ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 22-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
115-08 |
116-09 |
1-01 |
0.9% |
118-27 |
| High |
116-00 |
116-13 |
0-13 |
0.4% |
118-27 |
| Low |
115-03 |
115-18 |
0-15 |
0.4% |
114-13 |
| Close |
115-31 |
116-01 |
0-02 |
0.1% |
115-11 |
| Range |
0-29 |
0-27 |
-0-02 |
-6.9% |
4-14 |
| ATR |
1-05 |
1-05 |
-0-01 |
-2.0% |
0-00 |
| Volume |
42 |
80 |
38 |
90.5% |
1,456 |
|
| Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-17 |
118-04 |
116-16 |
|
| R3 |
117-22 |
117-09 |
116-08 |
|
| R2 |
116-27 |
116-27 |
116-06 |
|
| R1 |
116-14 |
116-14 |
116-03 |
116-07 |
| PP |
116-00 |
116-00 |
116-00 |
115-28 |
| S1 |
115-19 |
115-19 |
115-31 |
115-12 |
| S2 |
115-05 |
115-05 |
115-28 |
|
| S3 |
114-10 |
114-24 |
115-26 |
|
| S4 |
113-15 |
113-29 |
115-18 |
|
|
| 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 |
120-00 |
|
2.618 |
118-20 |
|
1.618 |
117-25 |
|
1.000 |
117-08 |
|
0.618 |
116-30 |
|
HIGH |
116-13 |
|
0.618 |
116-03 |
|
0.500 |
116-00 |
|
0.382 |
115-28 |
|
LOW |
115-18 |
|
0.618 |
115-01 |
|
1.000 |
114-23 |
|
1.618 |
114-06 |
|
2.618 |
113-11 |
|
4.250 |
111-31 |
|
|
| Fisher Pivots for day following 22-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-00 |
115-26 |
| PP |
116-00 |
115-20 |
| S1 |
116-00 |
115-13 |
|