ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-25 |
116-22 |
0-30 |
0.8% |
117-08 |
| High |
116-25 |
117-14 |
0-20 |
0.5% |
117-28 |
| Low |
115-09 |
115-29 |
0-20 |
0.5% |
115-04 |
| Close |
116-14 |
116-14 |
0-01 |
0.0% |
116-14 |
| Range |
1-16 |
1-16 |
0-00 |
1.0% |
2-24 |
| ATR |
1-12 |
1-13 |
0-00 |
0.7% |
0-00 |
| Volume |
362,701 |
289,931 |
-72,770 |
-20.1% |
1,438,480 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-04 |
120-10 |
117-09 |
|
| R3 |
119-20 |
118-26 |
116-28 |
|
| R2 |
118-04 |
118-04 |
116-23 |
|
| R1 |
117-09 |
117-09 |
116-19 |
116-30 |
| PP |
116-19 |
116-19 |
116-19 |
116-14 |
| S1 |
115-24 |
115-24 |
116-10 |
115-14 |
| S2 |
115-02 |
115-02 |
116-06 |
|
| S3 |
113-18 |
114-08 |
116-01 |
|
| S4 |
112-02 |
112-24 |
115-20 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-22 |
123-10 |
117-31 |
|
| R3 |
121-30 |
120-18 |
117-07 |
|
| R2 |
119-07 |
119-07 |
116-31 |
|
| R1 |
117-27 |
117-27 |
116-23 |
117-05 |
| PP |
116-15 |
116-15 |
116-15 |
116-04 |
| S1 |
115-03 |
115-03 |
116-06 |
114-14 |
| S2 |
113-24 |
113-24 |
115-30 |
|
| S3 |
111-00 |
112-12 |
115-22 |
|
| S4 |
108-09 |
109-20 |
114-30 |
|
|
| 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 |
2.3% |
1-16 |
1.3% |
49% |
False |
False |
287,696 |
| 10 |
117-28 |
114-28 |
2-31 |
2.5% |
1-12 |
1.2% |
53% |
False |
False |
287,041 |
| 20 |
117-30 |
114-28 |
3-02 |
2.6% |
1-10 |
1.1% |
51% |
False |
False |
270,082 |
| 40 |
120-27 |
114-28 |
5-30 |
5.1% |
1-12 |
1.2% |
26% |
False |
False |
277,536 |
| 60 |
121-00 |
114-16 |
6-16 |
5.6% |
1-14 |
1.2% |
30% |
False |
False |
387,668 |
| 80 |
121-00 |
113-31 |
7-02 |
6.1% |
1-14 |
1.2% |
35% |
False |
False |
408,523 |
| 100 |
121-24 |
112-29 |
8-27 |
7.6% |
1-12 |
1.2% |
40% |
False |
False |
394,645 |
| 120 |
121-24 |
112-21 |
9-03 |
7.8% |
1-10 |
1.1% |
42% |
False |
False |
405,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-28 |
|
2.618 |
121-12 |
|
1.618 |
119-28 |
|
1.000 |
118-30 |
|
0.618 |
118-11 |
|
HIGH |
117-14 |
|
0.618 |
116-27 |
|
0.500 |
116-21 |
|
0.382 |
116-16 |
|
LOW |
115-29 |
|
0.618 |
114-31 |
|
1.000 |
114-12 |
|
1.618 |
113-15 |
|
2.618 |
111-30 |
|
4.250 |
109-15 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-21 |
116-13 |
| PP |
116-19 |
116-11 |
| S1 |
116-17 |
116-09 |
|