ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 20-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
113-09 |
112-18 |
-0-22 |
-0.6% |
112-00 |
| High |
113-15 |
113-16 |
0-02 |
0.0% |
113-16 |
| Low |
112-10 |
112-18 |
0-08 |
0.2% |
111-24 |
| Close |
112-20 |
113-14 |
0-27 |
0.7% |
113-14 |
| Range |
1-05 |
0-31 |
-0-06 |
-16.2% |
1-24 |
| ATR |
1-07 |
1-07 |
-0-01 |
-1.5% |
0-00 |
| Volume |
277,326 |
301,759 |
24,433 |
8.8% |
1,398,882 |
|
| Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-02 |
115-24 |
114-00 |
|
| R3 |
115-04 |
114-24 |
113-23 |
|
| R2 |
114-04 |
114-04 |
113-20 |
|
| R1 |
113-26 |
113-26 |
113-17 |
113-31 |
| PP |
113-06 |
113-06 |
113-06 |
113-08 |
| S1 |
112-26 |
112-26 |
113-12 |
113-00 |
| S2 |
112-06 |
112-06 |
113-09 |
|
| S3 |
111-08 |
111-28 |
113-06 |
|
| S4 |
110-08 |
110-28 |
112-29 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-05 |
117-18 |
114-13 |
|
| R3 |
116-13 |
115-26 |
113-30 |
|
| R2 |
114-21 |
114-21 |
113-25 |
|
| R1 |
114-02 |
114-02 |
113-20 |
114-12 |
| PP |
112-29 |
112-29 |
112-29 |
113-02 |
| S1 |
112-10 |
112-10 |
113-09 |
112-20 |
| S2 |
111-05 |
111-05 |
113-04 |
|
| S3 |
109-13 |
110-18 |
112-31 |
|
| S4 |
107-21 |
108-26 |
112-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-16 |
111-24 |
1-24 |
1.5% |
1-00 |
0.9% |
96% |
True |
False |
279,776 |
| 10 |
115-00 |
111-23 |
3-09 |
2.9% |
1-05 |
1.0% |
53% |
False |
False |
328,100 |
| 20 |
115-29 |
111-23 |
4-06 |
3.7% |
1-07 |
1.1% |
41% |
False |
False |
317,588 |
| 40 |
116-26 |
111-23 |
5-03 |
4.5% |
1-07 |
1.1% |
34% |
False |
False |
164,797 |
| 60 |
118-27 |
111-23 |
7-04 |
6.3% |
1-06 |
1.0% |
24% |
False |
False |
109,933 |
| 80 |
119-14 |
111-23 |
7-23 |
6.8% |
1-05 |
1.0% |
22% |
False |
False |
82,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-20 |
|
2.618 |
116-02 |
|
1.618 |
115-03 |
|
1.000 |
114-16 |
|
0.618 |
114-04 |
|
HIGH |
113-16 |
|
0.618 |
113-05 |
|
0.500 |
113-01 |
|
0.382 |
112-29 |
|
LOW |
112-18 |
|
0.618 |
111-30 |
|
1.000 |
111-18 |
|
1.618 |
110-31 |
|
2.618 |
110-00 |
|
4.250 |
108-14 |
|
|
| Fisher Pivots for day following 20-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-10 |
113-08 |
| PP |
113-06 |
113-01 |
| S1 |
113-01 |
112-26 |
|