ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 04-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
115-03 |
115-26 |
0-24 |
0.6% |
116-20 |
| High |
116-03 |
116-10 |
0-08 |
0.2% |
116-28 |
| Low |
114-14 |
114-24 |
0-10 |
0.3% |
113-12 |
| Close |
115-28 |
115-08 |
-0-20 |
-0.6% |
114-15 |
| Range |
1-22 |
1-18 |
-0-03 |
-5.6% |
3-16 |
| ATR |
1-11 |
1-11 |
0-01 |
1.3% |
0-00 |
| Volume |
67,896 |
61,553 |
-6,343 |
-9.3% |
2,174,492 |
|
| Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-06 |
119-09 |
116-04 |
|
| R3 |
118-19 |
117-23 |
115-22 |
|
| R2 |
117-01 |
117-01 |
115-17 |
|
| R1 |
116-04 |
116-04 |
115-13 |
115-25 |
| PP |
115-14 |
115-14 |
115-14 |
115-09 |
| S1 |
114-18 |
114-18 |
115-03 |
114-07 |
| S2 |
113-28 |
113-28 |
114-31 |
|
| S3 |
112-09 |
112-31 |
114-26 |
|
| S4 |
110-23 |
111-13 |
114-12 |
|
|
| 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 |
116-10 |
113-12 |
2-30 |
2.6% |
1-11 |
1.2% |
63% |
True |
False |
338,014 |
| 10 |
117-14 |
113-12 |
4-02 |
3.5% |
1-11 |
1.2% |
46% |
False |
False |
373,497 |
| 20 |
117-28 |
113-12 |
4-16 |
3.9% |
1-10 |
1.1% |
42% |
False |
False |
335,817 |
| 40 |
120-04 |
113-12 |
6-24 |
5.9% |
1-10 |
1.2% |
28% |
False |
False |
296,286 |
| 60 |
121-00 |
113-12 |
7-20 |
6.6% |
1-13 |
1.2% |
25% |
False |
False |
316,361 |
| 80 |
121-00 |
113-12 |
7-20 |
6.6% |
1-13 |
1.2% |
25% |
False |
False |
392,637 |
| 100 |
121-24 |
113-12 |
8-12 |
7.3% |
1-13 |
1.2% |
22% |
False |
False |
410,110 |
| 120 |
121-24 |
112-21 |
9-03 |
7.9% |
1-11 |
1.2% |
29% |
False |
False |
384,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-01 |
|
2.618 |
120-15 |
|
1.618 |
118-28 |
|
1.000 |
117-29 |
|
0.618 |
117-10 |
|
HIGH |
116-10 |
|
0.618 |
115-23 |
|
0.500 |
115-17 |
|
0.382 |
115-11 |
|
LOW |
114-24 |
|
0.618 |
113-25 |
|
1.000 |
113-06 |
|
1.618 |
112-06 |
|
2.618 |
110-20 |
|
4.250 |
108-01 |
|
|
| Fisher Pivots for day following 04-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-17 |
115-08 |
| PP |
115-14 |
115-08 |
| S1 |
115-11 |
115-07 |
|