ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 07-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2008 |
07-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
117-00 |
117-07 |
0-07 |
0.2% |
116-29 |
| High |
118-02 |
117-12 |
-0-22 |
-0.6% |
118-04 |
| Low |
116-20 |
116-12 |
-0-08 |
-0.2% |
115-25 |
| Close |
117-27 |
117-03 |
-0-24 |
-0.6% |
117-27 |
| Range |
1-14 |
1-00 |
-0-14 |
-30.4% |
2-11 |
| ATR |
1-07 |
1-07 |
0-01 |
1.5% |
0-00 |
| Volume |
14 |
223 |
209 |
1,492.9% |
182 |
|
| Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-30 |
119-17 |
117-21 |
|
| R3 |
118-30 |
118-17 |
117-12 |
|
| R2 |
117-30 |
117-30 |
117-09 |
|
| R1 |
117-17 |
117-17 |
117-06 |
117-08 |
| PP |
116-30 |
116-30 |
116-30 |
116-26 |
| S1 |
116-17 |
116-17 |
117-00 |
116-08 |
| S2 |
115-30 |
115-30 |
116-29 |
|
| S3 |
114-30 |
115-17 |
116-26 |
|
| S4 |
113-30 |
114-17 |
116-17 |
|
|
| 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 |
121-20 |
|
2.618 |
120-00 |
|
1.618 |
119-00 |
|
1.000 |
118-12 |
|
0.618 |
118-00 |
|
HIGH |
117-12 |
|
0.618 |
117-00 |
|
0.500 |
116-28 |
|
0.382 |
116-24 |
|
LOW |
116-12 |
|
0.618 |
115-24 |
|
1.000 |
115-12 |
|
1.618 |
114-24 |
|
2.618 |
113-24 |
|
4.250 |
112-04 |
|
|
| Fisher Pivots for day following 07-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-01 |
117-03 |
| PP |
116-30 |
117-02 |
| S1 |
116-28 |
117-02 |
|