ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 14-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
| Open |
116-00 |
114-19 |
-1-13 |
-1.2% |
115-14 |
| High |
116-20 |
115-13 |
-1-07 |
-1.0% |
116-20 |
| Low |
114-18 |
114-04 |
-0-14 |
-0.4% |
113-20 |
| Close |
114-26 |
114-15 |
-0-11 |
-0.3% |
116-07 |
| Range |
2-02 |
1-09 |
-0-25 |
-37.9% |
3-00 |
| ATR |
1-08 |
1-08 |
0-00 |
0.2% |
0-00 |
| Volume |
1,338 |
1,936 |
598 |
44.7% |
9,958 |
|
| Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-16 |
117-25 |
115-06 |
|
| R3 |
117-07 |
116-16 |
114-26 |
|
| R2 |
115-30 |
115-30 |
114-23 |
|
| R1 |
115-07 |
115-07 |
114-19 |
114-30 |
| PP |
114-21 |
114-21 |
114-21 |
114-17 |
| S1 |
113-30 |
113-30 |
114-11 |
113-21 |
| S2 |
113-12 |
113-12 |
114-07 |
|
| S3 |
112-03 |
112-21 |
114-04 |
|
| S4 |
110-26 |
111-12 |
113-24 |
|
|
| 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 |
114-04 |
2-22 |
2.3% |
1-09 |
1.1% |
13% |
False |
True |
1,443 |
| 10 |
116-26 |
113-20 |
3-06 |
2.8% |
1-12 |
1.2% |
26% |
False |
False |
1,750 |
| 20 |
116-26 |
113-20 |
3-06 |
2.8% |
1-06 |
1.0% |
26% |
False |
False |
1,253 |
| 40 |
119-14 |
113-20 |
5-26 |
5.1% |
1-04 |
1.0% |
15% |
False |
False |
706 |
| 60 |
119-14 |
112-31 |
6-15 |
5.7% |
1-02 |
0.9% |
23% |
False |
False |
475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-27 |
|
2.618 |
118-24 |
|
1.618 |
117-15 |
|
1.000 |
116-22 |
|
0.618 |
116-06 |
|
HIGH |
115-13 |
|
0.618 |
114-29 |
|
0.500 |
114-24 |
|
0.382 |
114-20 |
|
LOW |
114-04 |
|
0.618 |
113-11 |
|
1.000 |
112-27 |
|
1.618 |
112-02 |
|
2.618 |
110-25 |
|
4.250 |
108-22 |
|
|
| Fisher Pivots for day following 14-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-24 |
115-15 |
| PP |
114-21 |
115-04 |
| S1 |
114-18 |
114-26 |
|