ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 29-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-21 |
114-26 |
-0-27 |
-0.7% |
116-15 |
| High |
115-28 |
114-28 |
-1-00 |
-0.8% |
117-14 |
| Low |
114-16 |
113-12 |
-1-04 |
-1.0% |
115-12 |
| Close |
114-24 |
113-30 |
-0-26 |
-0.7% |
116-28 |
| Range |
1-12 |
1-16 |
0-04 |
10.2% |
2-02 |
| ATR |
1-11 |
1-11 |
0-00 |
0.9% |
0-00 |
| Volume |
498,588 |
642,429 |
143,841 |
28.8% |
1,899,016 |
|
| Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-20 |
117-25 |
114-25 |
|
| R3 |
117-03 |
116-09 |
114-11 |
|
| R2 |
115-19 |
115-19 |
114-07 |
|
| R1 |
114-24 |
114-24 |
114-02 |
114-13 |
| PP |
114-02 |
114-02 |
114-02 |
113-29 |
| S1 |
113-08 |
113-08 |
113-26 |
112-29 |
| S2 |
112-18 |
112-18 |
113-21 |
|
| S3 |
111-01 |
111-23 |
113-17 |
|
| S4 |
109-17 |
110-07 |
113-03 |
|
|
| 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 |
117-10 |
113-12 |
3-30 |
3.4% |
1-16 |
1.3% |
14% |
False |
True |
463,551 |
| 10 |
117-14 |
113-12 |
4-02 |
3.6% |
1-10 |
1.2% |
14% |
False |
True |
400,671 |
| 20 |
117-30 |
113-12 |
4-18 |
4.0% |
1-12 |
1.2% |
12% |
False |
True |
341,149 |
| 40 |
120-04 |
113-12 |
6-24 |
5.9% |
1-11 |
1.2% |
8% |
False |
True |
297,790 |
| 60 |
121-00 |
113-12 |
7-20 |
6.7% |
1-14 |
1.3% |
7% |
False |
True |
336,708 |
| 80 |
121-00 |
113-12 |
7-20 |
6.7% |
1-14 |
1.3% |
7% |
False |
True |
404,012 |
| 100 |
121-24 |
113-12 |
8-12 |
7.4% |
1-12 |
1.2% |
7% |
False |
True |
414,399 |
| 120 |
121-24 |
112-21 |
9-03 |
8.0% |
1-11 |
1.2% |
14% |
False |
False |
388,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-11 |
|
2.618 |
118-27 |
|
1.618 |
117-11 |
|
1.000 |
116-13 |
|
0.618 |
115-26 |
|
HIGH |
114-28 |
|
0.618 |
114-10 |
|
0.500 |
114-04 |
|
0.382 |
113-31 |
|
LOW |
113-12 |
|
0.618 |
112-14 |
|
1.000 |
111-28 |
|
1.618 |
110-30 |
|
2.618 |
109-13 |
|
4.250 |
106-30 |
|
|
| Fisher Pivots for day following 29-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-04 |
115-04 |
| PP |
114-02 |
114-23 |
| S1 |
114-00 |
114-11 |
|