ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 30-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113-28 |
113-01 |
-0-27 |
-0.7% |
115-28 |
| High |
113-30 |
113-22 |
-0-08 |
-0.2% |
115-29 |
| Low |
112-14 |
112-31 |
0-17 |
0.5% |
112-14 |
| Close |
113-00 |
113-16 |
0-16 |
0.4% |
113-16 |
| Range |
1-16 |
0-23 |
-0-25 |
-52.1% |
3-15 |
| ATR |
1-07 |
1-06 |
-0-01 |
-2.9% |
0-00 |
| Volume |
324,197 |
471,481 |
147,284 |
45.4% |
1,151,956 |
|
| Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-17 |
115-08 |
113-29 |
|
| R3 |
114-26 |
114-17 |
113-22 |
|
| R2 |
114-03 |
114-03 |
113-20 |
|
| R1 |
113-26 |
113-26 |
113-18 |
113-30 |
| PP |
113-12 |
113-12 |
113-12 |
113-15 |
| S1 |
113-03 |
113-03 |
113-14 |
113-08 |
| S2 |
112-21 |
112-21 |
113-12 |
|
| S3 |
111-30 |
112-12 |
113-10 |
|
| S4 |
111-07 |
111-21 |
113-03 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-11 |
122-13 |
115-13 |
|
| R3 |
120-28 |
118-30 |
114-15 |
|
| R2 |
117-13 |
117-13 |
114-04 |
|
| R1 |
115-15 |
115-15 |
113-26 |
114-22 |
| PP |
113-30 |
113-30 |
113-30 |
113-18 |
| S1 |
112-00 |
112-00 |
113-06 |
111-08 |
| S2 |
110-15 |
110-15 |
112-28 |
|
| S3 |
107-00 |
108-17 |
112-17 |
|
| S4 |
103-17 |
105-02 |
111-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-29 |
112-14 |
3-15 |
3.1% |
1-01 |
0.9% |
31% |
False |
False |
230,391 |
| 10 |
116-15 |
112-14 |
4-01 |
3.6% |
1-03 |
1.0% |
26% |
False |
False |
135,598 |
| 20 |
116-26 |
112-14 |
4-12 |
3.9% |
1-07 |
1.1% |
24% |
False |
False |
69,166 |
| 40 |
118-27 |
112-14 |
6-13 |
5.6% |
1-05 |
1.0% |
17% |
False |
False |
34,900 |
| 60 |
119-14 |
112-14 |
7-00 |
6.2% |
1-04 |
1.0% |
15% |
False |
False |
23,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-24 |
|
2.618 |
115-18 |
|
1.618 |
114-27 |
|
1.000 |
114-13 |
|
0.618 |
114-04 |
|
HIGH |
113-22 |
|
0.618 |
113-13 |
|
0.500 |
113-10 |
|
0.382 |
113-08 |
|
LOW |
112-31 |
|
0.618 |
112-17 |
|
1.000 |
112-08 |
|
1.618 |
111-26 |
|
2.618 |
111-03 |
|
4.250 |
109-29 |
|
|
| Fisher Pivots for day following 30-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-14 |
113-22 |
| PP |
113-12 |
113-20 |
| S1 |
113-10 |
113-18 |
|