ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 14-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2008 |
14-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
118-07 |
118-27 |
0-20 |
0.5% |
117-07 |
| High |
118-26 |
118-27 |
0-01 |
0.0% |
118-26 |
| Low |
118-07 |
118-01 |
-0-06 |
-0.2% |
116-12 |
| Close |
118-18 |
118-06 |
-0-12 |
-0.3% |
118-18 |
| Range |
0-19 |
0-26 |
0-07 |
36.8% |
2-14 |
| ATR |
1-06 |
1-05 |
-0-01 |
-2.3% |
0-00 |
| Volume |
76 |
26 |
-50 |
-65.8% |
1,579 |
|
| Daily Pivots for day following 14-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-25 |
120-10 |
118-20 |
|
| R3 |
119-31 |
119-16 |
118-13 |
|
| R2 |
119-05 |
119-05 |
118-11 |
|
| R1 |
118-22 |
118-22 |
118-08 |
118-16 |
| PP |
118-11 |
118-11 |
118-11 |
118-09 |
| S1 |
117-28 |
117-28 |
118-04 |
117-22 |
| S2 |
117-17 |
117-17 |
118-01 |
|
| S3 |
116-23 |
117-02 |
117-31 |
|
| S4 |
115-29 |
116-08 |
117-24 |
|
|
| 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 |
122-10 |
|
2.618 |
120-31 |
|
1.618 |
120-05 |
|
1.000 |
119-21 |
|
0.618 |
119-11 |
|
HIGH |
118-27 |
|
0.618 |
118-17 |
|
0.500 |
118-14 |
|
0.382 |
118-11 |
|
LOW |
118-01 |
|
0.618 |
117-17 |
|
1.000 |
117-07 |
|
1.618 |
116-23 |
|
2.618 |
115-29 |
|
4.250 |
114-18 |
|
|
| Fisher Pivots for day following 14-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-14 |
118-06 |
| PP |
118-11 |
118-06 |
| S1 |
118-09 |
118-06 |
|