ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 02-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
113-01 |
113-08 |
0-07 |
0.2% |
115-28 |
| High |
113-22 |
114-14 |
0-24 |
0.6% |
115-29 |
| Low |
112-31 |
113-06 |
0-08 |
0.2% |
112-14 |
| Close |
113-16 |
114-04 |
0-20 |
0.5% |
113-16 |
| Range |
0-23 |
1-07 |
0-16 |
69.6% |
3-15 |
| ATR |
1-06 |
1-06 |
0-00 |
0.2% |
0-00 |
| Volume |
471,481 |
410,315 |
-61,166 |
-13.0% |
1,151,956 |
|
| Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-18 |
117-02 |
114-25 |
|
| R3 |
116-11 |
115-27 |
114-14 |
|
| R2 |
115-04 |
115-04 |
114-11 |
|
| R1 |
114-20 |
114-20 |
114-07 |
114-28 |
| PP |
113-29 |
113-29 |
113-29 |
114-01 |
| S1 |
113-13 |
113-13 |
114-00 |
113-21 |
| S2 |
112-22 |
112-22 |
113-28 |
|
| S3 |
111-15 |
112-06 |
113-25 |
|
| S4 |
110-08 |
110-31 |
113-14 |
|
|
| 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 |
3.0% |
1-07 |
1.1% |
48% |
False |
False |
295,874 |
| 10 |
116-15 |
112-14 |
4-01 |
3.5% |
1-04 |
1.0% |
41% |
False |
False |
175,048 |
| 20 |
116-26 |
112-14 |
4-12 |
3.8% |
1-07 |
1.1% |
38% |
False |
False |
89,424 |
| 40 |
118-27 |
112-14 |
6-13 |
5.6% |
1-05 |
1.0% |
26% |
False |
False |
45,153 |
| 60 |
119-14 |
112-14 |
7-00 |
6.1% |
1-04 |
1.0% |
24% |
False |
False |
30,112 |
| 80 |
119-14 |
112-14 |
7-00 |
6.1% |
1-01 |
0.9% |
24% |
False |
False |
22,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-19 |
|
2.618 |
117-20 |
|
1.618 |
116-13 |
|
1.000 |
115-20 |
|
0.618 |
115-06 |
|
HIGH |
114-14 |
|
0.618 |
113-31 |
|
0.500 |
113-26 |
|
0.382 |
113-21 |
|
LOW |
113-06 |
|
0.618 |
112-14 |
|
1.000 |
112-00 |
|
1.618 |
111-07 |
|
2.618 |
110-00 |
|
4.250 |
108-01 |
|
|
| Fisher Pivots for day following 02-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-00 |
113-28 |
| PP |
113-29 |
113-21 |
| S1 |
113-26 |
113-14 |
|