ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 18-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2008 |
18-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
116-07 |
115-02 |
-1-05 |
-1.0% |
118-27 |
| High |
116-07 |
115-22 |
-0-17 |
-0.5% |
118-27 |
| Low |
115-11 |
114-13 |
-0-30 |
-0.8% |
114-13 |
| Close |
115-18 |
115-11 |
-0-07 |
-0.2% |
115-11 |
| Range |
0-28 |
1-09 |
0-13 |
46.4% |
4-14 |
| ATR |
1-06 |
1-06 |
0-00 |
0.6% |
0-00 |
| Volume |
129 |
23 |
-106 |
-82.2% |
1,456 |
|
| Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-00 |
118-14 |
116-02 |
|
| R3 |
117-23 |
117-05 |
115-22 |
|
| R2 |
116-14 |
116-14 |
115-19 |
|
| R1 |
115-28 |
115-28 |
115-15 |
116-05 |
| PP |
115-05 |
115-05 |
115-05 |
115-09 |
| S1 |
114-19 |
114-19 |
115-07 |
114-28 |
| S2 |
113-28 |
113-28 |
115-03 |
|
| S3 |
112-19 |
113-10 |
115-00 |
|
| S4 |
111-10 |
112-01 |
114-20 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-16 |
126-28 |
117-25 |
|
| R3 |
125-02 |
122-14 |
116-18 |
|
| R2 |
120-20 |
120-20 |
116-05 |
|
| R1 |
118-00 |
118-00 |
115-24 |
117-03 |
| PP |
116-06 |
116-06 |
116-06 |
115-24 |
| S1 |
113-18 |
113-18 |
114-30 |
112-21 |
| S2 |
111-24 |
111-24 |
114-17 |
|
| S3 |
107-10 |
109-04 |
114-04 |
|
| S4 |
102-28 |
104-22 |
112-29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-04 |
|
2.618 |
119-01 |
|
1.618 |
117-24 |
|
1.000 |
116-31 |
|
0.618 |
116-15 |
|
HIGH |
115-22 |
|
0.618 |
115-06 |
|
0.500 |
115-02 |
|
0.382 |
114-29 |
|
LOW |
114-13 |
|
0.618 |
113-20 |
|
1.000 |
113-04 |
|
1.618 |
112-11 |
|
2.618 |
111-02 |
|
4.250 |
108-31 |
|
|
| Fisher Pivots for day following 18-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-08 |
115-26 |
| PP |
115-05 |
115-21 |
| S1 |
115-02 |
115-16 |
|