ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 28-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
| Open |
116-20 |
115-21 |
-0-31 |
-0.8% |
116-15 |
| High |
116-28 |
115-28 |
-1-00 |
-0.8% |
117-14 |
| Low |
115-16 |
114-16 |
-1-00 |
-0.9% |
115-12 |
| Close |
115-20 |
114-24 |
-0-28 |
-0.8% |
116-28 |
| Range |
1-12 |
1-12 |
0-00 |
1.1% |
2-02 |
| ATR |
1-11 |
1-11 |
0-00 |
0.2% |
0-00 |
| Volume |
314,054 |
498,588 |
184,534 |
58.8% |
1,899,016 |
|
| Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-06 |
118-11 |
115-17 |
|
| R3 |
117-26 |
116-31 |
115-05 |
|
| R2 |
116-14 |
116-14 |
115-01 |
|
| R1 |
115-19 |
115-19 |
114-29 |
115-10 |
| PP |
115-02 |
115-02 |
115-02 |
114-29 |
| S1 |
114-07 |
114-07 |
114-20 |
113-30 |
| S2 |
113-22 |
113-22 |
114-16 |
|
| S3 |
112-10 |
112-27 |
114-12 |
|
| S4 |
110-30 |
111-15 |
114-00 |
|
|
| 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 |
114-16 |
2-30 |
2.5% |
1-12 |
1.2% |
9% |
False |
True |
408,980 |
| 10 |
117-14 |
114-16 |
2-30 |
2.5% |
1-10 |
1.1% |
9% |
False |
True |
369,738 |
| 20 |
117-30 |
114-16 |
3-14 |
3.0% |
1-12 |
1.2% |
8% |
False |
True |
320,506 |
| 40 |
120-04 |
114-16 |
5-20 |
4.9% |
1-11 |
1.2% |
5% |
False |
True |
293,108 |
| 60 |
121-00 |
114-16 |
6-16 |
5.7% |
1-14 |
1.3% |
4% |
False |
True |
337,014 |
| 80 |
121-00 |
113-31 |
7-02 |
6.1% |
1-13 |
1.2% |
11% |
False |
False |
399,591 |
| 100 |
121-24 |
113-31 |
7-25 |
6.8% |
1-12 |
1.2% |
10% |
False |
False |
411,722 |
| 120 |
121-24 |
112-21 |
9-03 |
7.9% |
1-11 |
1.2% |
23% |
False |
False |
385,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-23 |
|
2.618 |
119-15 |
|
1.618 |
118-03 |
|
1.000 |
117-08 |
|
0.618 |
116-23 |
|
HIGH |
115-28 |
|
0.618 |
115-11 |
|
0.500 |
115-06 |
|
0.382 |
115-01 |
|
LOW |
114-16 |
|
0.618 |
113-21 |
|
1.000 |
113-04 |
|
1.618 |
112-09 |
|
2.618 |
110-29 |
|
4.250 |
108-21 |
|
|
| Fisher Pivots for day following 28-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-06 |
115-22 |
| PP |
115-02 |
115-12 |
| S1 |
114-29 |
115-02 |
|