ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 03-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
115-19 |
116-06 |
0-18 |
0.5% |
113-04 |
| High |
116-06 |
116-16 |
0-10 |
0.3% |
116-02 |
| Low |
115-04 |
115-12 |
0-08 |
0.2% |
113-03 |
| Close |
116-04 |
115-28 |
-0-08 |
-0.2% |
115-21 |
| Range |
1-02 |
1-03 |
0-02 |
4.5% |
3-00 |
| ATR |
1-05 |
1-05 |
0-00 |
-0.4% |
0-00 |
| Volume |
360,947 |
300,598 |
-60,349 |
-16.7% |
1,355,234 |
|
| Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-06 |
118-20 |
116-15 |
|
| R3 |
118-03 |
117-17 |
116-06 |
|
| R2 |
117-00 |
117-00 |
116-02 |
|
| R1 |
116-14 |
116-14 |
115-31 |
116-06 |
| PP |
115-29 |
115-29 |
115-29 |
115-25 |
| S1 |
115-11 |
115-11 |
115-25 |
115-03 |
| S2 |
114-26 |
114-26 |
115-22 |
|
| S3 |
113-23 |
114-08 |
115-18 |
|
| S4 |
112-20 |
113-05 |
115-09 |
|
|
| 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 |
114-26 |
1-22 |
1.4% |
1-02 |
0.9% |
63% |
False |
False |
327,562 |
| 10 |
116-16 |
112-18 |
3-30 |
3.4% |
1-03 |
0.9% |
84% |
False |
False |
297,064 |
| 20 |
116-16 |
111-23 |
4-25 |
4.1% |
1-05 |
1.0% |
87% |
False |
False |
316,569 |
| 40 |
116-26 |
111-23 |
5-03 |
4.4% |
1-06 |
1.0% |
82% |
False |
False |
231,072 |
| 60 |
118-27 |
111-23 |
7-04 |
6.1% |
1-06 |
1.0% |
58% |
False |
False |
154,387 |
| 80 |
119-14 |
111-23 |
7-23 |
6.7% |
1-05 |
1.0% |
54% |
False |
False |
115,813 |
| 100 |
119-14 |
111-23 |
7-23 |
6.7% |
1-03 |
0.9% |
54% |
False |
False |
92,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-04 |
|
2.618 |
119-11 |
|
1.618 |
118-08 |
|
1.000 |
117-18 |
|
0.618 |
117-05 |
|
HIGH |
116-16 |
|
0.618 |
116-02 |
|
0.500 |
115-30 |
|
0.382 |
115-26 |
|
LOW |
115-12 |
|
0.618 |
114-23 |
|
1.000 |
114-10 |
|
1.618 |
113-20 |
|
2.618 |
112-17 |
|
4.250 |
110-24 |
|
|
| Fisher Pivots for day following 03-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-30 |
115-27 |
| PP |
115-29 |
115-27 |
| S1 |
115-29 |
115-26 |
|