ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 21-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-21 |
116-09 |
0-20 |
0.5% |
116-12 |
| High |
116-12 |
116-15 |
0-03 |
0.1% |
116-26 |
| Low |
115-16 |
115-21 |
0-05 |
0.1% |
114-04 |
| Close |
116-11 |
116-01 |
-0-10 |
-0.3% |
115-15 |
| Range |
0-28 |
0-26 |
-0-02 |
-7.1% |
2-22 |
| ATR |
1-07 |
1-06 |
-0-01 |
-2.4% |
0-00 |
| Volume |
32,067 |
21,102 |
-10,965 |
-34.2% |
17,390 |
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-16 |
118-02 |
116-15 |
|
| R3 |
117-22 |
117-08 |
116-08 |
|
| R2 |
116-28 |
116-28 |
116-06 |
|
| R1 |
116-14 |
116-14 |
116-03 |
116-08 |
| PP |
116-02 |
116-02 |
116-02 |
115-30 |
| S1 |
115-20 |
115-20 |
115-31 |
115-14 |
| S2 |
115-08 |
115-08 |
115-28 |
|
| S3 |
114-14 |
114-26 |
115-26 |
|
| S4 |
113-20 |
114-00 |
115-19 |
|
|
| 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 |
116-15 |
114-09 |
2-06 |
1.9% |
1-04 |
1.0% |
80% |
True |
False |
16,216 |
| 10 |
116-26 |
114-04 |
2-22 |
2.3% |
1-06 |
1.0% |
71% |
False |
False |
8,829 |
| 20 |
116-26 |
113-20 |
3-06 |
2.7% |
1-07 |
1.0% |
75% |
False |
False |
5,283 |
| 40 |
118-27 |
113-20 |
5-07 |
4.5% |
1-05 |
1.0% |
46% |
False |
False |
2,730 |
| 60 |
119-14 |
113-12 |
6-02 |
5.2% |
1-03 |
0.9% |
44% |
False |
False |
1,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-30 |
|
2.618 |
118-19 |
|
1.618 |
117-25 |
|
1.000 |
117-09 |
|
0.618 |
116-31 |
|
HIGH |
116-15 |
|
0.618 |
116-05 |
|
0.500 |
116-02 |
|
0.382 |
115-31 |
|
LOW |
115-21 |
|
0.618 |
115-05 |
|
1.000 |
114-27 |
|
1.618 |
114-11 |
|
2.618 |
113-17 |
|
4.250 |
112-06 |
|
|
| Fisher Pivots for day following 21-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-02 |
115-30 |
| PP |
116-02 |
115-26 |
| S1 |
116-01 |
115-23 |
|