ECBOT 30 Year Treasury Bond Future December 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 |
114-16 |
114-23 |
0-07 |
0.2% |
112-09 |
| High |
115-05 |
115-15 |
0-10 |
0.3% |
115-01 |
| Low |
114-05 |
114-18 |
0-13 |
0.4% |
112-06 |
| Close |
114-20 |
114-17 |
-0-03 |
-0.1% |
114-21 |
| Range |
1-00 |
0-29 |
-0-03 |
-9.4% |
2-27 |
| ATR |
1-00 |
1-00 |
0-00 |
-0.7% |
0-00 |
| Volume |
317 |
51 |
-266 |
-83.9% |
324 |
|
| Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-18 |
116-31 |
115-01 |
|
| R3 |
116-21 |
116-02 |
114-25 |
|
| R2 |
115-24 |
115-24 |
114-22 |
|
| R1 |
115-05 |
115-05 |
114-20 |
115-00 |
| PP |
114-27 |
114-27 |
114-27 |
114-25 |
| S1 |
114-08 |
114-08 |
114-14 |
114-03 |
| S2 |
113-30 |
113-30 |
114-12 |
|
| S3 |
113-01 |
113-11 |
114-09 |
|
| S4 |
112-04 |
112-14 |
114-01 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-16 |
121-13 |
116-07 |
|
| R3 |
119-21 |
118-18 |
115-14 |
|
| R2 |
116-26 |
116-26 |
115-06 |
|
| R1 |
115-23 |
115-23 |
114-29 |
116-08 |
| PP |
113-31 |
113-31 |
113-31 |
114-07 |
| S1 |
112-28 |
112-28 |
114-13 |
113-14 |
| S2 |
111-04 |
111-04 |
114-04 |
|
| S3 |
108-09 |
110-01 |
113-28 |
|
| S4 |
105-14 |
107-06 |
113-03 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-10 |
|
2.618 |
117-27 |
|
1.618 |
116-30 |
|
1.000 |
116-12 |
|
0.618 |
116-01 |
|
HIGH |
115-15 |
|
0.618 |
115-04 |
|
0.500 |
115-00 |
|
0.382 |
114-29 |
|
LOW |
114-18 |
|
0.618 |
114-00 |
|
1.000 |
113-21 |
|
1.618 |
113-03 |
|
2.618 |
112-06 |
|
4.250 |
110-23 |
|
|
| Fisher Pivots for day following 01-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-00 |
114-24 |
| PP |
114-27 |
114-22 |
| S1 |
114-22 |
114-19 |
|