ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 30-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
115-00 |
115-26 |
0-26 |
0.7% |
113-04 |
| High |
116-02 |
116-07 |
0-04 |
0.1% |
116-02 |
| Low |
114-26 |
115-12 |
0-18 |
0.5% |
113-03 |
| Close |
115-21 |
115-19 |
-0-02 |
-0.1% |
115-21 |
| Range |
1-08 |
0-26 |
-0-14 |
-33.8% |
3-00 |
| ATR |
1-07 |
1-06 |
-0-01 |
-2.2% |
0-00 |
| Volume |
324,159 |
321,418 |
-2,741 |
-0.8% |
1,355,234 |
|
| Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-07 |
117-24 |
116-02 |
|
| R3 |
117-12 |
116-29 |
115-26 |
|
| R2 |
116-18 |
116-18 |
115-24 |
|
| R1 |
116-02 |
116-02 |
115-21 |
115-29 |
| PP |
115-24 |
115-24 |
115-24 |
115-21 |
| S1 |
115-08 |
115-08 |
115-17 |
115-02 |
| S2 |
114-29 |
114-29 |
115-14 |
|
| S3 |
114-02 |
114-14 |
115-12 |
|
| S4 |
113-08 |
113-19 |
115-04 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-29 |
122-24 |
117-10 |
|
| R3 |
120-29 |
119-25 |
116-15 |
|
| R2 |
117-30 |
117-30 |
116-07 |
|
| R1 |
116-25 |
116-25 |
115-30 |
117-12 |
| PP |
114-30 |
114-30 |
114-30 |
115-07 |
| S1 |
113-26 |
113-26 |
115-12 |
114-12 |
| S2 |
111-31 |
111-31 |
115-03 |
|
| S3 |
108-31 |
110-26 |
114-27 |
|
| S4 |
106-00 |
107-27 |
114-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-07 |
113-04 |
3-03 |
2.7% |
1-06 |
1.0% |
80% |
True |
False |
281,417 |
| 10 |
116-07 |
111-25 |
4-14 |
3.8% |
1-03 |
1.0% |
86% |
True |
False |
275,300 |
| 20 |
116-07 |
111-23 |
4-16 |
3.9% |
1-07 |
1.1% |
86% |
True |
False |
323,307 |
| 40 |
116-26 |
111-23 |
5-03 |
4.4% |
1-07 |
1.1% |
76% |
False |
False |
206,366 |
| 60 |
118-27 |
111-23 |
7-04 |
6.2% |
1-06 |
1.0% |
54% |
False |
False |
137,871 |
| 80 |
119-14 |
111-23 |
7-23 |
6.7% |
1-05 |
1.0% |
50% |
False |
False |
103,411 |
| 100 |
119-14 |
111-23 |
7-23 |
6.7% |
1-02 |
0.9% |
50% |
False |
False |
82,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-24 |
|
2.618 |
118-12 |
|
1.618 |
117-18 |
|
1.000 |
117-02 |
|
0.618 |
116-23 |
|
HIGH |
116-07 |
|
0.618 |
115-29 |
|
0.500 |
115-26 |
|
0.382 |
115-23 |
|
LOW |
115-12 |
|
0.618 |
114-28 |
|
1.000 |
114-18 |
|
1.618 |
114-02 |
|
2.618 |
113-07 |
|
4.250 |
111-28 |
|
|
| Fisher Pivots for day following 30-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-26 |
115-12 |
| PP |
115-24 |
115-06 |
| S1 |
115-21 |
114-31 |
|