ECBOT 30 Year Treasury Bond Future September 2008
Trading Metrics calculated at close of trading on 08-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2008 |
08-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
117-07 |
117-13 |
0-06 |
0.2% |
116-29 |
High |
117-12 |
117-29 |
0-17 |
0.5% |
118-04 |
Low |
116-12 |
117-02 |
0-22 |
0.6% |
115-25 |
Close |
117-03 |
117-05 |
0-02 |
0.1% |
117-27 |
Range |
1-00 |
0-27 |
-0-05 |
-15.6% |
2-11 |
ATR |
1-07 |
1-06 |
-0-01 |
-2.2% |
0-00 |
Volume |
223 |
38 |
-185 |
-83.0% |
182 |
|
Daily Pivots for day following 08-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-29 |
119-12 |
117-20 |
|
R3 |
119-02 |
118-17 |
117-12 |
|
R2 |
118-07 |
118-07 |
117-10 |
|
R1 |
117-22 |
117-22 |
117-07 |
117-17 |
PP |
117-12 |
117-12 |
117-12 |
117-10 |
S1 |
116-27 |
116-27 |
117-03 |
116-22 |
S2 |
116-17 |
116-17 |
117-00 |
|
S3 |
115-22 |
116-00 |
116-30 |
|
S4 |
114-27 |
115-05 |
116-22 |
|
|
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 |
121-16 |
2.618 |
120-04 |
1.618 |
119-09 |
1.000 |
118-24 |
0.618 |
118-14 |
HIGH |
117-29 |
0.618 |
117-19 |
0.500 |
117-16 |
0.382 |
117-12 |
LOW |
117-02 |
0.618 |
116-17 |
1.000 |
116-07 |
1.618 |
115-22 |
2.618 |
114-27 |
4.250 |
113-15 |
|
|
Fisher Pivots for day following 08-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
117-16 |
117-07 |
PP |
117-12 |
117-06 |
S1 |
117-08 |
117-06 |
|