ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 19-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-19 |
115-15 |
-0-04 |
-0.1% |
116-12 |
| High |
116-13 |
115-29 |
-0-16 |
-0.4% |
116-26 |
| Low |
114-29 |
114-31 |
0-02 |
0.1% |
114-04 |
| Close |
115-15 |
115-20 |
0-05 |
0.1% |
115-15 |
| Range |
1-16 |
0-30 |
-0-18 |
-37.5% |
2-22 |
| ATR |
1-09 |
1-08 |
-0-01 |
-1.9% |
0-00 |
| Volume |
9,353 |
15,818 |
6,465 |
69.1% |
17,390 |
|
| Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-10 |
117-29 |
116-04 |
|
| R3 |
117-12 |
116-31 |
115-28 |
|
| R2 |
116-14 |
116-14 |
115-26 |
|
| R1 |
116-01 |
116-01 |
115-23 |
116-08 |
| PP |
115-16 |
115-16 |
115-16 |
115-19 |
| S1 |
115-03 |
115-03 |
115-17 |
115-10 |
| S2 |
114-18 |
114-18 |
115-14 |
|
| S3 |
113-20 |
114-05 |
115-12 |
|
| S4 |
112-22 |
113-07 |
115-04 |
|
|
| 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 |
116-20 |
114-04 |
2-16 |
2.2% |
1-14 |
1.2% |
60% |
False |
False |
6,237 |
| 10 |
116-26 |
113-20 |
3-06 |
2.8% |
1-11 |
1.2% |
63% |
False |
False |
3,800 |
| 20 |
116-26 |
113-20 |
3-06 |
2.8% |
1-08 |
1.1% |
63% |
False |
False |
2,639 |
| 40 |
118-27 |
113-20 |
5-07 |
4.5% |
1-04 |
1.0% |
38% |
False |
False |
1,402 |
| 60 |
119-14 |
113-12 |
6-02 |
5.2% |
1-03 |
0.9% |
37% |
False |
False |
940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-28 |
|
2.618 |
118-12 |
|
1.618 |
117-14 |
|
1.000 |
116-27 |
|
0.618 |
116-16 |
|
HIGH |
115-29 |
|
0.618 |
115-18 |
|
0.500 |
115-14 |
|
0.382 |
115-10 |
|
LOW |
114-31 |
|
0.618 |
114-12 |
|
1.000 |
114-01 |
|
1.618 |
113-14 |
|
2.618 |
112-16 |
|
4.250 |
111-00 |
|
|
| Fisher Pivots for day following 19-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-18 |
115-17 |
| PP |
115-16 |
115-14 |
| S1 |
115-14 |
115-11 |
|