ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 01-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
| Open |
116-06 |
117-06 |
1-00 |
0.8% |
116-24 |
| High |
117-08 |
117-30 |
0-22 |
0.6% |
117-20 |
| Low |
115-22 |
116-20 |
0-30 |
0.8% |
115-08 |
| Close |
116-28 |
117-04 |
0-08 |
0.2% |
115-19 |
| Range |
1-18 |
1-10 |
-0-08 |
-17.0% |
2-12 |
| ATR |
1-11 |
1-11 |
0-00 |
-0.2% |
0-00 |
| Volume |
229,574 |
279,992 |
50,418 |
22.0% |
1,267,667 |
|
| Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-04 |
120-14 |
117-27 |
|
| R3 |
119-27 |
119-04 |
117-16 |
|
| R2 |
118-17 |
118-17 |
117-12 |
|
| R1 |
117-27 |
117-27 |
117-08 |
117-17 |
| PP |
117-08 |
117-08 |
117-08 |
117-03 |
| S1 |
116-17 |
116-17 |
117-01 |
116-08 |
| S2 |
115-30 |
115-30 |
116-29 |
|
| S3 |
114-21 |
115-08 |
116-25 |
|
| S4 |
113-11 |
113-30 |
116-14 |
|
|
| 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 |
117-30 |
115-04 |
2-26 |
2.4% |
1-04 |
1.0% |
72% |
True |
False |
245,229 |
| 10 |
117-30 |
115-04 |
2-26 |
2.4% |
1-07 |
1.0% |
72% |
True |
False |
248,272 |
| 20 |
120-04 |
115-04 |
5-00 |
4.3% |
1-10 |
1.1% |
40% |
False |
False |
253,587 |
| 40 |
121-00 |
115-04 |
5-28 |
5.0% |
1-15 |
1.3% |
34% |
False |
False |
324,426 |
| 60 |
121-00 |
113-31 |
7-02 |
6.0% |
1-14 |
1.2% |
45% |
False |
False |
421,771 |
| 80 |
121-24 |
113-31 |
7-25 |
6.6% |
1-13 |
1.2% |
41% |
False |
False |
432,554 |
| 100 |
121-24 |
112-21 |
9-03 |
7.8% |
1-11 |
1.1% |
49% |
False |
False |
396,153 |
| 120 |
121-24 |
112-21 |
9-03 |
7.8% |
1-06 |
1.0% |
49% |
False |
False |
412,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-14 |
|
2.618 |
121-11 |
|
1.618 |
120-01 |
|
1.000 |
119-08 |
|
0.618 |
118-24 |
|
HIGH |
117-30 |
|
0.618 |
117-14 |
|
0.500 |
117-09 |
|
0.382 |
117-04 |
|
LOW |
116-20 |
|
0.618 |
115-27 |
|
1.000 |
115-11 |
|
1.618 |
114-17 |
|
2.618 |
113-08 |
|
4.250 |
111-04 |
|
|
| Fisher Pivots for day following 01-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-09 |
117-01 |
| PP |
117-08 |
116-30 |
| S1 |
117-06 |
116-26 |
|