ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 09-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
114-02 |
115-16 |
1-14 |
1.3% |
114-06 |
| High |
115-16 |
115-20 |
0-03 |
0.1% |
116-10 |
| Low |
114-00 |
114-02 |
0-03 |
0.1% |
114-00 |
| Close |
115-04 |
114-30 |
-0-06 |
-0.1% |
115-04 |
| Range |
1-17 |
1-17 |
0-00 |
0.0% |
2-11 |
| ATR |
1-11 |
1-12 |
0-00 |
0.9% |
0-00 |
| Volume |
43,512 |
44,741 |
1,229 |
2.8% |
420,209 |
|
| Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-15 |
118-24 |
115-25 |
|
| R3 |
117-30 |
117-06 |
115-11 |
|
| R2 |
116-13 |
116-13 |
115-07 |
|
| R1 |
115-22 |
115-22 |
115-02 |
115-09 |
| PP |
114-28 |
114-28 |
114-28 |
114-22 |
| S1 |
114-04 |
114-04 |
114-26 |
113-24 |
| S2 |
113-11 |
113-11 |
114-21 |
|
| S3 |
111-26 |
112-20 |
114-17 |
|
| S4 |
110-09 |
111-02 |
114-03 |
|
|
| 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% |
1-16 |
1.3% |
41% |
False |
False |
53,235 |
| 10 |
116-28 |
113-12 |
3-16 |
3.0% |
1-12 |
1.2% |
45% |
False |
False |
263,944 |
| 20 |
117-28 |
113-12 |
4-16 |
3.9% |
1-12 |
1.2% |
35% |
False |
False |
298,846 |
| 40 |
120-04 |
113-12 |
6-24 |
5.9% |
1-11 |
1.2% |
23% |
False |
False |
281,568 |
| 60 |
121-00 |
113-12 |
7-20 |
6.6% |
1-12 |
1.2% |
20% |
False |
False |
293,478 |
| 80 |
121-00 |
113-12 |
7-20 |
6.6% |
1-13 |
1.2% |
20% |
False |
False |
379,933 |
| 100 |
121-24 |
113-12 |
8-12 |
7.3% |
1-14 |
1.2% |
19% |
False |
False |
399,797 |
| 120 |
121-24 |
112-21 |
9-03 |
7.9% |
1-11 |
1.2% |
25% |
False |
False |
377,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-04 |
|
2.618 |
119-20 |
|
1.618 |
118-03 |
|
1.000 |
117-04 |
|
0.618 |
116-18 |
|
HIGH |
115-20 |
|
0.618 |
115-01 |
|
0.500 |
114-27 |
|
0.382 |
114-21 |
|
LOW |
114-02 |
|
0.618 |
113-04 |
|
1.000 |
112-18 |
|
1.618 |
111-19 |
|
2.618 |
110-02 |
|
4.250 |
107-18 |
|
|
| Fisher Pivots for day following 09-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-29 |
114-28 |
| PP |
114-28 |
114-27 |
| S1 |
114-27 |
114-26 |
|