ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 03-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
113-08 |
114-05 |
0-29 |
0.8% |
115-28 |
| High |
114-14 |
115-06 |
0-25 |
0.7% |
115-29 |
| Low |
113-06 |
113-16 |
0-09 |
0.2% |
112-14 |
| Close |
114-04 |
115-00 |
0-28 |
0.8% |
113-16 |
| Range |
1-07 |
1-23 |
0-16 |
41.0% |
3-15 |
| ATR |
1-06 |
1-07 |
0-01 |
3.2% |
0-00 |
| Volume |
410,315 |
338,254 |
-72,061 |
-17.6% |
1,151,956 |
|
| Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-23 |
119-02 |
115-30 |
|
| R3 |
118-00 |
117-11 |
115-15 |
|
| R2 |
116-09 |
116-09 |
115-10 |
|
| R1 |
115-20 |
115-20 |
115-05 |
115-30 |
| PP |
114-18 |
114-18 |
114-18 |
114-23 |
| S1 |
113-29 |
113-29 |
114-26 |
114-08 |
| S2 |
112-27 |
112-27 |
114-21 |
|
| S3 |
111-04 |
112-06 |
114-16 |
|
| S4 |
109-13 |
110-15 |
114-01 |
|
|
| 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 |
115-06 |
112-14 |
2-24 |
2.4% |
1-10 |
1.1% |
92% |
True |
False |
354,067 |
| 10 |
116-15 |
112-14 |
4-01 |
3.5% |
1-07 |
1.0% |
63% |
False |
False |
205,667 |
| 20 |
116-26 |
112-14 |
4-12 |
3.8% |
1-07 |
1.1% |
58% |
False |
False |
106,287 |
| 40 |
118-27 |
112-14 |
6-13 |
5.6% |
1-06 |
1.0% |
40% |
False |
False |
53,608 |
| 60 |
119-14 |
112-14 |
7-00 |
6.1% |
1-04 |
1.0% |
36% |
False |
False |
35,749 |
| 80 |
119-14 |
112-14 |
7-00 |
6.1% |
1-01 |
0.9% |
36% |
False |
False |
26,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-16 |
|
2.618 |
119-22 |
|
1.618 |
117-31 |
|
1.000 |
116-30 |
|
0.618 |
116-08 |
|
HIGH |
115-06 |
|
0.618 |
114-17 |
|
0.500 |
114-11 |
|
0.382 |
114-05 |
|
LOW |
113-16 |
|
0.618 |
112-14 |
|
1.000 |
111-24 |
|
1.618 |
110-23 |
|
2.618 |
109-00 |
|
4.250 |
106-06 |
|
|
| Fisher Pivots for day following 03-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-25 |
114-22 |
| PP |
114-18 |
114-12 |
| S1 |
114-11 |
114-03 |
|