ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 13-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
114-03 |
112-29 |
-1-06 |
-1.0% |
115-16 |
| High |
114-08 |
113-10 |
-0-30 |
-0.8% |
115-20 |
| Low |
112-22 |
112-14 |
-0-08 |
-0.2% |
112-14 |
| Close |
112-30 |
112-18 |
-0-12 |
-0.3% |
112-18 |
| Range |
1-18 |
0-27 |
-0-23 |
-46.0% |
3-05 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.7% |
0-00 |
| Volume |
15,148 |
4,951 |
-10,197 |
-67.3% |
121,461 |
|
| Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-10 |
114-24 |
113-00 |
|
| R3 |
114-14 |
113-30 |
112-25 |
|
| R2 |
113-20 |
113-20 |
112-22 |
|
| R1 |
113-02 |
113-02 |
112-20 |
112-30 |
| PP |
112-24 |
112-24 |
112-24 |
112-22 |
| S1 |
112-08 |
112-08 |
112-15 |
112-02 |
| S2 |
111-30 |
111-30 |
112-13 |
|
| S3 |
111-02 |
111-12 |
112-10 |
|
| S4 |
110-08 |
110-18 |
112-03 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-00 |
120-30 |
114-09 |
|
| R3 |
119-27 |
117-25 |
113-13 |
|
| R2 |
116-22 |
116-22 |
113-04 |
|
| R1 |
114-20 |
114-20 |
112-27 |
114-02 |
| PP |
113-17 |
113-17 |
113-17 |
113-08 |
| S1 |
111-15 |
111-15 |
112-08 |
110-30 |
| S2 |
110-12 |
110-12 |
111-31 |
|
| S3 |
107-07 |
108-10 |
111-22 |
|
| S4 |
104-02 |
105-05 |
110-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-20 |
112-14 |
3-05 |
2.8% |
1-08 |
1.1% |
3% |
False |
True |
24,292 |
| 10 |
116-10 |
112-14 |
3-28 |
3.4% |
1-11 |
1.2% |
2% |
False |
True |
54,167 |
| 20 |
117-14 |
112-14 |
4-31 |
4.4% |
1-10 |
1.2% |
2% |
False |
True |
245,255 |
| 40 |
117-30 |
112-14 |
5-16 |
4.9% |
1-10 |
1.2% |
2% |
False |
True |
257,170 |
| 60 |
121-00 |
112-14 |
8-18 |
7.6% |
1-11 |
1.2% |
1% |
False |
True |
266,488 |
| 80 |
121-00 |
112-14 |
8-18 |
7.6% |
1-13 |
1.2% |
1% |
False |
True |
356,158 |
| 100 |
121-24 |
112-14 |
9-10 |
8.3% |
1-14 |
1.3% |
1% |
False |
True |
381,125 |
| 120 |
121-24 |
112-14 |
9-10 |
8.3% |
1-11 |
1.2% |
1% |
False |
True |
368,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-28 |
|
2.618 |
115-16 |
|
1.618 |
114-21 |
|
1.000 |
114-04 |
|
0.618 |
113-26 |
|
HIGH |
113-10 |
|
0.618 |
112-31 |
|
0.500 |
112-28 |
|
0.382 |
112-25 |
|
LOW |
112-14 |
|
0.618 |
111-30 |
|
1.000 |
111-20 |
|
1.618 |
111-03 |
|
2.618 |
110-08 |
|
4.250 |
108-28 |
|
|
| Fisher Pivots for day following 13-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-28 |
113-22 |
| PP |
112-24 |
113-10 |
| S1 |
112-21 |
112-30 |
|