ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 23-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
| Open |
117-05 |
115-26 |
-1-12 |
-1.2% |
116-15 |
| High |
117-10 |
116-28 |
-0-13 |
-0.3% |
117-14 |
| Low |
115-12 |
115-20 |
0-08 |
0.2% |
115-12 |
| Close |
115-26 |
116-28 |
1-02 |
0.9% |
116-28 |
| Range |
1-30 |
1-09 |
-0-21 |
-33.9% |
2-02 |
| ATR |
1-11 |
1-11 |
0-00 |
-0.4% |
0-00 |
| Volume |
361,960 |
500,725 |
138,765 |
38.3% |
1,899,016 |
|
| Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-10 |
119-28 |
117-18 |
|
| R3 |
119-00 |
118-18 |
117-07 |
|
| R2 |
117-24 |
117-24 |
117-03 |
|
| R1 |
117-10 |
117-10 |
116-31 |
117-16 |
| PP |
116-14 |
116-14 |
116-14 |
116-18 |
| S1 |
116-00 |
116-00 |
116-24 |
116-08 |
| S2 |
115-06 |
115-06 |
116-20 |
|
| S3 |
113-28 |
114-24 |
116-16 |
|
| S4 |
112-20 |
113-14 |
116-05 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-24 |
121-28 |
118-00 |
|
| R3 |
120-22 |
119-26 |
117-14 |
|
| R2 |
118-20 |
118-20 |
117-08 |
|
| R1 |
117-24 |
117-24 |
117-02 |
118-06 |
| PP |
116-18 |
116-18 |
116-18 |
116-24 |
| S1 |
115-22 |
115-22 |
116-21 |
116-04 |
| S2 |
114-16 |
114-16 |
116-15 |
|
| S3 |
112-14 |
113-20 |
116-09 |
|
| S4 |
110-12 |
111-18 |
115-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-14 |
115-12 |
2-02 |
1.8% |
1-06 |
1.0% |
73% |
False |
False |
379,803 |
| 10 |
117-28 |
115-04 |
2-24 |
2.3% |
1-11 |
1.1% |
63% |
False |
False |
333,749 |
| 20 |
117-30 |
114-28 |
3-02 |
2.6% |
1-11 |
1.1% |
65% |
False |
False |
301,649 |
| 40 |
120-04 |
114-28 |
5-08 |
4.5% |
1-11 |
1.1% |
38% |
False |
False |
292,581 |
| 60 |
121-00 |
114-28 |
6-04 |
5.2% |
1-14 |
1.2% |
32% |
False |
False |
349,470 |
| 80 |
121-00 |
113-31 |
7-02 |
6.0% |
1-13 |
1.2% |
41% |
False |
False |
403,571 |
| 100 |
121-24 |
113-31 |
7-25 |
6.7% |
1-12 |
1.2% |
37% |
False |
False |
408,857 |
| 120 |
121-24 |
112-21 |
9-03 |
7.8% |
1-10 |
1.1% |
46% |
False |
False |
386,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-11 |
|
2.618 |
120-08 |
|
1.618 |
118-31 |
|
1.000 |
118-06 |
|
0.618 |
117-22 |
|
HIGH |
116-28 |
|
0.618 |
116-13 |
|
0.500 |
116-08 |
|
0.382 |
116-03 |
|
LOW |
115-20 |
|
0.618 |
114-26 |
|
1.000 |
114-10 |
|
1.618 |
113-17 |
|
2.618 |
112-08 |
|
4.250 |
110-05 |
|
|
| Fisher Pivots for day following 23-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-21 |
116-22 |
| PP |
116-14 |
116-18 |
| S1 |
116-08 |
116-12 |
|