ECBOT 30 Year Treasury Bond Future September 2008
Trading Metrics calculated at close of trading on 29-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
114-17 |
115-07 |
0-22 |
0.6% |
115-08 |
High |
115-01 |
115-23 |
0-22 |
0.6% |
116-14 |
Low |
114-04 |
115-00 |
0-28 |
0.8% |
114-07 |
Close |
114-30 |
115-00 |
0-02 |
0.1% |
114-16 |
Range |
0-29 |
0-23 |
-0-06 |
-20.7% |
2-07 |
ATR |
1-04 |
1-03 |
-0-01 |
-2.2% |
0-00 |
Volume |
290 |
259 |
-31 |
-10.7% |
929 |
|
Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-13 |
116-29 |
115-13 |
|
R3 |
116-22 |
116-06 |
115-06 |
|
R2 |
115-31 |
115-31 |
115-04 |
|
R1 |
115-15 |
115-15 |
115-02 |
115-12 |
PP |
115-08 |
115-08 |
115-08 |
115-06 |
S1 |
114-24 |
114-24 |
114-30 |
114-20 |
S2 |
114-17 |
114-17 |
114-28 |
|
S3 |
113-26 |
114-01 |
114-26 |
|
S4 |
113-03 |
113-10 |
114-19 |
|
|
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 |
118-25 |
2.618 |
117-19 |
1.618 |
116-28 |
1.000 |
116-14 |
0.618 |
116-05 |
HIGH |
115-23 |
0.618 |
115-14 |
0.500 |
115-12 |
0.382 |
115-09 |
LOW |
115-00 |
0.618 |
114-18 |
1.000 |
114-09 |
1.618 |
113-27 |
2.618 |
113-04 |
4.250 |
111-30 |
|
|
Fisher Pivots for day following 29-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
115-12 |
114-31 |
PP |
115-08 |
114-30 |
S1 |
115-04 |
114-30 |
|