ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 21-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
114-11 |
113-04 |
-1-07 |
-1.1% |
114-12 |
| High |
114-11 |
113-29 |
-0-14 |
-0.4% |
116-16 |
| Low |
113-07 |
113-02 |
-0-05 |
-0.1% |
113-07 |
| Close |
113-11 |
113-18 |
0-07 |
0.2% |
113-11 |
| Range |
1-04 |
0-27 |
-0-09 |
-25.0% |
3-09 |
| ATR |
1-05 |
1-04 |
-0-01 |
-1.9% |
0-00 |
| Volume |
550 |
357 |
-193 |
-35.1% |
2,465 |
|
| Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-01 |
115-21 |
114-01 |
|
| R3 |
115-06 |
114-26 |
113-25 |
|
| R2 |
114-11 |
114-11 |
113-23 |
|
| R1 |
113-31 |
113-31 |
113-20 |
114-05 |
| PP |
113-16 |
113-16 |
113-16 |
113-20 |
| S1 |
113-04 |
113-04 |
113-16 |
113-10 |
| S2 |
112-21 |
112-21 |
113-13 |
|
| S3 |
111-26 |
112-09 |
113-11 |
|
| S4 |
110-31 |
111-14 |
113-03 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-06 |
122-02 |
115-05 |
|
| R3 |
120-29 |
118-25 |
114-08 |
|
| R2 |
117-20 |
117-20 |
113-30 |
|
| R1 |
115-16 |
115-16 |
113-21 |
114-30 |
| PP |
114-11 |
114-11 |
114-11 |
114-02 |
| S1 |
112-07 |
112-07 |
113-01 |
111-20 |
| S2 |
111-02 |
111-02 |
112-24 |
|
| S3 |
107-25 |
108-30 |
112-14 |
|
| S4 |
104-16 |
105-21 |
111-17 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-16 |
|
2.618 |
116-04 |
|
1.618 |
115-09 |
|
1.000 |
114-24 |
|
0.618 |
114-14 |
|
HIGH |
113-29 |
|
0.618 |
113-19 |
|
0.500 |
113-16 |
|
0.382 |
113-12 |
|
LOW |
113-02 |
|
0.618 |
112-17 |
|
1.000 |
112-07 |
|
1.618 |
111-22 |
|
2.618 |
110-27 |
|
4.250 |
109-15 |
|
|
| Fisher Pivots for day following 21-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-17 |
113-28 |
| PP |
113-16 |
113-25 |
| S1 |
113-16 |
113-21 |
|