ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 11-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
114-01 |
113-10 |
-0-23 |
-0.6% |
113-08 |
| High |
114-07 |
114-07 |
0-00 |
0.0% |
115-14 |
| Low |
113-00 |
113-02 |
0-02 |
0.0% |
113-04 |
| Close |
113-11 |
113-14 |
0-04 |
0.1% |
114-14 |
| Range |
1-07 |
1-06 |
-0-02 |
-3.8% |
2-09 |
| ATR |
1-10 |
1-09 |
0-00 |
-0.7% |
0-00 |
| Volume |
434,666 |
355,495 |
-79,171 |
-18.2% |
1,918,813 |
|
| Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-03 |
116-14 |
114-03 |
|
| R3 |
115-29 |
115-09 |
113-25 |
|
| R2 |
114-24 |
114-24 |
113-21 |
|
| R1 |
114-03 |
114-03 |
113-18 |
114-14 |
| PP |
113-18 |
113-18 |
113-18 |
113-24 |
| S1 |
112-30 |
112-30 |
113-11 |
113-08 |
| S2 |
112-13 |
112-13 |
113-08 |
|
| S3 |
111-07 |
111-24 |
113-04 |
|
| S4 |
110-02 |
110-19 |
112-26 |
|
|
| 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 |
115-00 |
113-00 |
2-00 |
1.8% |
1-12 |
1.2% |
23% |
False |
False |
398,751 |
| 10 |
115-14 |
112-14 |
3-00 |
2.6% |
1-12 |
1.2% |
34% |
False |
False |
393,382 |
| 20 |
116-15 |
112-14 |
4-01 |
3.6% |
1-08 |
1.1% |
25% |
False |
False |
225,311 |
| 40 |
116-26 |
112-14 |
4-12 |
3.9% |
1-07 |
1.1% |
23% |
False |
False |
113,282 |
| 60 |
119-14 |
112-14 |
7-00 |
6.2% |
1-06 |
1.0% |
15% |
False |
False |
75,574 |
| 80 |
119-14 |
112-14 |
7-00 |
6.2% |
1-04 |
1.0% |
15% |
False |
False |
56,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-06 |
|
2.618 |
117-09 |
|
1.618 |
116-04 |
|
1.000 |
115-12 |
|
0.618 |
114-30 |
|
HIGH |
114-07 |
|
0.618 |
113-25 |
|
0.500 |
113-20 |
|
0.382 |
113-16 |
|
LOW |
113-02 |
|
0.618 |
112-10 |
|
1.000 |
111-28 |
|
1.618 |
111-05 |
|
2.618 |
109-31 |
|
4.250 |
108-02 |
|
|
| Fisher Pivots for day following 11-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-20 |
114-00 |
| PP |
113-18 |
113-26 |
| S1 |
113-16 |
113-20 |
|