ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 31-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
113-24 |
114-00 |
0-08 |
0.2% |
113-04 |
| High |
114-11 |
115-00 |
0-21 |
0.6% |
114-15 |
| Low |
113-00 |
113-26 |
0-26 |
0.7% |
112-14 |
| Close |
113-28 |
114-17 |
0-21 |
0.6% |
112-28 |
| Range |
1-11 |
1-06 |
-0-05 |
-11.6% |
2-01 |
| ATR |
1-06 |
1-06 |
0-00 |
0.1% |
0-00 |
| Volume |
1,072 |
842 |
-230 |
-21.5% |
1,783 |
|
| Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-00 |
117-15 |
115-06 |
|
| R3 |
116-26 |
116-09 |
114-27 |
|
| R2 |
115-20 |
115-20 |
114-24 |
|
| R1 |
115-03 |
115-03 |
114-20 |
115-12 |
| PP |
114-14 |
114-14 |
114-14 |
114-19 |
| S1 |
113-29 |
113-29 |
114-14 |
114-06 |
| S2 |
113-08 |
113-08 |
114-10 |
|
| S3 |
112-02 |
112-23 |
114-07 |
|
| S4 |
110-28 |
111-17 |
113-28 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-11 |
118-05 |
114-00 |
|
| R3 |
117-10 |
116-04 |
113-14 |
|
| R2 |
115-09 |
115-09 |
113-08 |
|
| R1 |
114-03 |
114-03 |
113-02 |
113-22 |
| PP |
113-08 |
113-08 |
113-08 |
113-02 |
| S1 |
112-02 |
112-02 |
112-22 |
111-20 |
| S2 |
111-07 |
111-07 |
112-16 |
|
| S3 |
109-06 |
110-01 |
112-10 |
|
| S4 |
107-05 |
108-00 |
111-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-02 |
|
2.618 |
118-03 |
|
1.618 |
116-29 |
|
1.000 |
116-06 |
|
0.618 |
115-23 |
|
HIGH |
115-00 |
|
0.618 |
114-17 |
|
0.500 |
114-13 |
|
0.382 |
114-09 |
|
LOW |
113-26 |
|
0.618 |
113-03 |
|
1.000 |
112-20 |
|
1.618 |
111-29 |
|
2.618 |
110-23 |
|
4.250 |
108-24 |
|
|
| Fisher Pivots for day following 31-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-16 |
114-11 |
| PP |
114-14 |
114-06 |
| S1 |
114-13 |
114-00 |
|