ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 14-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
| Open |
117-02 |
115-17 |
-1-18 |
-1.3% |
116-04 |
| High |
117-20 |
116-15 |
-1-06 |
-1.0% |
117-21 |
| Low |
115-18 |
115-04 |
-0-14 |
-0.4% |
114-28 |
| Close |
115-27 |
115-16 |
-0-11 |
-0.3% |
117-08 |
| Range |
2-02 |
1-11 |
-0-24 |
-35.3% |
2-24 |
| ATR |
1-12 |
1-12 |
0-00 |
-0.2% |
0-00 |
| Volume |
215,394 |
333,096 |
117,702 |
54.6% |
1,431,932 |
|
| Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-23 |
118-31 |
116-08 |
|
| R3 |
118-12 |
117-20 |
115-28 |
|
| R2 |
117-01 |
117-01 |
115-24 |
|
| R1 |
116-09 |
116-09 |
115-20 |
116-00 |
| PP |
115-22 |
115-22 |
115-22 |
115-18 |
| S1 |
114-30 |
114-30 |
115-12 |
114-20 |
| S2 |
114-11 |
114-11 |
115-08 |
|
| S3 |
113-00 |
113-19 |
115-04 |
|
| S4 |
111-21 |
112-08 |
114-24 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-29 |
123-27 |
118-25 |
|
| R3 |
122-04 |
121-02 |
118-00 |
|
| R2 |
119-12 |
119-12 |
117-24 |
|
| R1 |
118-10 |
118-10 |
117-16 |
118-27 |
| PP |
116-19 |
116-19 |
116-19 |
116-28 |
| S1 |
115-17 |
115-17 |
117-00 |
116-02 |
| S2 |
113-27 |
113-27 |
116-24 |
|
| S3 |
111-02 |
112-25 |
116-16 |
|
| S4 |
108-10 |
110-00 |
115-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-28 |
115-04 |
2-24 |
2.4% |
1-10 |
1.1% |
14% |
False |
True |
283,363 |
| 10 |
117-30 |
114-28 |
3-02 |
2.6% |
1-13 |
1.2% |
20% |
False |
False |
281,627 |
| 20 |
117-30 |
114-28 |
3-02 |
2.6% |
1-10 |
1.1% |
20% |
False |
False |
268,136 |
| 40 |
121-00 |
114-28 |
6-04 |
5.3% |
1-12 |
1.2% |
10% |
False |
False |
279,056 |
| 60 |
121-00 |
113-31 |
7-02 |
6.1% |
1-14 |
1.2% |
22% |
False |
False |
397,638 |
| 80 |
121-24 |
113-31 |
7-25 |
6.7% |
1-15 |
1.3% |
20% |
False |
False |
418,623 |
| 100 |
121-24 |
112-29 |
8-27 |
7.7% |
1-11 |
1.2% |
29% |
False |
False |
392,638 |
| 120 |
121-24 |
112-21 |
9-03 |
7.9% |
1-10 |
1.1% |
31% |
False |
False |
403,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-06 |
|
2.618 |
120-00 |
|
1.618 |
118-21 |
|
1.000 |
117-26 |
|
0.618 |
117-10 |
|
HIGH |
116-15 |
|
0.618 |
115-31 |
|
0.500 |
115-26 |
|
0.382 |
115-20 |
|
LOW |
115-04 |
|
0.618 |
114-09 |
|
1.000 |
113-25 |
|
1.618 |
112-30 |
|
2.618 |
111-19 |
|
4.250 |
109-13 |
|
|
| Fisher Pivots for day following 14-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-26 |
116-16 |
| PP |
115-22 |
116-05 |
| S1 |
115-19 |
115-27 |
|