ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 01-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
115-26 |
115-22 |
-0-04 |
-0.1% |
113-04 |
| High |
116-07 |
116-16 |
0-09 |
0.2% |
116-02 |
| Low |
115-12 |
115-14 |
0-01 |
0.0% |
113-03 |
| Close |
115-19 |
115-16 |
-0-02 |
-0.1% |
115-21 |
| Range |
0-26 |
1-02 |
0-08 |
30.2% |
3-00 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.6% |
0-00 |
| Volume |
321,418 |
330,692 |
9,274 |
2.9% |
1,355,234 |
|
| Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-02 |
118-12 |
116-03 |
|
| R3 |
117-31 |
117-09 |
115-26 |
|
| R2 |
116-28 |
116-28 |
115-23 |
|
| R1 |
116-06 |
116-06 |
115-20 |
116-00 |
| PP |
115-26 |
115-26 |
115-26 |
115-23 |
| S1 |
115-04 |
115-04 |
115-13 |
114-30 |
| S2 |
114-24 |
114-24 |
115-10 |
|
| S3 |
113-21 |
114-02 |
115-07 |
|
| S4 |
112-18 |
112-31 |
114-30 |
|
|
| 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 |
116-16 |
113-04 |
3-12 |
2.9% |
1-05 |
1.0% |
71% |
True |
False |
305,931 |
| 10 |
116-16 |
112-03 |
4-13 |
3.8% |
1-04 |
1.0% |
78% |
True |
False |
285,421 |
| 20 |
116-16 |
111-23 |
4-25 |
4.1% |
1-06 |
1.0% |
79% |
True |
False |
322,929 |
| 40 |
116-26 |
111-23 |
5-03 |
4.4% |
1-07 |
1.0% |
75% |
False |
False |
214,608 |
| 60 |
118-27 |
111-23 |
7-04 |
6.2% |
1-06 |
1.0% |
53% |
False |
False |
143,382 |
| 80 |
119-14 |
111-23 |
7-23 |
6.7% |
1-05 |
1.0% |
49% |
False |
False |
107,544 |
| 100 |
119-14 |
111-23 |
7-23 |
6.7% |
1-02 |
0.9% |
49% |
False |
False |
86,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-03 |
|
2.618 |
119-10 |
|
1.618 |
118-08 |
|
1.000 |
117-18 |
|
0.618 |
117-05 |
|
HIGH |
116-16 |
|
0.618 |
116-03 |
|
0.500 |
115-31 |
|
0.382 |
115-27 |
|
LOW |
115-14 |
|
0.618 |
114-24 |
|
1.000 |
114-11 |
|
1.618 |
113-22 |
|
2.618 |
112-19 |
|
4.250 |
110-27 |
|
|
| Fisher Pivots for day following 01-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-31 |
115-21 |
| PP |
115-26 |
115-20 |
| S1 |
115-21 |
115-18 |
|