ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 12-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
| Open |
116-06 |
116-12 |
0-06 |
0.2% |
115-14 |
| High |
116-20 |
116-26 |
0-06 |
0.2% |
116-20 |
| Low |
115-29 |
115-28 |
-0-01 |
0.0% |
113-20 |
| Close |
116-07 |
116-07 |
0-00 |
0.0% |
116-07 |
| Range |
0-23 |
0-30 |
0-07 |
30.4% |
3-00 |
| ATR |
1-07 |
1-06 |
-0-01 |
-1.6% |
0-00 |
| Volume |
831 |
2,021 |
1,190 |
143.2% |
9,958 |
|
| Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-04 |
118-19 |
116-24 |
|
| R3 |
118-06 |
117-21 |
116-15 |
|
| R2 |
117-08 |
117-08 |
116-12 |
|
| R1 |
116-23 |
116-23 |
116-10 |
116-16 |
| PP |
116-10 |
116-10 |
116-10 |
116-06 |
| S1 |
115-25 |
115-25 |
116-04 |
115-18 |
| S2 |
115-12 |
115-12 |
116-02 |
|
| S3 |
114-14 |
114-27 |
115-31 |
|
| S4 |
113-16 |
113-29 |
115-22 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-16 |
123-11 |
117-28 |
|
| R3 |
121-16 |
120-11 |
117-01 |
|
| R2 |
118-16 |
118-16 |
116-25 |
|
| R1 |
117-11 |
117-11 |
116-16 |
117-30 |
| PP |
115-16 |
115-16 |
115-16 |
115-25 |
| S1 |
114-11 |
114-11 |
115-30 |
114-30 |
| S2 |
112-16 |
112-16 |
115-21 |
|
| S3 |
109-16 |
111-11 |
115-13 |
|
| S4 |
106-16 |
108-11 |
114-18 |
|
|
| 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 |
2.7% |
1-07 |
1.1% |
81% |
True |
False |
1,363 |
| 10 |
116-26 |
113-20 |
3-06 |
2.7% |
1-07 |
1.1% |
81% |
True |
False |
2,042 |
| 20 |
117-29 |
113-20 |
4-09 |
3.7% |
1-05 |
1.0% |
61% |
False |
False |
1,153 |
| 40 |
119-14 |
113-20 |
5-26 |
5.0% |
1-03 |
0.9% |
45% |
False |
False |
625 |
| 60 |
119-14 |
112-31 |
6-15 |
5.6% |
1-00 |
0.9% |
50% |
False |
False |
421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-26 |
|
2.618 |
119-09 |
|
1.618 |
118-11 |
|
1.000 |
117-24 |
|
0.618 |
117-13 |
|
HIGH |
116-26 |
|
0.618 |
116-15 |
|
0.500 |
116-11 |
|
0.382 |
116-07 |
|
LOW |
115-28 |
|
0.618 |
115-09 |
|
1.000 |
114-30 |
|
1.618 |
114-11 |
|
2.618 |
113-13 |
|
4.250 |
111-28 |
|
|
| Fisher Pivots for day following 12-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-11 |
116-02 |
| PP |
116-10 |
115-29 |
| S1 |
116-08 |
115-24 |
|