ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 16-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
115-31 |
115-29 |
-0-02 |
-0.1% |
115-04 |
| High |
116-16 |
116-02 |
-0-14 |
-0.4% |
116-18 |
| Low |
115-25 |
114-08 |
-1-17 |
-1.3% |
114-17 |
| Close |
115-28 |
114-16 |
-1-12 |
-1.2% |
114-28 |
| Range |
0-23 |
1-26 |
1-03 |
152.2% |
2-01 |
| ATR |
1-03 |
1-05 |
0-02 |
4.7% |
0-00 |
| Volume |
422 |
290 |
-132 |
-31.3% |
878 |
|
| Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-12 |
119-08 |
115-16 |
|
| R3 |
118-18 |
117-14 |
115-00 |
|
| R2 |
116-24 |
116-24 |
114-27 |
|
| R1 |
115-20 |
115-20 |
114-21 |
115-09 |
| PP |
114-30 |
114-30 |
114-30 |
114-24 |
| S1 |
113-26 |
113-26 |
114-11 |
113-15 |
| S2 |
113-04 |
113-04 |
114-05 |
|
| S3 |
111-10 |
112-00 |
114-00 |
|
| S4 |
109-16 |
110-06 |
113-16 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-13 |
120-06 |
116-00 |
|
| R3 |
119-12 |
118-05 |
115-14 |
|
| R2 |
117-11 |
117-11 |
115-08 |
|
| R1 |
116-04 |
116-04 |
115-02 |
115-23 |
| PP |
115-10 |
115-10 |
115-10 |
115-04 |
| S1 |
114-03 |
114-03 |
114-22 |
113-22 |
| S2 |
113-09 |
113-09 |
114-16 |
|
| S3 |
111-08 |
112-02 |
114-10 |
|
| S4 |
109-07 |
110-01 |
113-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-24 |
|
2.618 |
120-26 |
|
1.618 |
119-00 |
|
1.000 |
117-28 |
|
0.618 |
117-06 |
|
HIGH |
116-02 |
|
0.618 |
115-12 |
|
0.500 |
115-05 |
|
0.382 |
114-30 |
|
LOW |
114-08 |
|
0.618 |
113-04 |
|
1.000 |
112-14 |
|
1.618 |
111-10 |
|
2.618 |
109-16 |
|
4.250 |
106-18 |
|
|
| Fisher Pivots for day following 16-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-05 |
115-12 |
| PP |
114-30 |
115-03 |
| S1 |
114-23 |
114-25 |
|