ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
116-12 |
116-00 |
-0-12 |
-0.3% |
115-14 |
| High |
116-26 |
116-20 |
-0-06 |
-0.2% |
116-20 |
| Low |
115-28 |
114-18 |
-1-10 |
-1.1% |
113-20 |
| Close |
116-07 |
114-26 |
-1-13 |
-1.2% |
116-07 |
| Range |
0-30 |
2-02 |
1-04 |
120.0% |
3-00 |
| ATR |
1-06 |
1-08 |
0-02 |
5.3% |
0-00 |
| Volume |
2,021 |
1,338 |
-683 |
-33.8% |
9,958 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-17 |
120-07 |
115-30 |
|
| R3 |
119-15 |
118-05 |
115-12 |
|
| R2 |
117-13 |
117-13 |
115-06 |
|
| R1 |
116-03 |
116-03 |
115-00 |
115-23 |
| PP |
115-11 |
115-11 |
115-11 |
115-04 |
| S1 |
114-01 |
114-01 |
114-20 |
113-21 |
| S2 |
113-09 |
113-09 |
114-14 |
|
| S3 |
111-07 |
111-31 |
114-08 |
|
| S4 |
109-05 |
109-29 |
113-22 |
|
|
| 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 |
113-27 |
2-31 |
2.6% |
1-08 |
1.1% |
33% |
False |
False |
1,433 |
| 10 |
116-26 |
113-20 |
3-06 |
2.8% |
1-11 |
1.2% |
37% |
False |
False |
2,150 |
| 20 |
117-07 |
113-20 |
3-19 |
3.1% |
1-07 |
1.0% |
33% |
False |
False |
1,192 |
| 40 |
119-14 |
113-20 |
5-26 |
5.1% |
1-04 |
1.0% |
20% |
False |
False |
658 |
| 60 |
119-14 |
112-31 |
6-15 |
5.6% |
1-02 |
0.9% |
29% |
False |
False |
443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-12 |
|
2.618 |
122-01 |
|
1.618 |
119-31 |
|
1.000 |
118-22 |
|
0.618 |
117-29 |
|
HIGH |
116-20 |
|
0.618 |
115-27 |
|
0.500 |
115-19 |
|
0.382 |
115-11 |
|
LOW |
114-18 |
|
0.618 |
113-09 |
|
1.000 |
112-16 |
|
1.618 |
111-07 |
|
2.618 |
109-05 |
|
4.250 |
105-26 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-19 |
115-22 |
| PP |
115-11 |
115-13 |
| S1 |
115-02 |
115-03 |
|