ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 28-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115-28 |
114-25 |
-1-03 |
-0.9% |
115-15 |
| High |
115-29 |
114-31 |
-0-30 |
-0.8% |
116-15 |
| Low |
114-20 |
113-19 |
-1-01 |
-0.9% |
114-15 |
| Close |
114-24 |
113-27 |
-0-29 |
-0.8% |
115-30 |
| Range |
1-09 |
1-12 |
0-03 |
7.3% |
2-00 |
| ATR |
1-06 |
1-06 |
0-00 |
1.1% |
0-00 |
| Volume |
47,288 |
226,091 |
178,803 |
378.1% |
204,030 |
|
| Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-08 |
117-14 |
114-19 |
|
| R3 |
116-28 |
116-02 |
114-07 |
|
| R2 |
115-16 |
115-16 |
114-03 |
|
| R1 |
114-22 |
114-22 |
113-31 |
114-13 |
| PP |
114-04 |
114-04 |
114-04 |
114-00 |
| S1 |
113-10 |
113-10 |
113-23 |
113-01 |
| S2 |
112-24 |
112-24 |
113-19 |
|
| S3 |
111-12 |
111-30 |
113-15 |
|
| S4 |
110-00 |
110-18 |
113-03 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-20 |
120-25 |
117-01 |
|
| R3 |
119-20 |
118-25 |
116-16 |
|
| R2 |
117-20 |
117-20 |
116-10 |
|
| R1 |
116-25 |
116-25 |
116-04 |
117-06 |
| PP |
115-20 |
115-20 |
115-20 |
115-27 |
| S1 |
114-25 |
114-25 |
115-24 |
115-06 |
| S2 |
113-20 |
113-20 |
115-18 |
|
| S3 |
111-20 |
112-25 |
115-12 |
|
| S4 |
109-20 |
110-25 |
114-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-12 |
113-19 |
2-25 |
2.4% |
1-07 |
1.1% |
9% |
False |
True |
98,264 |
| 10 |
116-15 |
113-19 |
2-28 |
2.5% |
1-05 |
1.0% |
9% |
False |
True |
57,240 |
| 20 |
116-26 |
113-19 |
3-07 |
2.8% |
1-08 |
1.1% |
8% |
False |
True |
29,495 |
| 40 |
118-27 |
113-19 |
5-08 |
4.6% |
1-05 |
1.0% |
5% |
False |
True |
15,009 |
| 60 |
119-14 |
113-19 |
5-27 |
5.1% |
1-04 |
1.0% |
4% |
False |
True |
10,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-26 |
|
2.618 |
118-18 |
|
1.618 |
117-06 |
|
1.000 |
116-11 |
|
0.618 |
115-26 |
|
HIGH |
114-31 |
|
0.618 |
114-14 |
|
0.500 |
114-09 |
|
0.382 |
114-04 |
|
LOW |
113-19 |
|
0.618 |
112-24 |
|
1.000 |
112-07 |
|
1.618 |
111-12 |
|
2.618 |
110-00 |
|
4.250 |
107-24 |
|
|
| Fisher Pivots for day following 28-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-09 |
114-24 |
| PP |
114-04 |
114-14 |
| S1 |
114-00 |
114-05 |
|