ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
117-10 |
117-05 |
-0-06 |
-0.1% |
117-08 |
| High |
117-14 |
117-10 |
-0-04 |
-0.1% |
117-28 |
| Low |
116-18 |
115-12 |
-1-07 |
-1.0% |
115-04 |
| Close |
116-31 |
115-26 |
-1-05 |
-1.0% |
116-14 |
| Range |
0-27 |
1-30 |
1-03 |
129.6% |
2-24 |
| ATR |
1-10 |
1-11 |
0-01 |
3.5% |
0-00 |
| Volume |
369,576 |
361,960 |
-7,616 |
-2.1% |
1,438,480 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-31 |
120-26 |
116-28 |
|
| R3 |
120-01 |
118-28 |
116-11 |
|
| R2 |
118-03 |
118-03 |
116-05 |
|
| R1 |
116-30 |
116-30 |
116-00 |
116-18 |
| PP |
116-05 |
116-05 |
116-05 |
115-31 |
| S1 |
115-00 |
115-00 |
115-20 |
114-20 |
| S2 |
114-07 |
114-07 |
115-15 |
|
| S3 |
112-09 |
113-02 |
115-09 |
|
| S4 |
110-11 |
111-04 |
114-24 |
|
|
| 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 |
117-14 |
115-12 |
2-02 |
1.8% |
1-08 |
1.1% |
22% |
False |
True |
337,644 |
| 10 |
117-28 |
115-04 |
2-24 |
2.4% |
1-09 |
1.1% |
25% |
False |
False |
317,674 |
| 20 |
117-30 |
114-28 |
3-02 |
2.6% |
1-10 |
1.1% |
30% |
False |
False |
290,667 |
| 40 |
120-04 |
114-28 |
5-08 |
4.5% |
1-11 |
1.2% |
18% |
False |
False |
285,677 |
| 60 |
121-00 |
114-28 |
6-04 |
5.3% |
1-15 |
1.3% |
15% |
False |
False |
362,501 |
| 80 |
121-00 |
113-31 |
7-02 |
6.1% |
1-13 |
1.2% |
26% |
False |
False |
402,496 |
| 100 |
121-24 |
113-31 |
7-25 |
6.7% |
1-12 |
1.2% |
24% |
False |
False |
404,740 |
| 120 |
121-24 |
112-21 |
9-03 |
7.9% |
1-10 |
1.1% |
35% |
False |
False |
387,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-17 |
|
2.618 |
122-12 |
|
1.618 |
120-14 |
|
1.000 |
119-08 |
|
0.618 |
118-16 |
|
HIGH |
117-10 |
|
0.618 |
116-18 |
|
0.500 |
116-10 |
|
0.382 |
116-03 |
|
LOW |
115-12 |
|
0.618 |
114-05 |
|
1.000 |
113-14 |
|
1.618 |
112-07 |
|
2.618 |
110-09 |
|
4.250 |
107-04 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-10 |
116-12 |
| PP |
116-05 |
116-06 |
| S1 |
116-00 |
116-00 |
|