ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 10-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
116-02 |
116-09 |
0-07 |
0.2% |
114-16 |
| High |
116-14 |
116-18 |
0-04 |
0.1% |
115-15 |
| Low |
115-18 |
115-27 |
0-09 |
0.2% |
114-05 |
| Close |
116-07 |
116-11 |
0-04 |
0.1% |
114-29 |
| Range |
0-28 |
0-23 |
-0-05 |
-17.9% |
1-10 |
| ATR |
1-00 |
1-00 |
-0-01 |
-2.0% |
0-00 |
| Volume |
28 |
373 |
345 |
1,232.1% |
681 |
|
| Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-13 |
118-03 |
116-24 |
|
| R3 |
117-22 |
117-12 |
116-17 |
|
| R2 |
116-31 |
116-31 |
116-15 |
|
| R1 |
116-21 |
116-21 |
116-13 |
116-26 |
| PP |
116-08 |
116-08 |
116-08 |
116-10 |
| S1 |
115-30 |
115-30 |
116-09 |
116-03 |
| S2 |
115-17 |
115-17 |
116-07 |
|
| S3 |
114-26 |
115-07 |
116-05 |
|
| S4 |
114-03 |
114-16 |
115-30 |
|
|
| 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 |
119-20 |
|
2.618 |
118-14 |
|
1.618 |
117-23 |
|
1.000 |
117-09 |
|
0.618 |
117-00 |
|
HIGH |
116-18 |
|
0.618 |
116-09 |
|
0.500 |
116-06 |
|
0.382 |
116-04 |
|
LOW |
115-27 |
|
0.618 |
115-13 |
|
1.000 |
115-04 |
|
1.618 |
114-22 |
|
2.618 |
113-31 |
|
4.250 |
112-25 |
|
|
| Fisher Pivots for day following 10-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-10 |
116-06 |
| PP |
116-08 |
116-01 |
| S1 |
116-06 |
115-28 |
|