ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-14 |
114-28 |
-0-18 |
-0.5% |
114-17 |
| High |
115-16 |
115-19 |
0-03 |
0.1% |
116-26 |
| Low |
114-16 |
113-20 |
-0-28 |
-0.8% |
114-04 |
| Close |
115-03 |
114-11 |
-0-24 |
-0.7% |
115-07 |
| Range |
1-00 |
1-31 |
0-31 |
96.9% |
2-22 |
| ATR |
1-05 |
1-07 |
0-02 |
4.9% |
0-00 |
| Volume |
5,160 |
988 |
-4,172 |
-80.9% |
8,738 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-14 |
119-11 |
115-14 |
|
| R3 |
118-15 |
117-12 |
114-28 |
|
| R2 |
116-16 |
116-16 |
114-23 |
|
| R1 |
115-13 |
115-13 |
114-17 |
114-31 |
| PP |
114-17 |
114-17 |
114-17 |
114-10 |
| S1 |
113-14 |
113-14 |
114-05 |
113-00 |
| S2 |
112-18 |
112-18 |
113-31 |
|
| S3 |
110-19 |
111-15 |
113-26 |
|
| S4 |
108-20 |
109-16 |
113-08 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-26 |
113-20 |
3-06 |
2.8% |
1-15 |
1.3% |
23% |
False |
True |
2,867 |
| 10 |
116-26 |
113-20 |
3-06 |
2.8% |
1-08 |
1.1% |
23% |
False |
True |
1,569 |
| 20 |
118-27 |
113-20 |
5-07 |
4.6% |
1-05 |
1.0% |
14% |
False |
True |
929 |
| 40 |
119-14 |
113-20 |
5-26 |
5.1% |
1-03 |
0.9% |
12% |
False |
True |
481 |
| 60 |
119-14 |
112-31 |
6-15 |
5.7% |
1-00 |
0.9% |
21% |
False |
False |
329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-31 |
|
2.618 |
120-24 |
|
1.618 |
118-25 |
|
1.000 |
117-18 |
|
0.618 |
116-26 |
|
HIGH |
115-19 |
|
0.618 |
114-27 |
|
0.500 |
114-20 |
|
0.382 |
114-12 |
|
LOW |
113-20 |
|
0.618 |
112-13 |
|
1.000 |
111-21 |
|
1.618 |
110-14 |
|
2.618 |
108-15 |
|
4.250 |
105-08 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-20 |
115-04 |
| PP |
114-17 |
114-27 |
| S1 |
114-14 |
114-19 |
|