ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 06-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
115-03 |
114-02 |
-1-00 |
-0.9% |
114-06 |
| High |
115-08 |
115-16 |
0-09 |
0.2% |
116-10 |
| Low |
114-00 |
114-00 |
0-00 |
0.0% |
114-00 |
| Close |
114-08 |
115-04 |
0-28 |
0.8% |
115-04 |
| Range |
1-08 |
1-17 |
0-09 |
22.5% |
2-11 |
| ATR |
1-11 |
1-11 |
0-00 |
1.0% |
0-00 |
| Volume |
48,473 |
43,512 |
-4,961 |
-10.2% |
420,209 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-15 |
118-26 |
115-30 |
|
| R3 |
117-30 |
117-09 |
115-17 |
|
| R2 |
116-13 |
116-13 |
115-12 |
|
| R1 |
115-24 |
115-24 |
115-08 |
116-02 |
| PP |
114-28 |
114-28 |
114-28 |
115-01 |
| S1 |
114-07 |
114-07 |
114-31 |
114-18 |
| S2 |
113-11 |
113-11 |
114-27 |
|
| S3 |
111-26 |
112-22 |
114-22 |
|
| S4 |
110-09 |
111-05 |
114-09 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-06 |
121-00 |
116-13 |
|
| R3 |
119-26 |
118-20 |
115-24 |
|
| R2 |
117-16 |
117-16 |
115-17 |
|
| R1 |
116-10 |
116-10 |
115-10 |
116-28 |
| PP |
115-04 |
115-04 |
115-04 |
115-14 |
| S1 |
113-30 |
113-30 |
114-29 |
114-18 |
| S2 |
112-26 |
112-26 |
114-22 |
|
| S3 |
110-14 |
111-20 |
114-15 |
|
| S4 |
108-04 |
109-08 |
113-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-10 |
114-00 |
2-11 |
2.0% |
1-14 |
1.3% |
48% |
False |
True |
84,041 |
| 10 |
116-28 |
113-12 |
3-16 |
3.1% |
1-11 |
1.2% |
49% |
False |
False |
309,542 |
| 20 |
117-28 |
113-12 |
4-16 |
3.9% |
1-10 |
1.1% |
39% |
False |
False |
313,608 |
| 40 |
120-04 |
113-12 |
6-24 |
5.9% |
1-10 |
1.1% |
26% |
False |
False |
286,954 |
| 60 |
121-00 |
113-12 |
7-20 |
6.6% |
1-13 |
1.2% |
23% |
False |
False |
301,460 |
| 80 |
121-00 |
113-12 |
7-20 |
6.6% |
1-13 |
1.2% |
23% |
False |
False |
384,986 |
| 100 |
121-24 |
113-12 |
8-12 |
7.3% |
1-14 |
1.2% |
21% |
False |
False |
403,668 |
| 120 |
121-24 |
112-21 |
9-03 |
7.9% |
1-11 |
1.2% |
27% |
False |
False |
378,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-01 |
|
2.618 |
119-17 |
|
1.618 |
118-00 |
|
1.000 |
117-02 |
|
0.618 |
116-15 |
|
HIGH |
115-16 |
|
0.618 |
114-30 |
|
0.500 |
114-24 |
|
0.382 |
114-18 |
|
LOW |
114-00 |
|
0.618 |
113-01 |
|
1.000 |
112-14 |
|
1.618 |
111-16 |
|
2.618 |
109-31 |
|
4.250 |
107-15 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-00 |
115-05 |
| PP |
114-28 |
115-04 |
| S1 |
114-24 |
115-04 |
|