ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 30-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
116-02 |
116-06 |
0-04 |
0.1% |
116-24 |
| High |
116-27 |
117-08 |
0-13 |
0.3% |
117-20 |
| Low |
115-30 |
115-22 |
-0-08 |
-0.2% |
115-08 |
| Close |
116-04 |
116-28 |
0-25 |
0.7% |
115-19 |
| Range |
0-30 |
1-18 |
0-20 |
69.5% |
2-12 |
| ATR |
1-10 |
1-11 |
0-01 |
1.3% |
0-00 |
| Volume |
188,869 |
229,574 |
40,705 |
21.6% |
1,267,667 |
|
| Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-10 |
120-21 |
117-24 |
|
| R3 |
119-24 |
119-03 |
117-10 |
|
| R2 |
118-06 |
118-06 |
117-06 |
|
| R1 |
117-17 |
117-17 |
117-01 |
117-27 |
| PP |
116-20 |
116-20 |
116-20 |
116-25 |
| S1 |
115-31 |
115-31 |
116-24 |
116-09 |
| S2 |
115-02 |
115-02 |
116-19 |
|
| S3 |
113-16 |
114-13 |
116-15 |
|
| S4 |
111-30 |
112-27 |
116-01 |
|
|
| 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 |
117-08 |
115-04 |
2-04 |
1.8% |
1-06 |
1.0% |
83% |
True |
False |
236,418 |
| 10 |
117-20 |
115-04 |
2-15 |
2.1% |
1-06 |
1.0% |
71% |
False |
False |
254,645 |
| 20 |
120-04 |
115-04 |
5-00 |
4.3% |
1-10 |
1.1% |
35% |
False |
False |
254,431 |
| 40 |
121-00 |
115-04 |
5-28 |
5.0% |
1-15 |
1.3% |
30% |
False |
False |
334,487 |
| 60 |
121-00 |
113-31 |
7-02 |
6.0% |
1-14 |
1.2% |
41% |
False |
False |
424,966 |
| 80 |
121-24 |
113-31 |
7-25 |
6.7% |
1-13 |
1.2% |
38% |
False |
False |
432,711 |
| 100 |
121-24 |
112-21 |
9-03 |
7.8% |
1-11 |
1.1% |
47% |
False |
False |
397,547 |
| 120 |
121-24 |
112-21 |
9-03 |
7.8% |
1-06 |
1.0% |
47% |
False |
False |
413,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-28 |
|
2.618 |
121-11 |
|
1.618 |
119-25 |
|
1.000 |
118-26 |
|
0.618 |
118-07 |
|
HIGH |
117-08 |
|
0.618 |
116-21 |
|
0.500 |
116-15 |
|
0.382 |
116-09 |
|
LOW |
115-22 |
|
0.618 |
114-23 |
|
1.000 |
114-04 |
|
1.618 |
113-05 |
|
2.618 |
111-19 |
|
4.250 |
109-02 |
|
|
| Fisher Pivots for day following 30-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-24 |
116-21 |
| PP |
116-20 |
116-14 |
| S1 |
116-15 |
116-06 |
|