ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 20-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
112-17 |
112-04 |
-0-13 |
-0.4% |
111-06 |
| High |
112-17 |
112-14 |
-0-03 |
-0.1% |
112-17 |
| Low |
111-17 |
112-04 |
0-19 |
0.5% |
110-25 |
| Close |
111-23 |
112-18 |
0-27 |
0.8% |
112-18 |
| Range |
1-00 |
0-10 |
-0-22 |
-68.8% |
1-24 |
| ATR |
1-02 |
1-01 |
-0-01 |
-2.3% |
0-00 |
| Volume |
15 |
124 |
109 |
726.7% |
212 |
|
| Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-10 |
113-08 |
112-24 |
|
| R3 |
113-00 |
112-30 |
112-21 |
|
| R2 |
112-22 |
112-22 |
112-20 |
|
| R1 |
112-20 |
112-20 |
112-19 |
112-21 |
| PP |
112-12 |
112-12 |
112-12 |
112-12 |
| S1 |
112-10 |
112-10 |
112-17 |
112-11 |
| S2 |
112-02 |
112-02 |
112-16 |
|
| S3 |
111-24 |
112-00 |
112-15 |
|
| S4 |
111-14 |
111-22 |
112-12 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-07 |
116-20 |
113-17 |
|
| R3 |
115-15 |
114-28 |
113-01 |
|
| R2 |
113-23 |
113-23 |
112-28 |
|
| R1 |
113-04 |
113-04 |
112-23 |
113-14 |
| PP |
111-31 |
111-31 |
111-31 |
112-03 |
| S1 |
111-12 |
111-12 |
112-13 |
111-22 |
| S2 |
110-07 |
110-07 |
112-08 |
|
| S3 |
108-15 |
109-20 |
112-03 |
|
| S4 |
106-23 |
107-28 |
111-19 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-24 |
|
2.618 |
113-08 |
|
1.618 |
112-30 |
|
1.000 |
112-24 |
|
0.618 |
112-20 |
|
HIGH |
112-14 |
|
0.618 |
112-10 |
|
0.500 |
112-09 |
|
0.382 |
112-08 |
|
LOW |
112-04 |
|
0.618 |
111-30 |
|
1.000 |
111-26 |
|
1.618 |
111-20 |
|
2.618 |
111-10 |
|
4.250 |
110-26 |
|
|
| Fisher Pivots for day following 20-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-15 |
112-12 |
| PP |
112-12 |
112-06 |
| S1 |
112-09 |
112-00 |
|