ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 09-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
113-10 |
114-25 |
1-15 |
1.3% |
113-08 |
| High |
114-27 |
115-00 |
0-05 |
0.1% |
115-14 |
| Low |
113-06 |
113-14 |
0-08 |
0.2% |
113-04 |
| Close |
114-14 |
114-10 |
-0-04 |
-0.1% |
114-14 |
| Range |
1-22 |
1-18 |
-0-04 |
-6.5% |
2-09 |
| ATR |
1-09 |
1-10 |
0-01 |
1.6% |
0-00 |
| Volume |
381,489 |
429,172 |
47,683 |
12.5% |
1,918,813 |
|
| Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-30 |
118-06 |
115-06 |
|
| R3 |
117-12 |
116-20 |
114-24 |
|
| R2 |
115-26 |
115-26 |
114-19 |
|
| R1 |
115-02 |
115-02 |
114-15 |
114-21 |
| PP |
114-08 |
114-08 |
114-08 |
114-02 |
| S1 |
113-16 |
113-16 |
114-05 |
113-03 |
| S2 |
112-22 |
112-22 |
114-01 |
|
| S3 |
111-04 |
111-30 |
113-28 |
|
| S4 |
109-18 |
110-12 |
113-14 |
|
|
| 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% |
1-18 |
1.4% |
51% |
False |
False |
387,534 |
| 10 |
115-29 |
112-14 |
3-15 |
3.0% |
1-12 |
1.2% |
54% |
False |
False |
341,704 |
| 20 |
116-20 |
112-14 |
4-06 |
3.7% |
1-10 |
1.1% |
45% |
False |
False |
185,967 |
| 40 |
117-29 |
112-14 |
5-15 |
4.8% |
1-07 |
1.1% |
34% |
False |
False |
93,560 |
| 60 |
119-14 |
112-14 |
7-00 |
6.1% |
1-05 |
1.0% |
27% |
False |
False |
62,405 |
| 80 |
119-14 |
112-14 |
7-00 |
6.1% |
1-03 |
1.0% |
27% |
False |
False |
46,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-20 |
|
2.618 |
119-03 |
|
1.618 |
117-17 |
|
1.000 |
116-18 |
|
0.618 |
115-31 |
|
HIGH |
115-00 |
|
0.618 |
114-13 |
|
0.500 |
114-07 |
|
0.382 |
114-01 |
|
LOW |
113-14 |
|
0.618 |
112-15 |
|
1.000 |
111-28 |
|
1.618 |
110-29 |
|
2.618 |
109-11 |
|
4.250 |
106-26 |
|
|
| Fisher Pivots for day following 09-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-09 |
114-07 |
| PP |
114-08 |
114-05 |
| S1 |
114-07 |
114-02 |
|