ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
116-04 |
115-28 |
-0-07 |
-0.2% |
115-14 |
| High |
116-24 |
116-20 |
-0-04 |
-0.1% |
117-30 |
| Low |
115-09 |
115-02 |
-0-06 |
-0.2% |
115-04 |
| Close |
116-04 |
115-14 |
-0-22 |
-0.6% |
116-08 |
| Range |
1-16 |
1-18 |
0-02 |
5.3% |
2-26 |
| ATR |
1-12 |
1-13 |
0-00 |
0.9% |
0-00 |
| Volume |
372,480 |
183,314 |
-189,166 |
-50.8% |
1,263,562 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-13 |
119-15 |
116-09 |
|
| R3 |
118-27 |
117-29 |
115-27 |
|
| R2 |
117-09 |
117-09 |
115-23 |
|
| R1 |
116-11 |
116-11 |
115-18 |
116-01 |
| PP |
115-23 |
115-23 |
115-23 |
115-18 |
| S1 |
114-25 |
114-25 |
115-09 |
114-15 |
| S2 |
114-05 |
114-05 |
115-04 |
|
| S3 |
112-19 |
113-07 |
115-00 |
|
| S4 |
111-01 |
111-21 |
114-18 |
|
|
| 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 |
115-02 |
2-28 |
2.5% |
1-19 |
1.4% |
12% |
False |
True |
276,772 |
| 10 |
117-30 |
115-02 |
2-28 |
2.5% |
1-12 |
1.2% |
12% |
False |
True |
258,054 |
| 20 |
120-04 |
115-02 |
5-02 |
4.4% |
1-11 |
1.2% |
7% |
False |
True |
256,755 |
| 40 |
121-00 |
115-02 |
5-30 |
5.1% |
1-15 |
1.3% |
6% |
False |
True |
306,632 |
| 60 |
121-00 |
113-31 |
7-02 |
6.1% |
1-14 |
1.2% |
21% |
False |
False |
411,577 |
| 80 |
121-24 |
113-31 |
7-25 |
6.7% |
1-14 |
1.2% |
19% |
False |
False |
428,683 |
| 100 |
121-24 |
112-21 |
9-03 |
7.9% |
1-11 |
1.2% |
30% |
False |
False |
394,004 |
| 120 |
121-24 |
112-21 |
9-03 |
7.9% |
1-08 |
1.1% |
30% |
False |
False |
409,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-09 |
|
2.618 |
120-23 |
|
1.618 |
119-05 |
|
1.000 |
118-06 |
|
0.618 |
117-19 |
|
HIGH |
116-20 |
|
0.618 |
116-01 |
|
0.500 |
115-28 |
|
0.382 |
115-22 |
|
LOW |
115-02 |
|
0.618 |
114-04 |
|
1.000 |
113-16 |
|
1.618 |
112-18 |
|
2.618 |
111-00 |
|
4.250 |
108-14 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-28 |
116-13 |
| PP |
115-23 |
116-02 |
| S1 |
115-18 |
115-24 |
|