ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 30-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114-26 |
113-31 |
-0-27 |
-0.7% |
116-20 |
| High |
114-28 |
114-20 |
-0-08 |
-0.2% |
116-28 |
| Low |
113-12 |
113-30 |
0-18 |
0.5% |
113-12 |
| Close |
113-30 |
114-15 |
0-17 |
0.5% |
114-15 |
| Range |
1-16 |
0-22 |
-0-26 |
-53.6% |
3-16 |
| ATR |
1-11 |
1-10 |
-0-01 |
-3.4% |
0-00 |
| Volume |
642,429 |
719,421 |
76,992 |
12.0% |
2,174,492 |
|
| Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-14 |
116-05 |
114-27 |
|
| R3 |
115-24 |
115-15 |
114-21 |
|
| R2 |
115-01 |
115-01 |
114-19 |
|
| R1 |
114-24 |
114-24 |
114-17 |
114-29 |
| PP |
114-11 |
114-11 |
114-11 |
114-13 |
| S1 |
114-02 |
114-02 |
114-13 |
114-06 |
| S2 |
113-20 |
113-20 |
114-11 |
|
| S3 |
112-30 |
113-11 |
114-09 |
|
| S4 |
112-07 |
112-21 |
114-03 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-11 |
123-13 |
116-12 |
|
| R3 |
121-28 |
119-29 |
115-14 |
|
| R2 |
118-12 |
118-12 |
115-03 |
|
| R1 |
116-14 |
116-14 |
114-25 |
115-21 |
| PP |
114-29 |
114-29 |
114-29 |
114-17 |
| S1 |
112-30 |
112-30 |
114-05 |
112-06 |
| S2 |
111-13 |
111-13 |
113-27 |
|
| S3 |
107-30 |
109-15 |
113-16 |
|
| S4 |
104-14 |
105-31 |
112-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-28 |
113-12 |
3-16 |
3.1% |
1-08 |
1.1% |
31% |
False |
False |
535,043 |
| 10 |
117-14 |
113-12 |
4-02 |
3.5% |
1-08 |
1.1% |
27% |
False |
False |
436,343 |
| 20 |
117-28 |
113-12 |
4-16 |
3.9% |
1-11 |
1.2% |
24% |
False |
False |
363,121 |
| 40 |
120-04 |
113-12 |
6-24 |
5.9% |
1-11 |
1.2% |
16% |
False |
False |
308,354 |
| 60 |
121-00 |
113-12 |
7-20 |
6.7% |
1-14 |
1.2% |
14% |
False |
False |
337,324 |
| 80 |
121-00 |
113-12 |
7-20 |
6.7% |
1-13 |
1.2% |
14% |
False |
False |
407,108 |
| 100 |
121-24 |
113-12 |
8-12 |
7.3% |
1-12 |
1.2% |
13% |
False |
False |
418,668 |
| 120 |
121-24 |
112-21 |
9-03 |
7.9% |
1-11 |
1.2% |
20% |
False |
False |
390,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-20 |
|
2.618 |
116-15 |
|
1.618 |
115-24 |
|
1.000 |
115-10 |
|
0.618 |
115-02 |
|
HIGH |
114-20 |
|
0.618 |
114-11 |
|
0.500 |
114-09 |
|
0.382 |
114-06 |
|
LOW |
113-30 |
|
0.618 |
113-16 |
|
1.000 |
113-07 |
|
1.618 |
112-25 |
|
2.618 |
112-03 |
|
4.250 |
110-30 |
|
|
| Fisher Pivots for day following 30-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-13 |
114-20 |
| PP |
114-11 |
114-18 |
| S1 |
114-09 |
114-17 |
|