ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 23-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2008 |
23-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
120-05 |
120-04 |
-0-01 |
0.0% |
117-25 |
| High |
120-23 |
121-24 |
1-01 |
0.9% |
119-21 |
| Low |
118-23 |
118-14 |
-0-09 |
-0.2% |
117-25 |
| Close |
119-26 |
120-15 |
0-21 |
0.5% |
118-27 |
| Range |
2-00 |
3-10 |
1-10 |
65.6% |
1-28 |
| ATR |
1-06 |
1-11 |
0-05 |
12.9% |
0-00 |
| Volume |
645,186 |
815,491 |
170,305 |
26.4% |
2,043,282 |
|
| Daily Pivots for day following 23-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-05 |
128-20 |
122-09 |
|
| R3 |
126-27 |
125-10 |
121-12 |
|
| R2 |
123-17 |
123-17 |
121-02 |
|
| R1 |
122-00 |
122-00 |
120-25 |
122-24 |
| PP |
120-07 |
120-07 |
120-07 |
120-19 |
| S1 |
118-22 |
118-22 |
120-05 |
119-14 |
| S2 |
116-29 |
116-29 |
119-28 |
|
| S3 |
113-19 |
115-12 |
119-18 |
|
| S4 |
110-09 |
112-02 |
118-21 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-12 |
123-16 |
119-28 |
|
| R3 |
122-16 |
121-20 |
119-12 |
|
| R2 |
120-20 |
120-20 |
119-06 |
|
| R1 |
119-24 |
119-24 |
119-00 |
120-06 |
| PP |
118-24 |
118-24 |
118-24 |
119-00 |
| S1 |
117-28 |
117-28 |
118-22 |
118-10 |
| S2 |
116-28 |
116-28 |
118-16 |
|
| S3 |
115-00 |
116-00 |
118-10 |
|
| S4 |
113-04 |
114-04 |
117-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-26 |
|
2.618 |
130-14 |
|
1.618 |
127-04 |
|
1.000 |
125-02 |
|
0.618 |
123-26 |
|
HIGH |
121-24 |
|
0.618 |
120-16 |
|
0.500 |
120-03 |
|
0.382 |
119-22 |
|
LOW |
118-14 |
|
0.618 |
116-12 |
|
1.000 |
115-04 |
|
1.618 |
113-02 |
|
2.618 |
109-24 |
|
4.250 |
104-12 |
|
|
| Fisher Pivots for day following 23-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-11 |
120-10 |
| PP |
120-07 |
120-06 |
| S1 |
120-03 |
120-02 |
|