ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 02-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2008 |
02-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-26 |
116-18 |
0-24 |
0.6% |
114-17 |
| High |
116-26 |
116-19 |
-0-07 |
-0.2% |
116-26 |
| Low |
115-18 |
114-22 |
-0-28 |
-0.8% |
114-04 |
| Close |
116-02 |
115-07 |
-0-27 |
-0.7% |
115-07 |
| Range |
1-08 |
1-29 |
0-21 |
52.5% |
2-22 |
| ATR |
1-04 |
1-06 |
0-02 |
5.0% |
0-00 |
| Volume |
915 |
1,341 |
426 |
46.6% |
8,738 |
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-07 |
120-04 |
116-09 |
|
| R3 |
119-10 |
118-07 |
115-24 |
|
| R2 |
117-13 |
117-13 |
115-18 |
|
| R1 |
116-10 |
116-10 |
115-13 |
115-29 |
| PP |
115-16 |
115-16 |
115-16 |
115-10 |
| S1 |
114-13 |
114-13 |
115-01 |
114-00 |
| S2 |
113-19 |
113-19 |
114-28 |
|
| S3 |
111-22 |
112-16 |
114-22 |
|
| S4 |
109-25 |
110-19 |
114-05 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-14 |
122-01 |
116-22 |
|
| R3 |
120-24 |
119-11 |
115-31 |
|
| R2 |
118-02 |
118-02 |
115-23 |
|
| R1 |
116-21 |
116-21 |
115-15 |
117-12 |
| PP |
115-12 |
115-12 |
115-12 |
115-24 |
| S1 |
113-31 |
113-31 |
114-31 |
114-22 |
| S2 |
112-22 |
112-22 |
114-23 |
|
| S3 |
110-00 |
111-09 |
114-15 |
|
| S4 |
107-10 |
108-19 |
113-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-22 |
|
2.618 |
121-19 |
|
1.618 |
119-22 |
|
1.000 |
118-16 |
|
0.618 |
117-25 |
|
HIGH |
116-19 |
|
0.618 |
115-28 |
|
0.500 |
115-20 |
|
0.382 |
115-13 |
|
LOW |
114-22 |
|
0.618 |
113-16 |
|
1.000 |
112-25 |
|
1.618 |
111-19 |
|
2.618 |
109-22 |
|
4.250 |
106-19 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-20 |
115-24 |
| PP |
115-16 |
115-18 |
| S1 |
115-12 |
115-13 |
|