ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114-22 |
115-19 |
0-29 |
0.8% |
116-12 |
| High |
115-23 |
116-13 |
0-22 |
0.6% |
116-26 |
| Low |
114-09 |
114-29 |
0-20 |
0.5% |
114-04 |
| Close |
115-13 |
115-15 |
0-02 |
0.1% |
115-15 |
| Range |
1-14 |
1-16 |
0-02 |
4.3% |
2-22 |
| ATR |
1-08 |
1-09 |
0-01 |
1.3% |
0-00 |
| Volume |
2,742 |
9,353 |
6,611 |
241.1% |
17,390 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-03 |
119-09 |
116-09 |
|
| R3 |
118-19 |
117-25 |
115-28 |
|
| R2 |
117-03 |
117-03 |
115-24 |
|
| R1 |
116-09 |
116-09 |
115-19 |
115-30 |
| PP |
115-19 |
115-19 |
115-19 |
115-14 |
| S1 |
114-25 |
114-25 |
115-11 |
114-14 |
| S2 |
114-03 |
114-03 |
115-06 |
|
| S3 |
112-19 |
113-09 |
115-02 |
|
| S4 |
111-03 |
111-25 |
114-21 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-17 |
122-06 |
116-30 |
|
| R3 |
120-27 |
119-16 |
116-07 |
|
| R2 |
118-05 |
118-05 |
115-31 |
|
| R1 |
116-26 |
116-26 |
115-23 |
116-04 |
| PP |
115-15 |
115-15 |
115-15 |
115-04 |
| S1 |
114-04 |
114-04 |
115-07 |
113-14 |
| S2 |
112-25 |
112-25 |
114-31 |
|
| S3 |
110-03 |
111-14 |
114-23 |
|
| S4 |
107-13 |
108-24 |
114-00 |
|
|
| 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% |
1-14 |
1.3% |
50% |
False |
False |
3,478 |
| 10 |
116-26 |
113-20 |
3-06 |
2.8% |
1-11 |
1.2% |
58% |
False |
False |
2,734 |
| 20 |
116-26 |
113-20 |
3-06 |
2.8% |
1-07 |
1.1% |
58% |
False |
False |
1,850 |
| 40 |
119-00 |
113-20 |
5-12 |
4.7% |
1-05 |
1.0% |
34% |
False |
False |
1,007 |
| 60 |
119-14 |
113-12 |
6-02 |
5.3% |
1-03 |
0.9% |
35% |
False |
False |
676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-25 |
|
2.618 |
120-11 |
|
1.618 |
118-27 |
|
1.000 |
117-29 |
|
0.618 |
117-11 |
|
HIGH |
116-13 |
|
0.618 |
115-27 |
|
0.500 |
115-21 |
|
0.382 |
115-15 |
|
LOW |
114-29 |
|
0.618 |
113-31 |
|
1.000 |
113-13 |
|
1.618 |
112-15 |
|
2.618 |
110-31 |
|
4.250 |
108-17 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-21 |
115-13 |
| PP |
115-19 |
115-11 |
| S1 |
115-17 |
115-08 |
|