ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 05-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114-30 |
114-27 |
-0-03 |
-0.1% |
113-03 |
| High |
115-07 |
115-16 |
0-09 |
0.2% |
115-03 |
| Low |
114-18 |
114-04 |
-0-14 |
-0.4% |
113-00 |
| Close |
114-24 |
114-10 |
-0-14 |
-0.4% |
114-30 |
| Range |
0-21 |
1-12 |
0-23 |
109.5% |
2-03 |
| ATR |
1-04 |
1-04 |
0-01 |
1.6% |
0-00 |
| Volume |
1,014 |
327 |
-687 |
-67.8% |
3,547 |
|
| Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-25 |
117-29 |
115-02 |
|
| R3 |
117-13 |
116-17 |
114-22 |
|
| R2 |
116-01 |
116-01 |
114-18 |
|
| R1 |
115-05 |
115-05 |
114-14 |
114-29 |
| PP |
114-21 |
114-21 |
114-21 |
114-16 |
| S1 |
113-25 |
113-25 |
114-06 |
113-17 |
| S2 |
113-09 |
113-09 |
114-02 |
|
| S3 |
111-29 |
112-13 |
113-30 |
|
| S4 |
110-17 |
111-01 |
113-18 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-20 |
119-28 |
116-03 |
|
| R3 |
118-17 |
117-25 |
115-16 |
|
| R2 |
116-14 |
116-14 |
115-10 |
|
| R1 |
115-22 |
115-22 |
115-04 |
116-02 |
| PP |
114-11 |
114-11 |
114-11 |
114-17 |
| S1 |
113-19 |
113-19 |
114-24 |
113-31 |
| S2 |
112-08 |
112-08 |
114-18 |
|
| S3 |
110-05 |
111-16 |
114-12 |
|
| S4 |
108-02 |
109-13 |
113-25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-11 |
|
2.618 |
119-03 |
|
1.618 |
117-23 |
|
1.000 |
116-28 |
|
0.618 |
116-11 |
|
HIGH |
115-16 |
|
0.618 |
114-31 |
|
0.500 |
114-26 |
|
0.382 |
114-21 |
|
LOW |
114-04 |
|
0.618 |
113-09 |
|
1.000 |
112-24 |
|
1.618 |
111-29 |
|
2.618 |
110-17 |
|
4.250 |
108-09 |
|
|
| Fisher Pivots for day following 05-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-26 |
114-26 |
| PP |
114-21 |
114-21 |
| S1 |
114-15 |
114-15 |
|