ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 26-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
114-10 |
114-05 |
-0-04 |
-0.1% |
112-00 |
| High |
114-12 |
115-04 |
0-24 |
0.6% |
113-16 |
| Low |
113-04 |
113-22 |
0-18 |
0.5% |
111-24 |
| Close |
113-31 |
115-00 |
1-01 |
0.9% |
113-14 |
| Range |
1-08 |
1-14 |
0-05 |
12.3% |
1-24 |
| ATR |
1-06 |
1-07 |
0-01 |
1.4% |
0-00 |
| Volume |
273,389 |
280,000 |
6,611 |
2.4% |
1,398,882 |
|
| Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-28 |
118-12 |
115-25 |
|
| R3 |
117-14 |
116-30 |
115-13 |
|
| R2 |
116-01 |
116-01 |
115-08 |
|
| R1 |
115-16 |
115-16 |
115-04 |
115-25 |
| PP |
114-20 |
114-20 |
114-20 |
114-24 |
| S1 |
114-03 |
114-03 |
114-28 |
114-11 |
| S2 |
113-06 |
113-06 |
114-24 |
|
| S3 |
111-24 |
112-22 |
114-19 |
|
| S4 |
110-11 |
111-08 |
114-07 |
|
|
| 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 |
115-04 |
112-18 |
2-18 |
2.2% |
1-04 |
1.0% |
95% |
True |
False |
266,566 |
| 10 |
115-04 |
111-23 |
3-13 |
3.0% |
1-02 |
0.9% |
96% |
True |
False |
275,133 |
| 20 |
115-14 |
111-23 |
3-22 |
3.2% |
1-07 |
1.1% |
89% |
False |
False |
335,118 |
| 40 |
116-26 |
111-23 |
5-03 |
4.4% |
1-08 |
1.1% |
64% |
False |
False |
190,389 |
| 60 |
118-27 |
111-23 |
7-04 |
6.2% |
1-06 |
1.0% |
46% |
False |
False |
127,115 |
| 80 |
119-14 |
111-23 |
7-23 |
6.7% |
1-05 |
1.0% |
43% |
False |
False |
95,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-05 |
|
2.618 |
118-27 |
|
1.618 |
117-14 |
|
1.000 |
116-18 |
|
0.618 |
116-00 |
|
HIGH |
115-04 |
|
0.618 |
114-19 |
|
0.500 |
114-13 |
|
0.382 |
114-08 |
|
LOW |
113-22 |
|
0.618 |
112-26 |
|
1.000 |
112-09 |
|
1.618 |
111-13 |
|
2.618 |
109-31 |
|
4.250 |
107-21 |
|
|
| Fisher Pivots for day following 26-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-26 |
114-23 |
| PP |
114-20 |
114-13 |
| S1 |
114-13 |
114-04 |
|