ECBOT 30 Year Treasury Bond Future December 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 |
114-16 |
114-30 |
0-14 |
0.4% |
112-09 |
| High |
115-05 |
115-10 |
0-05 |
0.1% |
115-01 |
| Low |
114-06 |
114-15 |
0-09 |
0.2% |
112-06 |
| Close |
115-05 |
114-29 |
-0-08 |
-0.2% |
114-21 |
| Range |
0-31 |
0-27 |
-0-04 |
-12.9% |
2-27 |
| ATR |
1-00 |
1-00 |
0-00 |
-1.1% |
0-00 |
| Volume |
117 |
196 |
79 |
67.5% |
324 |
|
| Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-14 |
117-00 |
115-12 |
|
| R3 |
116-19 |
116-05 |
115-04 |
|
| R2 |
115-24 |
115-24 |
115-02 |
|
| R1 |
115-10 |
115-10 |
114-31 |
115-04 |
| PP |
114-29 |
114-29 |
114-29 |
114-25 |
| S1 |
114-15 |
114-15 |
114-27 |
114-08 |
| S2 |
114-02 |
114-02 |
114-24 |
|
| S3 |
113-07 |
113-20 |
114-22 |
|
| S4 |
112-12 |
112-25 |
114-14 |
|
|
| 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 |
118-29 |
|
2.618 |
117-17 |
|
1.618 |
116-22 |
|
1.000 |
116-05 |
|
0.618 |
115-27 |
|
HIGH |
115-10 |
|
0.618 |
115-00 |
|
0.500 |
114-28 |
|
0.382 |
114-25 |
|
LOW |
114-15 |
|
0.618 |
113-30 |
|
1.000 |
113-20 |
|
1.618 |
113-03 |
|
2.618 |
112-08 |
|
4.250 |
110-28 |
|
|
| Fisher Pivots for day following 03-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-29 |
114-28 |
| PP |
114-29 |
114-27 |
| S1 |
114-28 |
114-26 |
|