ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 11-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
119-08 |
118-30 |
-0-10 |
-0.3% |
119-06 |
| High |
119-24 |
120-00 |
0-08 |
0.2% |
120-00 |
| Low |
118-17 |
118-24 |
0-07 |
0.2% |
117-18 |
| Close |
119-01 |
119-22 |
0-20 |
0.5% |
119-22 |
| Range |
1-08 |
1-08 |
0-00 |
1.3% |
2-14 |
| ATR |
1-16 |
1-16 |
-0-01 |
-1.2% |
0-00 |
| Volume |
245,662 |
260,194 |
14,532 |
5.9% |
1,305,128 |
|
| Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-07 |
122-22 |
120-12 |
|
| R3 |
121-31 |
121-14 |
120-00 |
|
| R2 |
120-23 |
120-23 |
119-29 |
|
| R1 |
120-06 |
120-06 |
119-25 |
120-15 |
| PP |
119-15 |
119-15 |
119-15 |
119-19 |
| S1 |
118-30 |
118-30 |
119-18 |
119-07 |
| S2 |
118-07 |
118-07 |
119-14 |
|
| S3 |
116-31 |
117-22 |
119-10 |
|
| S4 |
115-23 |
116-14 |
119-00 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-11 |
125-14 |
121-00 |
|
| R3 |
123-30 |
123-00 |
120-11 |
|
| R2 |
121-16 |
121-16 |
120-04 |
|
| R1 |
120-19 |
120-19 |
119-29 |
121-02 |
| PP |
119-03 |
119-03 |
119-03 |
119-10 |
| S1 |
118-05 |
118-05 |
119-14 |
118-20 |
| S2 |
116-21 |
116-21 |
119-07 |
|
| S3 |
114-08 |
115-24 |
119-00 |
|
| S4 |
111-26 |
113-10 |
118-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-00 |
117-18 |
2-14 |
2.0% |
1-13 |
1.2% |
86% |
True |
False |
261,025 |
| 10 |
120-00 |
117-02 |
2-30 |
2.5% |
1-13 |
1.2% |
89% |
True |
False |
307,997 |
| 20 |
121-00 |
117-02 |
3-31 |
3.3% |
1-15 |
1.2% |
66% |
False |
False |
317,298 |
| 40 |
121-00 |
113-31 |
7-02 |
5.9% |
1-16 |
1.3% |
81% |
False |
False |
478,298 |
| 60 |
121-24 |
113-31 |
7-25 |
6.5% |
1-16 |
1.3% |
73% |
False |
False |
478,616 |
| 80 |
121-24 |
112-21 |
9-03 |
7.6% |
1-11 |
1.1% |
77% |
False |
False |
424,875 |
| 100 |
121-24 |
112-21 |
9-03 |
7.6% |
1-08 |
1.1% |
77% |
False |
False |
435,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-10 |
|
2.618 |
123-09 |
|
1.618 |
122-01 |
|
1.000 |
121-08 |
|
0.618 |
120-25 |
|
HIGH |
120-00 |
|
0.618 |
119-17 |
|
0.500 |
119-12 |
|
0.382 |
119-07 |
|
LOW |
118-24 |
|
0.618 |
117-31 |
|
1.000 |
117-16 |
|
1.618 |
116-23 |
|
2.618 |
115-15 |
|
4.250 |
113-14 |
|
|
| Fisher Pivots for day following 11-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-18 |
119-14 |
| PP |
119-15 |
119-06 |
| S1 |
119-12 |
118-30 |
|