ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 03-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
114-06 |
115-03 |
0-29 |
0.8% |
116-20 |
| High |
115-12 |
116-03 |
0-24 |
0.6% |
116-28 |
| Low |
114-04 |
114-14 |
0-10 |
0.3% |
113-12 |
| Close |
115-02 |
115-28 |
0-27 |
0.7% |
114-15 |
| Range |
1-08 |
1-22 |
0-14 |
35.4% |
3-16 |
| ATR |
1-10 |
1-11 |
0-01 |
2.0% |
0-00 |
| Volume |
198,775 |
67,896 |
-130,879 |
-65.8% |
2,174,492 |
|
| Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-16 |
119-28 |
116-26 |
|
| R3 |
118-26 |
118-06 |
116-11 |
|
| R2 |
117-04 |
117-04 |
116-06 |
|
| R1 |
116-16 |
116-16 |
116-01 |
116-26 |
| PP |
115-15 |
115-15 |
115-15 |
115-20 |
| S1 |
114-27 |
114-27 |
115-24 |
115-05 |
| S2 |
113-26 |
113-26 |
115-19 |
|
| S3 |
112-04 |
113-06 |
115-14 |
|
| S4 |
110-14 |
111-16 |
114-31 |
|
|
| 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 |
116-03 |
113-12 |
2-23 |
2.3% |
1-10 |
1.1% |
93% |
True |
False |
425,421 |
| 10 |
117-14 |
113-12 |
4-02 |
3.5% |
1-09 |
1.1% |
62% |
False |
False |
393,656 |
| 20 |
117-28 |
113-12 |
4-16 |
3.9% |
1-10 |
1.1% |
56% |
False |
False |
341,905 |
| 40 |
120-04 |
113-12 |
6-24 |
5.8% |
1-10 |
1.1% |
37% |
False |
False |
300,349 |
| 60 |
121-00 |
113-12 |
7-20 |
6.6% |
1-14 |
1.2% |
33% |
False |
False |
323,746 |
| 80 |
121-00 |
113-12 |
7-20 |
6.6% |
1-13 |
1.2% |
33% |
False |
False |
397,511 |
| 100 |
121-24 |
113-12 |
8-12 |
7.2% |
1-13 |
1.2% |
30% |
False |
False |
414,117 |
| 120 |
121-24 |
112-21 |
9-03 |
7.8% |
1-11 |
1.2% |
36% |
False |
False |
386,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-06 |
|
2.618 |
120-15 |
|
1.618 |
118-26 |
|
1.000 |
117-24 |
|
0.618 |
117-04 |
|
HIGH |
116-03 |
|
0.618 |
115-15 |
|
0.500 |
115-08 |
|
0.382 |
115-02 |
|
LOW |
114-14 |
|
0.618 |
113-12 |
|
1.000 |
112-24 |
|
1.618 |
111-23 |
|
2.618 |
110-01 |
|
4.250 |
107-10 |
|
|
| Fisher Pivots for day following 03-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-22 |
115-19 |
| PP |
115-15 |
115-10 |
| S1 |
115-08 |
115-00 |
|