ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 25-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2008 |
25-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
113-10 |
114-10 |
1-00 |
0.9% |
112-00 |
| High |
114-13 |
114-12 |
0-00 |
0.0% |
113-16 |
| Low |
113-06 |
113-04 |
-0-02 |
-0.1% |
111-24 |
| Close |
114-04 |
113-31 |
-0-05 |
-0.1% |
113-14 |
| Range |
1-07 |
1-08 |
0-02 |
3.8% |
1-24 |
| ATR |
1-06 |
1-06 |
0-00 |
0.5% |
0-00 |
| Volume |
208,119 |
273,389 |
65,270 |
31.4% |
1,398,882 |
|
| Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-20 |
117-02 |
114-21 |
|
| R3 |
116-12 |
115-26 |
114-10 |
|
| R2 |
115-03 |
115-03 |
114-06 |
|
| R1 |
114-17 |
114-17 |
114-03 |
114-06 |
| PP |
113-26 |
113-26 |
113-26 |
113-21 |
| S1 |
113-08 |
113-08 |
113-27 |
112-29 |
| S2 |
112-18 |
112-18 |
113-24 |
|
| S3 |
111-10 |
112-00 |
113-20 |
|
| S4 |
110-01 |
110-24 |
113-09 |
|
|
| 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 |
114-13 |
112-10 |
2-03 |
1.8% |
1-03 |
0.9% |
79% |
False |
False |
266,032 |
| 10 |
114-13 |
111-23 |
2-22 |
2.4% |
1-03 |
1.0% |
84% |
False |
False |
281,274 |
| 20 |
115-14 |
111-23 |
3-22 |
3.2% |
1-07 |
1.1% |
61% |
False |
False |
337,328 |
| 40 |
116-26 |
111-23 |
5-03 |
4.5% |
1-08 |
1.1% |
44% |
False |
False |
183,412 |
| 60 |
118-27 |
111-23 |
7-04 |
6.3% |
1-06 |
1.0% |
32% |
False |
False |
122,449 |
| 80 |
119-14 |
111-23 |
7-23 |
6.8% |
1-05 |
1.0% |
29% |
False |
False |
91,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-25 |
|
2.618 |
117-23 |
|
1.618 |
116-14 |
|
1.000 |
115-21 |
|
0.618 |
115-06 |
|
HIGH |
114-12 |
|
0.618 |
113-29 |
|
0.500 |
113-24 |
|
0.382 |
113-19 |
|
LOW |
113-04 |
|
0.618 |
112-11 |
|
1.000 |
111-28 |
|
1.618 |
111-02 |
|
2.618 |
109-26 |
|
4.250 |
107-24 |
|
|
| Fisher Pivots for day following 25-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-29 |
113-29 |
| PP |
113-26 |
113-26 |
| S1 |
113-24 |
113-24 |
|