ECBOT 30 Year Treasury Bond Future September 2008
Trading Metrics calculated at close of trading on 11-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
118-12 |
118-07 |
-0-05 |
-0.1% |
117-07 |
High |
118-17 |
118-26 |
0-09 |
0.2% |
118-26 |
Low |
117-16 |
118-07 |
0-23 |
0.6% |
116-12 |
Close |
117-29 |
118-18 |
0-21 |
0.6% |
118-18 |
Range |
1-01 |
0-19 |
-0-14 |
-42.4% |
2-14 |
ATR |
1-07 |
1-06 |
-0-01 |
-1.8% |
0-00 |
Volume |
373 |
76 |
-297 |
-79.6% |
1,579 |
|
Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-10 |
120-01 |
118-28 |
|
R3 |
119-23 |
119-14 |
118-23 |
|
R2 |
119-04 |
119-04 |
118-21 |
|
R1 |
118-27 |
118-27 |
118-20 |
119-00 |
PP |
118-17 |
118-17 |
118-17 |
118-19 |
S1 |
118-08 |
118-08 |
118-16 |
118-12 |
S2 |
117-30 |
117-30 |
118-15 |
|
S3 |
117-11 |
117-21 |
118-13 |
|
S4 |
116-24 |
117-02 |
118-08 |
|
|
Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-07 |
124-11 |
119-29 |
|
R3 |
122-25 |
121-29 |
119-07 |
|
R2 |
120-11 |
120-11 |
119-00 |
|
R1 |
119-15 |
119-15 |
118-25 |
119-29 |
PP |
117-29 |
117-29 |
117-29 |
118-04 |
S1 |
117-01 |
117-01 |
118-11 |
117-15 |
S2 |
115-15 |
115-15 |
118-04 |
|
S3 |
113-01 |
114-19 |
117-29 |
|
S4 |
110-19 |
112-05 |
117-07 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-11 |
2.618 |
120-12 |
1.618 |
119-25 |
1.000 |
119-13 |
0.618 |
119-06 |
HIGH |
118-26 |
0.618 |
118-19 |
0.500 |
118-16 |
0.382 |
118-14 |
LOW |
118-07 |
0.618 |
117-27 |
1.000 |
117-20 |
1.618 |
117-08 |
2.618 |
116-21 |
4.250 |
115-22 |
|
|
Fisher Pivots for day following 11-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
118-18 |
118-10 |
PP |
118-17 |
118-02 |
S1 |
118-16 |
117-26 |
|