
122-16 |
119-08 |
|
| R3 |
121-22 |
120-27 |
118-26 |
|
| R2 |
120-01 |
120-01 |
118-21 |
|
| R1 |
119-06 |
119-06 |
118-16 |
118-25 |
| PP |
118-12 |
118-12 |
118-12 |
118-06 |
| S1 |
117-17 |
117-17 |
118-06 |
117-04 |
| S2 |
116-23 |
116-23 |
118-01 |
|
| S3 |
115-02 |
115-28 |
117-28 |
|
| S4 |
113-13 |
114-07 |
117-14 |
|
|
| 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 |
119-14 |
117-02 |
2-13 |
2.0% |
1-17 |
1.3% |
54% |
False |
False |
358,821 |
| 10 |
119-20 |
117-02 |
2-18 |
2.2% |
1-12 |
1.2% |
51% |
False |
False |
320,889 |
| 20 |
121-00 |
116-15 |
4-18 |
3.8% |
1-20 |
1.4% |
41% |
False |
False |
370,539 |
| 40 |
121-00 |
113-31 |
7-02 |
6.0% |
1-16 |
1.3% |
62% |
False |
False |
494,672 |
| 60 |
121-24 |
113-31 |
7-25 |
6.6% |
1-15 |
1.2% |
56% |
False |
False |
489,963 |
| 80 |
121-24 |
112-21 |
9-03 |
7.7% |
1-11 |
1.1% |
63% |
False |
False |
429,583 |
| 100 |
121-24 |
112-21 |
9-03 |
7.7% |
1-07 |
1.0% |
63% |
False |
False |
440,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-09 |
|
2.618 |
123-18 |
|
1.618 |
121-29 |
|
1.000 |
120-28 |
|
0.618 |
120-08 |
|
HIGH |
119-08 |
|
0.618 |
118-19 |
|
0.500 |
118-13 |
|
0.382 |
118-07 |
|
LOW |
117-18 |
|
0.618 |
116-18 |
|
1.000 |
115-30 |
|
1.618 |
114-29 |
|
2.618 |
113-08 |
|
4.250 |
110-17 |
|
|
| Fisher Pivots for day following 07-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-13 |
118-11 |
| PP |
118-12 |
118-11 |
| S1 |
118-12 |
118-10 |
|