ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 07-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114-28 |
114-02 |
-0-26 |
-0.7% |
114-17 |
| High |
115-19 |
114-31 |
-0-20 |
-0.5% |
116-26 |
| Low |
113-20 |
113-27 |
0-07 |
0.2% |
114-04 |
| Close |
114-11 |
114-23 |
0-12 |
0.3% |
115-07 |
| Range |
1-31 |
1-04 |
-0-27 |
-42.9% |
2-22 |
| ATR |
1-07 |
1-07 |
0-00 |
-0.6% |
0-00 |
| Volume |
988 |
1,888 |
900 |
91.1% |
8,738 |
|
| Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-28 |
117-14 |
115-11 |
|
| R3 |
116-24 |
116-10 |
115-01 |
|
| R2 |
115-20 |
115-20 |
114-30 |
|
| R1 |
115-06 |
115-06 |
114-26 |
115-13 |
| PP |
114-16 |
114-16 |
114-16 |
114-20 |
| S1 |
114-02 |
114-02 |
114-20 |
114-09 |
| S2 |
113-12 |
113-12 |
114-16 |
|
| S3 |
112-08 |
112-30 |
114-13 |
|
| S4 |
111-04 |
111-26 |
114-03 |
|
|
| 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% |
1-14 |
1.3% |
34% |
False |
False |
2,058 |
| 10 |
116-26 |
113-20 |
3-06 |
2.8% |
1-08 |
1.1% |
34% |
False |
False |
1,736 |
| 20 |
118-27 |
113-20 |
5-07 |
4.5% |
1-04 |
1.0% |
21% |
False |
False |
980 |
| 40 |
119-14 |
113-20 |
5-26 |
5.1% |
1-03 |
1.0% |
19% |
False |
False |
527 |
| 60 |
119-14 |
112-31 |
6-15 |
5.6% |
1-00 |
0.9% |
27% |
False |
False |
360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-24 |
|
2.618 |
117-29 |
|
1.618 |
116-25 |
|
1.000 |
116-03 |
|
0.618 |
115-21 |
|
HIGH |
114-31 |
|
0.618 |
114-17 |
|
0.500 |
114-13 |
|
0.382 |
114-09 |
|
LOW |
113-27 |
|
0.618 |
113-05 |
|
1.000 |
112-23 |
|
1.618 |
112-01 |
|
2.618 |
110-29 |
|
4.250 |
109-02 |
|
|
| Fisher Pivots for day following 07-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-20 |
114-22 |
| PP |
114-16 |
114-21 |
| S1 |
114-13 |
114-20 |
|