ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 29-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
115-14 |
116-02 |
0-19 |
0.5% |
116-24 |
| High |
116-06 |
116-27 |
0-21 |
0.6% |
117-20 |
| Low |
115-04 |
115-30 |
0-25 |
0.7% |
115-08 |
| Close |
116-01 |
116-04 |
0-02 |
0.1% |
115-19 |
| Range |
1-02 |
0-30 |
-0-04 |
-11.9% |
2-12 |
| ATR |
1-11 |
1-10 |
-0-01 |
-2.2% |
0-00 |
| Volume |
246,625 |
188,869 |
-57,756 |
-23.4% |
1,267,667 |
|
| Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-02 |
118-16 |
116-20 |
|
| R3 |
118-04 |
117-19 |
116-12 |
|
| R2 |
117-07 |
117-07 |
116-09 |
|
| R1 |
116-21 |
116-21 |
116-06 |
116-30 |
| PP |
116-09 |
116-09 |
116-09 |
116-14 |
| S1 |
115-24 |
115-24 |
116-01 |
116-00 |
| S2 |
115-12 |
115-12 |
115-30 |
|
| S3 |
114-14 |
114-26 |
115-27 |
|
| S4 |
113-17 |
113-29 |
115-19 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-07 |
121-25 |
116-29 |
|
| R3 |
120-28 |
119-13 |
116-08 |
|
| R2 |
118-16 |
118-16 |
116-01 |
|
| R1 |
117-02 |
117-02 |
115-26 |
116-19 |
| PP |
116-05 |
116-05 |
116-05 |
115-30 |
| S1 |
114-22 |
114-22 |
115-12 |
114-08 |
| S2 |
113-25 |
113-25 |
115-05 |
|
| S3 |
111-14 |
112-11 |
114-30 |
|
| S4 |
109-02 |
109-31 |
114-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-20 |
115-04 |
2-15 |
2.1% |
1-04 |
1.0% |
39% |
False |
False |
239,337 |
| 10 |
118-14 |
115-04 |
3-09 |
2.8% |
1-07 |
1.0% |
30% |
False |
False |
259,513 |
| 20 |
120-04 |
115-04 |
5-00 |
4.3% |
1-09 |
1.1% |
19% |
False |
False |
265,710 |
| 40 |
121-00 |
115-04 |
5-28 |
5.1% |
1-15 |
1.3% |
16% |
False |
False |
345,268 |
| 60 |
121-00 |
113-31 |
7-02 |
6.1% |
1-14 |
1.2% |
30% |
False |
False |
425,952 |
| 80 |
121-24 |
113-31 |
7-25 |
6.7% |
1-13 |
1.2% |
28% |
False |
False |
434,526 |
| 100 |
121-24 |
112-21 |
9-03 |
7.8% |
1-10 |
1.1% |
38% |
False |
False |
399,031 |
| 120 |
121-24 |
112-21 |
9-03 |
7.8% |
1-06 |
1.0% |
38% |
False |
False |
414,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-24 |
|
2.618 |
119-08 |
|
1.618 |
118-11 |
|
1.000 |
117-24 |
|
0.618 |
117-13 |
|
HIGH |
116-27 |
|
0.618 |
116-16 |
|
0.500 |
116-12 |
|
0.382 |
116-09 |
|
LOW |
115-30 |
|
0.618 |
115-11 |
|
1.000 |
115-00 |
|
1.618 |
114-14 |
|
2.618 |
113-16 |
|
4.250 |
112-00 |
|
|
| Fisher Pivots for day following 29-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-12 |
116-02 |
| PP |
116-09 |
116-01 |
| S1 |
116-06 |
116-00 |
|