ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 14-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2008 |
14-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
118-30 |
119-24 |
0-26 |
0.7% |
119-06 |
| High |
120-00 |
120-04 |
0-04 |
0.1% |
120-00 |
| Low |
118-24 |
119-04 |
0-12 |
0.3% |
117-18 |
| Close |
119-22 |
119-10 |
-0-12 |
-0.3% |
119-22 |
| Range |
1-08 |
1-01 |
-0-07 |
-17.5% |
2-14 |
| ATR |
1-16 |
1-15 |
-0-01 |
-2.2% |
0-00 |
| Volume |
260,194 |
215,160 |
-45,034 |
-17.3% |
1,305,128 |
|
| Daily Pivots for day following 14-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-20 |
122-00 |
119-28 |
|
| R3 |
121-18 |
120-30 |
119-19 |
|
| R2 |
120-18 |
120-18 |
119-16 |
|
| R1 |
119-30 |
119-30 |
119-13 |
119-23 |
| PP |
119-16 |
119-16 |
119-16 |
119-13 |
| S1 |
118-28 |
118-28 |
119-06 |
118-22 |
| S2 |
118-16 |
118-16 |
119-03 |
|
| S3 |
117-14 |
117-28 |
119-00 |
|
| S4 |
116-14 |
116-26 |
118-23 |
|
|
| 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 |
120-04 |
117-28 |
2-08 |
1.9% |
1-09 |
1.1% |
63% |
True |
False |
232,938 |
| 10 |
120-04 |
117-02 |
3-03 |
2.6% |
1-13 |
1.2% |
73% |
True |
False |
295,880 |
| 20 |
121-00 |
117-02 |
3-31 |
3.3% |
1-14 |
1.2% |
57% |
False |
False |
302,094 |
| 40 |
121-00 |
113-31 |
7-02 |
5.9% |
1-15 |
1.2% |
76% |
False |
False |
468,749 |
| 60 |
121-24 |
113-31 |
7-25 |
6.5% |
1-16 |
1.3% |
68% |
False |
False |
473,264 |
| 80 |
121-24 |
112-29 |
8-27 |
7.4% |
1-11 |
1.1% |
72% |
False |
False |
425,194 |
| 100 |
121-24 |
112-21 |
9-03 |
7.6% |
1-09 |
1.1% |
73% |
False |
False |
433,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-17 |
|
2.618 |
122-27 |
|
1.618 |
121-26 |
|
1.000 |
121-06 |
|
0.618 |
120-25 |
|
HIGH |
120-04 |
|
0.618 |
119-24 |
|
0.500 |
119-20 |
|
0.382 |
119-16 |
|
LOW |
119-04 |
|
0.618 |
118-15 |
|
1.000 |
118-02 |
|
1.618 |
117-14 |
|
2.618 |
116-13 |
|
4.250 |
114-23 |
|
|
| Fisher Pivots for day following 14-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-20 |
119-11 |
| PP |
119-16 |
119-10 |
| S1 |
119-13 |
119-10 |
|