ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 28-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
115-00 |
114-17 |
-0-15 |
-0.4% |
115-08 |
| High |
115-00 |
115-01 |
0-01 |
0.0% |
116-14 |
| Low |
114-07 |
114-04 |
-0-03 |
-0.1% |
114-07 |
| Close |
114-16 |
114-30 |
0-14 |
0.4% |
114-16 |
| Range |
0-25 |
0-29 |
0-04 |
16.0% |
2-07 |
| ATR |
1-05 |
1-04 |
-0-01 |
-1.5% |
0-00 |
| Volume |
192 |
290 |
98 |
51.0% |
929 |
|
| Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-13 |
117-03 |
115-14 |
|
| R3 |
116-16 |
116-06 |
115-06 |
|
| R2 |
115-19 |
115-19 |
115-03 |
|
| R1 |
115-09 |
115-09 |
115-01 |
115-14 |
| PP |
114-22 |
114-22 |
114-22 |
114-25 |
| S1 |
114-12 |
114-12 |
114-27 |
114-17 |
| S2 |
113-25 |
113-25 |
114-25 |
|
| S3 |
112-28 |
113-15 |
114-22 |
|
| S4 |
111-31 |
112-18 |
114-14 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-23 |
120-10 |
115-23 |
|
| R3 |
119-16 |
118-03 |
115-04 |
|
| R2 |
117-09 |
117-09 |
114-29 |
|
| R1 |
115-28 |
115-28 |
114-23 |
115-15 |
| PP |
115-02 |
115-02 |
115-02 |
114-27 |
| S1 |
113-21 |
113-21 |
114-09 |
113-08 |
| S2 |
112-27 |
112-27 |
114-03 |
|
| S3 |
110-20 |
111-14 |
113-28 |
|
| S4 |
108-13 |
109-07 |
113-09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-28 |
|
2.618 |
117-13 |
|
1.618 |
116-16 |
|
1.000 |
115-30 |
|
0.618 |
115-19 |
|
HIGH |
115-01 |
|
0.618 |
114-22 |
|
0.500 |
114-18 |
|
0.382 |
114-15 |
|
LOW |
114-04 |
|
0.618 |
113-18 |
|
1.000 |
113-07 |
|
1.618 |
112-21 |
|
2.618 |
111-24 |
|
4.250 |
110-09 |
|
|
| Fisher Pivots for day following 28-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-26 |
115-02 |
| PP |
114-22 |
115-01 |
| S1 |
114-18 |
114-31 |
|