ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 19-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
112-10 |
113-09 |
0-31 |
0.9% |
114-25 |
| High |
113-10 |
113-15 |
0-06 |
0.2% |
115-00 |
| Low |
112-03 |
112-10 |
0-07 |
0.2% |
111-23 |
| Close |
112-31 |
112-20 |
-0-12 |
-0.3% |
111-27 |
| Range |
1-06 |
1-05 |
-0-02 |
-3.9% |
3-09 |
| ATR |
1-07 |
1-07 |
0-00 |
-0.4% |
0-00 |
| Volume |
267,782 |
277,326 |
9,544 |
3.6% |
1,882,124 |
|
| Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-08 |
115-19 |
113-08 |
|
| R3 |
115-04 |
114-14 |
112-30 |
|
| R2 |
113-30 |
113-30 |
112-26 |
|
| R1 |
113-09 |
113-09 |
112-23 |
113-01 |
| PP |
112-26 |
112-26 |
112-26 |
112-22 |
| S1 |
112-04 |
112-04 |
112-16 |
111-28 |
| S2 |
111-20 |
111-20 |
112-13 |
|
| S3 |
110-16 |
110-31 |
112-09 |
|
| S4 |
109-10 |
109-26 |
111-31 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-22 |
120-18 |
113-21 |
|
| R3 |
119-13 |
117-09 |
112-24 |
|
| R2 |
116-04 |
116-04 |
112-14 |
|
| R1 |
114-00 |
114-00 |
112-05 |
113-14 |
| PP |
112-27 |
112-27 |
112-27 |
112-18 |
| S1 |
110-23 |
110-23 |
111-17 |
110-04 |
| S2 |
109-18 |
109-18 |
111-08 |
|
| S3 |
106-09 |
107-14 |
110-30 |
|
| S4 |
103-00 |
104-05 |
110-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-15 |
111-23 |
1-24 |
1.6% |
1-00 |
0.9% |
51% |
True |
False |
283,699 |
| 10 |
115-00 |
111-23 |
3-09 |
2.9% |
1-07 |
1.1% |
27% |
False |
False |
336,073 |
| 20 |
115-31 |
111-23 |
4-08 |
3.8% |
1-07 |
1.1% |
21% |
False |
False |
306,645 |
| 40 |
116-26 |
111-23 |
5-03 |
4.5% |
1-07 |
1.1% |
17% |
False |
False |
157,258 |
| 60 |
118-27 |
111-23 |
7-04 |
6.3% |
1-06 |
1.0% |
13% |
False |
False |
104,904 |
| 80 |
119-14 |
111-23 |
7-23 |
6.9% |
1-04 |
1.0% |
12% |
False |
False |
78,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-12 |
|
2.618 |
116-16 |
|
1.618 |
115-11 |
|
1.000 |
114-20 |
|
0.618 |
114-06 |
|
HIGH |
113-15 |
|
0.618 |
113-01 |
|
0.500 |
112-28 |
|
0.382 |
112-24 |
|
LOW |
112-10 |
|
0.618 |
111-19 |
|
1.000 |
111-05 |
|
1.618 |
110-14 |
|
2.618 |
109-09 |
|
4.250 |
107-13 |
|
|
| Fisher Pivots for day following 19-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-28 |
112-20 |
| PP |
112-26 |
112-20 |
| S1 |
112-22 |
112-20 |
|