ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 06-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114-27 |
114-10 |
-0-17 |
-0.5% |
113-03 |
| High |
115-16 |
114-13 |
-1-03 |
-0.9% |
115-03 |
| Low |
114-04 |
113-10 |
-0-26 |
-0.7% |
113-00 |
| Close |
114-10 |
113-23 |
-0-19 |
-0.5% |
114-30 |
| Range |
1-12 |
1-03 |
-0-09 |
-20.5% |
2-03 |
| ATR |
1-04 |
1-04 |
0-00 |
-0.3% |
0-00 |
| Volume |
327 |
3,094 |
2,767 |
846.2% |
3,547 |
|
| Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-03 |
116-16 |
114-10 |
|
| R3 |
116-00 |
115-13 |
114-01 |
|
| R2 |
114-29 |
114-29 |
113-29 |
|
| R1 |
114-10 |
114-10 |
113-26 |
114-02 |
| PP |
113-26 |
113-26 |
113-26 |
113-22 |
| S1 |
113-07 |
113-07 |
113-20 |
112-31 |
| S2 |
112-23 |
112-23 |
113-17 |
|
| S3 |
111-20 |
112-04 |
113-13 |
|
| S4 |
110-17 |
111-01 |
113-04 |
|
|
| 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 |
119-02 |
|
2.618 |
117-09 |
|
1.618 |
116-06 |
|
1.000 |
115-16 |
|
0.618 |
115-03 |
|
HIGH |
114-13 |
|
0.618 |
114-00 |
|
0.500 |
113-28 |
|
0.382 |
113-23 |
|
LOW |
113-10 |
|
0.618 |
112-20 |
|
1.000 |
112-07 |
|
1.618 |
111-17 |
|
2.618 |
110-14 |
|
4.250 |
108-21 |
|
|
| Fisher Pivots for day following 06-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-28 |
114-13 |
| PP |
113-26 |
114-06 |
| S1 |
113-24 |
113-30 |
|