ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 19-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
111-15 |
112-17 |
1-02 |
1.0% |
113-12 |
| High |
112-09 |
112-17 |
0-08 |
0.2% |
113-17 |
| Low |
111-15 |
111-17 |
0-02 |
0.1% |
110-29 |
| Close |
112-00 |
111-23 |
-0-09 |
-0.3% |
110-30 |
| Range |
0-26 |
1-00 |
0-06 |
23.1% |
2-20 |
| ATR |
1-02 |
1-02 |
0-00 |
-0.4% |
0-00 |
| Volume |
44 |
15 |
-29 |
-65.9% |
200 |
|
| Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-30 |
114-10 |
112-09 |
|
| R3 |
113-30 |
113-10 |
112-00 |
|
| R2 |
112-30 |
112-30 |
111-29 |
|
| R1 |
112-10 |
112-10 |
111-26 |
112-04 |
| PP |
111-30 |
111-30 |
111-30 |
111-26 |
| S1 |
111-10 |
111-10 |
111-20 |
111-04 |
| S2 |
110-30 |
110-30 |
111-17 |
|
| S3 |
109-30 |
110-10 |
111-14 |
|
| S4 |
108-30 |
109-10 |
111-05 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-21 |
117-30 |
112-12 |
|
| R3 |
117-01 |
115-10 |
111-21 |
|
| R2 |
114-13 |
114-13 |
111-13 |
|
| R1 |
112-22 |
112-22 |
111-06 |
112-08 |
| PP |
111-25 |
111-25 |
111-25 |
111-18 |
| S1 |
110-02 |
110-02 |
110-22 |
109-20 |
| S2 |
109-05 |
109-05 |
110-15 |
|
| S3 |
106-17 |
107-14 |
110-07 |
|
| S4 |
103-29 |
104-26 |
109-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-25 |
|
2.618 |
115-05 |
|
1.618 |
114-05 |
|
1.000 |
113-17 |
|
0.618 |
113-05 |
|
HIGH |
112-17 |
|
0.618 |
112-05 |
|
0.500 |
112-01 |
|
0.382 |
111-29 |
|
LOW |
111-17 |
|
0.618 |
110-29 |
|
1.000 |
110-17 |
|
1.618 |
109-29 |
|
2.618 |
108-29 |
|
4.250 |
107-09 |
|
|
| Fisher Pivots for day following 19-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-01 |
111-22 |
| PP |
111-30 |
111-22 |
| S1 |
111-26 |
111-22 |
|