ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 07-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
114-30 |
115-04 |
0-06 |
0.2% |
114-16 |
| High |
115-10 |
116-06 |
0-28 |
0.8% |
115-15 |
| Low |
114-15 |
114-17 |
0-02 |
0.1% |
114-05 |
| Close |
114-29 |
115-10 |
0-13 |
0.4% |
114-29 |
| Range |
0-27 |
1-21 |
0-26 |
96.3% |
1-10 |
| ATR |
1-00 |
1-01 |
0-02 |
4.8% |
0-00 |
| Volume |
196 |
28 |
-168 |
-85.7% |
681 |
|
| Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-10 |
119-15 |
116-07 |
|
| R3 |
118-21 |
117-26 |
115-25 |
|
| R2 |
117-00 |
117-00 |
115-20 |
|
| R1 |
116-05 |
116-05 |
115-15 |
116-18 |
| PP |
115-11 |
115-11 |
115-11 |
115-18 |
| S1 |
114-16 |
114-16 |
115-05 |
114-30 |
| S2 |
113-22 |
113-22 |
115-00 |
|
| S3 |
112-01 |
112-27 |
114-27 |
|
| S4 |
110-12 |
111-06 |
114-13 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-25 |
118-05 |
115-20 |
|
| R3 |
117-15 |
116-27 |
115-09 |
|
| R2 |
116-05 |
116-05 |
115-05 |
|
| R1 |
115-17 |
115-17 |
115-01 |
115-27 |
| PP |
114-27 |
114-27 |
114-27 |
115-00 |
| S1 |
114-07 |
114-07 |
114-25 |
114-17 |
| S2 |
113-17 |
113-17 |
114-21 |
|
| S3 |
112-07 |
112-29 |
114-17 |
|
| S4 |
110-29 |
111-19 |
114-06 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-07 |
|
2.618 |
120-17 |
|
1.618 |
118-28 |
|
1.000 |
117-27 |
|
0.618 |
117-07 |
|
HIGH |
116-06 |
|
0.618 |
115-18 |
|
0.500 |
115-12 |
|
0.382 |
115-05 |
|
LOW |
114-17 |
|
0.618 |
113-16 |
|
1.000 |
112-28 |
|
1.618 |
111-27 |
|
2.618 |
110-06 |
|
4.250 |
107-16 |
|
|
| Fisher Pivots for day following 07-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-12 |
115-09 |
| PP |
115-11 |
115-07 |
| S1 |
115-10 |
115-06 |
|