ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 07-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-28 |
115-04 |
-0-24 |
-0.6% |
115-14 |
| High |
116-20 |
116-02 |
-0-19 |
-0.5% |
117-30 |
| Low |
115-02 |
114-28 |
-0-06 |
-0.2% |
115-04 |
| Close |
115-14 |
115-24 |
0-10 |
0.3% |
116-08 |
| Range |
1-18 |
1-05 |
-0-13 |
-26.0% |
2-26 |
| ATR |
1-13 |
1-12 |
-0-01 |
-1.2% |
0-00 |
| Volume |
183,314 |
245,169 |
61,855 |
33.7% |
1,263,562 |
|
| Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-01 |
118-18 |
116-12 |
|
| R3 |
117-28 |
117-12 |
116-02 |
|
| R2 |
116-23 |
116-23 |
115-31 |
|
| R1 |
116-08 |
116-08 |
115-27 |
116-15 |
| PP |
115-18 |
115-18 |
115-18 |
115-22 |
| S1 |
115-02 |
115-02 |
115-21 |
115-10 |
| S2 |
114-13 |
114-13 |
115-17 |
|
| S3 |
113-08 |
113-30 |
115-14 |
|
| S4 |
112-03 |
112-24 |
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 |
114-28 |
3-02 |
2.6% |
1-16 |
1.3% |
28% |
False |
True |
279,891 |
| 10 |
117-30 |
114-28 |
3-02 |
2.6% |
1-11 |
1.2% |
28% |
False |
True |
258,154 |
| 20 |
120-04 |
114-28 |
5-08 |
4.5% |
1-10 |
1.1% |
16% |
False |
True |
258,034 |
| 40 |
121-00 |
114-28 |
6-04 |
5.3% |
1-14 |
1.3% |
14% |
False |
True |
299,355 |
| 60 |
121-00 |
113-31 |
7-02 |
6.1% |
1-14 |
1.2% |
25% |
False |
False |
410,170 |
| 80 |
121-24 |
113-31 |
7-25 |
6.7% |
1-14 |
1.2% |
23% |
False |
False |
426,454 |
| 100 |
121-24 |
112-21 |
9-03 |
7.9% |
1-11 |
1.2% |
34% |
False |
False |
392,131 |
| 120 |
121-24 |
112-21 |
9-03 |
7.9% |
1-08 |
1.1% |
34% |
False |
False |
408,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-31 |
|
2.618 |
119-02 |
|
1.618 |
117-29 |
|
1.000 |
117-06 |
|
0.618 |
116-24 |
|
HIGH |
116-02 |
|
0.618 |
115-19 |
|
0.500 |
115-15 |
|
0.382 |
115-11 |
|
LOW |
114-28 |
|
0.618 |
114-06 |
|
1.000 |
113-24 |
|
1.618 |
113-01 |
|
2.618 |
111-28 |
|
4.250 |
109-31 |
|
|
| Fisher Pivots for day following 07-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-21 |
115-26 |
| PP |
115-18 |
115-26 |
| S1 |
115-15 |
115-25 |
|