ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 22-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
116-24 |
117-00 |
0-08 |
0.2% |
119-24 |
| High |
117-05 |
117-18 |
0-14 |
0.4% |
120-04 |
| Low |
116-04 |
116-17 |
0-13 |
0.3% |
115-14 |
| Close |
117-02 |
117-05 |
0-02 |
0.1% |
116-14 |
| Range |
1-01 |
1-02 |
0-00 |
1.5% |
4-23 |
| ATR |
1-14 |
1-13 |
-0-01 |
-1.9% |
0-00 |
| Volume |
294,581 |
211,895 |
-82,686 |
-28.1% |
1,322,633 |
|
| Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-07 |
119-24 |
117-23 |
|
| R3 |
119-06 |
118-22 |
117-14 |
|
| R2 |
118-04 |
118-04 |
117-11 |
|
| R1 |
117-21 |
117-21 |
117-08 |
117-28 |
| PP |
117-03 |
117-03 |
117-03 |
117-07 |
| S1 |
116-19 |
116-19 |
117-02 |
116-27 |
| S2 |
116-01 |
116-01 |
116-31 |
|
| S3 |
115-00 |
115-18 |
116-28 |
|
| S4 |
113-30 |
114-16 |
116-19 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-16 |
128-22 |
119-01 |
|
| R3 |
126-25 |
123-31 |
117-24 |
|
| R2 |
122-02 |
122-02 |
117-10 |
|
| R1 |
119-08 |
119-08 |
116-28 |
118-09 |
| PP |
117-11 |
117-11 |
117-11 |
116-27 |
| S1 |
114-17 |
114-17 |
116-00 |
113-18 |
| S2 |
112-20 |
112-20 |
115-18 |
|
| S3 |
107-29 |
109-26 |
115-04 |
|
| S4 |
103-06 |
105-03 |
113-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-14 |
115-14 |
3-00 |
2.6% |
1-09 |
1.1% |
58% |
False |
False |
279,690 |
| 10 |
120-04 |
115-14 |
4-23 |
4.0% |
1-10 |
1.1% |
37% |
False |
False |
255,456 |
| 20 |
120-04 |
115-14 |
4-23 |
4.0% |
1-11 |
1.2% |
37% |
False |
False |
286,298 |
| 40 |
121-00 |
114-16 |
6-16 |
5.6% |
1-16 |
1.3% |
41% |
False |
False |
433,183 |
| 60 |
121-00 |
113-31 |
7-02 |
6.0% |
1-14 |
1.2% |
45% |
False |
False |
443,430 |
| 80 |
121-24 |
113-15 |
8-09 |
7.1% |
1-12 |
1.2% |
45% |
False |
False |
430,545 |
| 100 |
121-24 |
112-21 |
9-03 |
7.8% |
1-10 |
1.1% |
49% |
False |
False |
421,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-01 |
|
2.618 |
120-10 |
|
1.618 |
119-09 |
|
1.000 |
118-20 |
|
0.618 |
118-07 |
|
HIGH |
117-18 |
|
0.618 |
117-06 |
|
0.500 |
117-02 |
|
0.382 |
116-30 |
|
LOW |
116-17 |
|
0.618 |
115-28 |
|
1.000 |
115-16 |
|
1.618 |
114-27 |
|
2.618 |
113-25 |
|
4.250 |
112-03 |
|
|
| Fisher Pivots for day following 22-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-04 |
116-30 |
| PP |
117-03 |
116-23 |
| S1 |
117-02 |
116-16 |
|