ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 02-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2008 |
02-May-2008 |
Change |
Change % |
Previous Week |
| Open |
117-06 |
116-28 |
-0-09 |
-0.2% |
115-14 |
| High |
117-30 |
117-24 |
-0-06 |
-0.2% |
117-30 |
| Low |
116-20 |
115-23 |
-0-30 |
-0.8% |
115-04 |
| Close |
117-04 |
116-08 |
-0-29 |
-0.8% |
116-08 |
| Range |
1-10 |
2-00 |
0-23 |
55.4% |
2-26 |
| ATR |
1-11 |
1-12 |
0-02 |
3.7% |
0-00 |
| Volume |
279,992 |
318,502 |
38,510 |
13.8% |
1,263,562 |
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-20 |
121-14 |
117-11 |
|
| R3 |
120-19 |
119-14 |
116-25 |
|
| R2 |
118-18 |
118-18 |
116-19 |
|
| R1 |
117-13 |
117-13 |
116-13 |
117-00 |
| PP |
116-18 |
116-18 |
116-18 |
116-11 |
| S1 |
115-12 |
115-12 |
116-02 |
114-31 |
| S2 |
114-18 |
114-18 |
115-28 |
|
| S3 |
112-17 |
113-12 |
115-22 |
|
| S4 |
110-16 |
111-12 |
115-04 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-26 |
123-10 |
117-25 |
|
| R3 |
122-01 |
120-17 |
117-00 |
|
| R2 |
119-08 |
119-08 |
116-24 |
|
| R1 |
117-24 |
117-24 |
116-16 |
118-16 |
| PP |
116-14 |
116-14 |
116-14 |
116-26 |
| S1 |
114-30 |
114-30 |
115-31 |
115-22 |
| S2 |
113-20 |
113-20 |
115-23 |
|
| S3 |
110-27 |
112-04 |
115-15 |
|
| S4 |
108-02 |
109-11 |
114-22 |
|
|
| 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% |
1-12 |
1.2% |
39% |
False |
False |
252,712 |
| 10 |
117-30 |
115-04 |
2-26 |
2.4% |
1-08 |
1.1% |
39% |
False |
False |
253,122 |
| 20 |
120-04 |
115-04 |
5-00 |
4.3% |
1-11 |
1.1% |
22% |
False |
False |
257,949 |
| 40 |
121-00 |
115-04 |
5-28 |
5.1% |
1-16 |
1.3% |
19% |
False |
False |
319,514 |
| 60 |
121-00 |
113-31 |
7-02 |
6.1% |
1-15 |
1.3% |
32% |
False |
False |
420,598 |
| 80 |
121-24 |
113-31 |
7-25 |
6.7% |
1-13 |
1.2% |
29% |
False |
False |
432,254 |
| 100 |
121-24 |
112-21 |
9-03 |
7.8% |
1-11 |
1.2% |
39% |
False |
False |
394,858 |
| 120 |
121-24 |
112-21 |
9-03 |
7.8% |
1-07 |
1.0% |
39% |
False |
False |
411,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-10 |
|
2.618 |
123-00 |
|
1.618 |
121-00 |
|
1.000 |
119-24 |
|
0.618 |
118-31 |
|
HIGH |
117-24 |
|
0.618 |
116-31 |
|
0.500 |
116-23 |
|
0.382 |
116-16 |
|
LOW |
115-23 |
|
0.618 |
114-15 |
|
1.000 |
113-22 |
|
1.618 |
112-15 |
|
2.618 |
110-14 |
|
4.250 |
107-05 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-23 |
116-26 |
| PP |
116-18 |
116-20 |
| S1 |
116-13 |
116-14 |
|