ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 10-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
118-05 |
119-08 |
1-02 |
0.9% |
118-28 |
| High |
119-20 |
119-24 |
0-05 |
0.1% |
119-19 |
| Low |
117-28 |
118-17 |
0-21 |
0.6% |
117-02 |
| Close |
119-14 |
119-01 |
-0-12 |
-0.3% |
119-04 |
| Range |
1-24 |
1-08 |
-0-16 |
-28.8% |
2-18 |
| ATR |
1-17 |
1-16 |
-0-01 |
-1.4% |
0-00 |
| Volume |
219,600 |
245,662 |
26,062 |
11.9% |
1,774,843 |
|
| Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-26 |
122-05 |
119-23 |
|
| R3 |
121-18 |
120-30 |
119-12 |
|
| R2 |
120-11 |
120-11 |
119-08 |
|
| R1 |
119-22 |
119-22 |
119-05 |
119-13 |
| PP |
119-04 |
119-04 |
119-04 |
118-31 |
| S1 |
118-14 |
118-14 |
118-29 |
118-05 |
| S2 |
117-28 |
117-28 |
118-26 |
|
| S3 |
116-20 |
117-07 |
118-22 |
|
| S4 |
115-13 |
116-00 |
118-11 |
|
|
| 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 |
119-24 |
117-16 |
2-08 |
1.9% |
1-17 |
1.3% |
68% |
True |
False |
255,239 |
| 10 |
119-24 |
117-02 |
2-23 |
2.3% |
1-13 |
1.2% |
73% |
True |
False |
304,434 |
| 20 |
121-00 |
117-02 |
3-31 |
3.3% |
1-17 |
1.3% |
50% |
False |
False |
330,472 |
| 40 |
121-00 |
113-31 |
7-02 |
5.9% |
1-16 |
1.3% |
72% |
False |
False |
483,018 |
| 60 |
121-24 |
113-31 |
7-25 |
6.5% |
1-16 |
1.3% |
65% |
False |
False |
481,477 |
| 80 |
121-24 |
112-21 |
9-03 |
7.6% |
1-11 |
1.1% |
70% |
False |
False |
424,616 |
| 100 |
121-24 |
112-21 |
9-03 |
7.6% |
1-08 |
1.1% |
70% |
False |
False |
437,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-00 |
|
2.618 |
123-00 |
|
1.618 |
121-24 |
|
1.000 |
121-00 |
|
0.618 |
120-17 |
|
HIGH |
119-24 |
|
0.618 |
119-09 |
|
0.500 |
119-05 |
|
0.382 |
119-00 |
|
LOW |
118-17 |
|
0.618 |
117-25 |
|
1.000 |
117-10 |
|
1.618 |
116-17 |
|
2.618 |
115-10 |
|
4.250 |
113-09 |
|
|
| Fisher Pivots for day following 10-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-05 |
118-31 |
| PP |
119-04 |
118-28 |
| S1 |
119-02 |
118-26 |
|