ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 10-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
115-16 |
114-25 |
-0-24 |
-0.6% |
114-06 |
| High |
115-20 |
114-25 |
-0-26 |
-0.7% |
116-10 |
| Low |
114-02 |
113-20 |
-0-14 |
-0.4% |
114-00 |
| Close |
114-30 |
113-30 |
-1-00 |
-0.9% |
115-04 |
| Range |
1-17 |
1-05 |
-0-12 |
-24.5% |
2-11 |
| ATR |
1-12 |
1-12 |
0-00 |
-0.3% |
0-00 |
| Volume |
44,741 |
33,162 |
-11,579 |
-25.9% |
420,209 |
|
| Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-19 |
116-30 |
114-19 |
|
| R3 |
116-14 |
115-25 |
114-09 |
|
| R2 |
115-09 |
115-09 |
114-05 |
|
| R1 |
114-20 |
114-20 |
114-02 |
114-12 |
| PP |
114-04 |
114-04 |
114-04 |
114-00 |
| S1 |
113-15 |
113-15 |
113-27 |
113-07 |
| S2 |
112-31 |
112-31 |
113-24 |
|
| S3 |
111-26 |
112-10 |
113-20 |
|
| S4 |
110-21 |
111-05 |
113-10 |
|
|
| 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 |
113-20 |
2-22 |
2.4% |
1-13 |
1.2% |
12% |
False |
True |
46,288 |
| 10 |
116-10 |
113-12 |
2-30 |
2.6% |
1-11 |
1.2% |
20% |
False |
False |
235,855 |
| 20 |
117-20 |
113-12 |
4-08 |
3.7% |
1-12 |
1.2% |
14% |
False |
False |
288,637 |
| 40 |
119-18 |
113-12 |
6-06 |
5.4% |
1-11 |
1.2% |
9% |
False |
False |
277,018 |
| 60 |
121-00 |
113-12 |
7-20 |
6.7% |
1-12 |
1.2% |
8% |
False |
False |
285,377 |
| 80 |
121-00 |
113-12 |
7-20 |
6.7% |
1-13 |
1.2% |
8% |
False |
False |
372,883 |
| 100 |
121-24 |
113-12 |
8-12 |
7.3% |
1-14 |
1.3% |
7% |
False |
False |
394,765 |
| 120 |
121-24 |
112-29 |
8-27 |
7.8% |
1-11 |
1.2% |
12% |
False |
False |
375,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-22 |
|
2.618 |
117-26 |
|
1.618 |
116-21 |
|
1.000 |
115-30 |
|
0.618 |
115-16 |
|
HIGH |
114-25 |
|
0.618 |
114-11 |
|
0.500 |
114-06 |
|
0.382 |
114-02 |
|
LOW |
113-20 |
|
0.618 |
112-29 |
|
1.000 |
112-15 |
|
1.618 |
111-24 |
|
2.618 |
110-19 |
|
4.250 |
108-23 |
|
|
| Fisher Pivots for day following 10-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-06 |
114-20 |
| PP |
114-04 |
114-13 |
| S1 |
114-01 |
114-06 |
|