ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 17-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
115-29 |
114-16 |
-1-13 |
-1.2% |
115-04 |
| High |
116-02 |
114-22 |
-1-12 |
-1.2% |
116-18 |
| Low |
114-08 |
113-16 |
-0-24 |
-0.7% |
114-17 |
| Close |
114-16 |
113-21 |
-0-27 |
-0.7% |
114-28 |
| Range |
1-26 |
1-06 |
-0-20 |
-34.5% |
2-01 |
| ATR |
1-05 |
1-05 |
0-00 |
0.3% |
0-00 |
| Volume |
290 |
981 |
691 |
238.3% |
878 |
|
| Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-16 |
116-25 |
114-10 |
|
| R3 |
116-10 |
115-19 |
113-31 |
|
| R2 |
115-04 |
115-04 |
113-28 |
|
| R1 |
114-13 |
114-13 |
113-24 |
114-06 |
| PP |
113-30 |
113-30 |
113-30 |
113-27 |
| S1 |
113-07 |
113-07 |
113-18 |
113-00 |
| S2 |
112-24 |
112-24 |
113-14 |
|
| S3 |
111-18 |
112-01 |
113-11 |
|
| S4 |
110-12 |
110-27 |
113-00 |
|
|
| 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 |
119-24 |
|
2.618 |
117-25 |
|
1.618 |
116-19 |
|
1.000 |
115-28 |
|
0.618 |
115-13 |
|
HIGH |
114-22 |
|
0.618 |
114-07 |
|
0.500 |
114-03 |
|
0.382 |
113-31 |
|
LOW |
113-16 |
|
0.618 |
112-25 |
|
1.000 |
112-10 |
|
1.618 |
111-19 |
|
2.618 |
110-13 |
|
4.250 |
108-14 |
|
|
| Fisher Pivots for day following 17-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-03 |
115-00 |
| PP |
113-30 |
114-18 |
| S1 |
113-26 |
114-03 |
|