ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 06-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
114-02 |
113-10 |
-0-24 |
-0.7% |
113-08 |
| High |
114-12 |
114-27 |
0-16 |
0.4% |
115-14 |
| Low |
113-04 |
113-06 |
0-01 |
0.0% |
113-04 |
| Close |
113-14 |
114-14 |
1-00 |
0.9% |
114-14 |
| Range |
1-07 |
1-22 |
0-14 |
37.2% |
2-09 |
| ATR |
1-08 |
1-09 |
0-01 |
2.4% |
0-00 |
| Volume |
392,935 |
381,489 |
-11,446 |
-2.9% |
1,918,813 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-05 |
118-15 |
115-11 |
|
| R3 |
117-16 |
116-26 |
114-29 |
|
| R2 |
115-26 |
115-26 |
114-24 |
|
| R1 |
115-04 |
115-04 |
114-19 |
115-15 |
| PP |
114-05 |
114-05 |
114-05 |
114-10 |
| S1 |
113-15 |
113-15 |
114-09 |
113-26 |
| S2 |
112-15 |
112-15 |
114-04 |
|
| S3 |
110-26 |
111-25 |
113-31 |
|
| S4 |
109-04 |
110-04 |
113-17 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-06 |
120-03 |
115-22 |
|
| R3 |
118-29 |
117-26 |
115-02 |
|
| R2 |
116-20 |
116-20 |
114-27 |
|
| R1 |
115-17 |
115-17 |
114-21 |
116-02 |
| PP |
114-11 |
114-11 |
114-11 |
114-19 |
| S1 |
113-08 |
113-08 |
114-07 |
113-25 |
| S2 |
112-02 |
112-02 |
114-01 |
|
| S3 |
109-25 |
110-31 |
113-26 |
|
| S4 |
107-16 |
108-22 |
113-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-14 |
113-04 |
2-09 |
2.0% |
1-16 |
1.3% |
57% |
False |
False |
383,762 |
| 10 |
115-29 |
112-14 |
3-15 |
3.0% |
1-08 |
1.1% |
58% |
False |
False |
307,076 |
| 20 |
116-26 |
112-14 |
4-12 |
3.8% |
1-09 |
1.1% |
46% |
False |
False |
164,609 |
| 40 |
118-27 |
112-14 |
6-13 |
5.6% |
1-07 |
1.1% |
31% |
False |
False |
82,831 |
| 60 |
119-14 |
112-14 |
7-00 |
6.1% |
1-05 |
1.0% |
29% |
False |
False |
55,253 |
| 80 |
119-14 |
112-14 |
7-00 |
6.1% |
1-03 |
0.9% |
29% |
False |
False |
41,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-30 |
|
2.618 |
119-07 |
|
1.618 |
117-18 |
|
1.000 |
116-16 |
|
0.618 |
115-28 |
|
HIGH |
114-27 |
|
0.618 |
114-07 |
|
0.500 |
114-00 |
|
0.382 |
113-26 |
|
LOW |
113-06 |
|
0.618 |
112-04 |
|
1.000 |
111-16 |
|
1.618 |
110-15 |
|
2.618 |
108-25 |
|
4.250 |
106-02 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-09 |
114-12 |
| PP |
114-05 |
114-11 |
| S1 |
114-00 |
114-09 |
|