ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 08-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
115-04 |
115-20 |
0-16 |
0.4% |
114-16 |
| High |
116-06 |
115-31 |
-0-07 |
-0.2% |
115-15 |
| Low |
114-17 |
115-07 |
0-22 |
0.6% |
114-05 |
| Close |
115-10 |
115-29 |
0-19 |
0.5% |
114-29 |
| Range |
1-21 |
0-24 |
-0-29 |
-54.7% |
1-10 |
| ATR |
1-01 |
1-01 |
-0-01 |
-2.0% |
0-00 |
| Volume |
28 |
317 |
289 |
1,032.1% |
681 |
|
| Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-30 |
117-22 |
116-10 |
|
| R3 |
117-06 |
116-30 |
116-04 |
|
| R2 |
116-14 |
116-14 |
116-01 |
|
| R1 |
116-06 |
116-06 |
115-31 |
116-10 |
| PP |
115-22 |
115-22 |
115-22 |
115-24 |
| S1 |
115-14 |
115-14 |
115-27 |
115-18 |
| S2 |
114-30 |
114-30 |
115-25 |
|
| S3 |
114-06 |
114-22 |
115-22 |
|
| S4 |
113-14 |
113-30 |
115-16 |
|
|
| 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 |
119-05 |
|
2.618 |
117-30 |
|
1.618 |
117-06 |
|
1.000 |
116-23 |
|
0.618 |
116-14 |
|
HIGH |
115-31 |
|
0.618 |
115-22 |
|
0.500 |
115-19 |
|
0.382 |
115-16 |
|
LOW |
115-07 |
|
0.618 |
114-24 |
|
1.000 |
114-15 |
|
1.618 |
114-00 |
|
2.618 |
113-08 |
|
4.250 |
112-01 |
|
|
| Fisher Pivots for day following 08-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-26 |
115-23 |
| PP |
115-22 |
115-17 |
| S1 |
115-19 |
115-10 |
|