ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114-21 |
115-18 |
0-29 |
0.8% |
114-30 |
| High |
115-21 |
116-00 |
0-11 |
0.3% |
115-22 |
| Low |
114-20 |
114-31 |
0-11 |
0.3% |
113-10 |
| Close |
115-18 |
115-04 |
-0-14 |
-0.4% |
115-14 |
| Range |
1-01 |
1-01 |
0-00 |
0.0% |
2-12 |
| ATR |
1-05 |
1-05 |
0-00 |
-0.8% |
0-00 |
| Volume |
1,017 |
1,152 |
135 |
13.3% |
8,841 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-15 |
117-26 |
115-22 |
|
| R3 |
117-14 |
116-25 |
115-13 |
|
| R2 |
116-13 |
116-13 |
115-10 |
|
| R1 |
115-24 |
115-24 |
115-07 |
115-18 |
| PP |
115-12 |
115-12 |
115-12 |
115-08 |
| S1 |
114-23 |
114-23 |
115-01 |
114-17 |
| S2 |
114-11 |
114-11 |
114-30 |
|
| S3 |
113-10 |
113-22 |
114-27 |
|
| S4 |
112-09 |
112-21 |
114-18 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-30 |
121-02 |
116-24 |
|
| R3 |
119-18 |
118-22 |
116-03 |
|
| R2 |
117-06 |
117-06 |
115-28 |
|
| R1 |
116-10 |
116-10 |
115-21 |
116-24 |
| PP |
114-26 |
114-26 |
114-26 |
115-01 |
| S1 |
113-30 |
113-30 |
115-07 |
114-12 |
| S2 |
112-14 |
112-14 |
115-00 |
|
| S3 |
110-02 |
111-18 |
114-25 |
|
| S4 |
107-22 |
109-06 |
114-04 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-12 |
|
2.618 |
118-22 |
|
1.618 |
117-21 |
|
1.000 |
117-01 |
|
0.618 |
116-20 |
|
HIGH |
116-00 |
|
0.618 |
115-19 |
|
0.500 |
115-16 |
|
0.382 |
115-12 |
|
LOW |
114-31 |
|
0.618 |
114-11 |
|
1.000 |
113-30 |
|
1.618 |
113-10 |
|
2.618 |
112-09 |
|
4.250 |
110-19 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-16 |
115-03 |
| PP |
115-12 |
115-02 |
| S1 |
115-08 |
115-02 |
|