ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 01-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-13 |
115-26 |
0-13 |
0.4% |
115-08 |
| High |
116-03 |
116-26 |
0-23 |
0.6% |
116-14 |
| Low |
114-29 |
115-18 |
0-21 |
0.6% |
114-07 |
| Close |
115-25 |
116-02 |
0-09 |
0.2% |
114-16 |
| Range |
1-06 |
1-08 |
0-02 |
5.3% |
2-07 |
| ATR |
1-04 |
1-04 |
0-00 |
0.9% |
0-00 |
| Volume |
5,933 |
915 |
-5,018 |
-84.6% |
929 |
|
| Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-29 |
119-07 |
116-24 |
|
| R3 |
118-21 |
117-31 |
116-13 |
|
| R2 |
117-13 |
117-13 |
116-09 |
|
| R1 |
116-23 |
116-23 |
116-06 |
117-02 |
| PP |
116-05 |
116-05 |
116-05 |
116-10 |
| S1 |
115-15 |
115-15 |
115-30 |
115-26 |
| S2 |
114-29 |
114-29 |
115-27 |
|
| S3 |
113-21 |
114-07 |
115-23 |
|
| S4 |
112-13 |
112-31 |
115-12 |
|
|
| 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 |
122-04 |
|
2.618 |
120-03 |
|
1.618 |
118-27 |
|
1.000 |
118-02 |
|
0.618 |
117-19 |
|
HIGH |
116-26 |
|
0.618 |
116-11 |
|
0.500 |
116-06 |
|
0.382 |
116-01 |
|
LOW |
115-18 |
|
0.618 |
114-25 |
|
1.000 |
114-10 |
|
1.618 |
113-17 |
|
2.618 |
112-09 |
|
4.250 |
110-08 |
|
|
| Fisher Pivots for day following 01-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-06 |
116-00 |
| PP |
116-05 |
115-30 |
| S1 |
116-03 |
115-28 |
|