ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 09-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2008 |
09-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
117-13 |
116-25 |
-0-20 |
-0.5% |
116-29 |
| High |
117-29 |
118-14 |
0-17 |
0.5% |
118-04 |
| Low |
117-02 |
116-25 |
-0-09 |
-0.2% |
115-25 |
| Close |
117-05 |
118-10 |
1-05 |
1.0% |
117-27 |
| Range |
0-27 |
1-21 |
0-26 |
96.3% |
2-11 |
| ATR |
1-06 |
1-08 |
0-01 |
2.7% |
0-00 |
| Volume |
38 |
869 |
831 |
2,186.8% |
182 |
|
| Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-26 |
122-07 |
119-07 |
|
| R3 |
121-05 |
120-18 |
118-25 |
|
| R2 |
119-16 |
119-16 |
118-20 |
|
| R1 |
118-29 |
118-29 |
118-15 |
119-06 |
| PP |
117-27 |
117-27 |
117-27 |
118-00 |
| S1 |
117-08 |
117-08 |
118-05 |
117-18 |
| S2 |
116-06 |
116-06 |
118-00 |
|
| S3 |
114-17 |
115-19 |
117-27 |
|
| S4 |
112-28 |
113-30 |
117-13 |
|
|
| 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 |
125-15 |
|
2.618 |
122-25 |
|
1.618 |
121-04 |
|
1.000 |
120-03 |
|
0.618 |
119-15 |
|
HIGH |
118-14 |
|
0.618 |
117-26 |
|
0.500 |
117-20 |
|
0.382 |
117-13 |
|
LOW |
116-25 |
|
0.618 |
115-24 |
|
1.000 |
115-04 |
|
1.618 |
114-03 |
|
2.618 |
112-14 |
|
4.250 |
109-24 |
|
|
| Fisher Pivots for day following 09-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-02 |
118-00 |
| PP |
117-27 |
117-23 |
| S1 |
117-20 |
117-13 |
|