ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 04-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2008 |
04-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
116-02 |
117-00 |
0-30 |
0.8% |
116-29 |
| High |
116-24 |
118-02 |
1-10 |
1.1% |
118-04 |
| Low |
116-02 |
116-20 |
0-18 |
0.5% |
115-25 |
| Close |
116-08 |
117-27 |
1-19 |
1.4% |
117-27 |
| Range |
0-22 |
1-14 |
0-24 |
109.1% |
2-11 |
| ATR |
1-05 |
1-07 |
0-01 |
4.0% |
0-00 |
| Volume |
11 |
14 |
3 |
27.3% |
182 |
|
| Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-26 |
121-09 |
118-20 |
|
| R3 |
120-12 |
119-27 |
118-08 |
|
| R2 |
118-30 |
118-30 |
118-03 |
|
| R1 |
118-13 |
118-13 |
117-31 |
118-22 |
| PP |
117-16 |
117-16 |
117-16 |
117-21 |
| S1 |
116-31 |
116-31 |
117-23 |
117-08 |
| S2 |
116-02 |
116-02 |
117-19 |
|
| S3 |
114-20 |
115-17 |
117-14 |
|
| S4 |
113-06 |
114-03 |
117-02 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-09 |
123-13 |
119-04 |
|
| R3 |
121-30 |
121-02 |
118-16 |
|
| R2 |
119-19 |
119-19 |
118-09 |
|
| R1 |
118-23 |
118-23 |
118-02 |
119-05 |
| PP |
117-08 |
117-08 |
117-08 |
117-15 |
| S1 |
116-12 |
116-12 |
117-20 |
116-26 |
| S2 |
114-29 |
114-29 |
117-13 |
|
| S3 |
112-18 |
114-01 |
117-06 |
|
| S4 |
110-07 |
111-22 |
116-18 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-06 |
|
2.618 |
121-26 |
|
1.618 |
120-12 |
|
1.000 |
119-16 |
|
0.618 |
118-30 |
|
HIGH |
118-02 |
|
0.618 |
117-16 |
|
0.500 |
117-11 |
|
0.382 |
117-06 |
|
LOW |
116-20 |
|
0.618 |
115-24 |
|
1.000 |
115-06 |
|
1.618 |
114-10 |
|
2.618 |
112-28 |
|
4.250 |
110-16 |
|
|
| Fisher Pivots for day following 04-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-22 |
117-18 |
| PP |
117-16 |
117-08 |
| S1 |
117-11 |
116-30 |
|