ECBOT 30 Year Treasury Bond Future June 2008
Trading Metrics calculated at close of trading on 24-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2007 |
24-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
115-16 |
114-00 |
-1-16 |
-1.3% |
112-23 |
High |
115-16 |
114-02 |
-1-14 |
-1.2% |
116-12 |
Low |
114-13 |
113-25 |
-0-20 |
-0.5% |
112-21 |
Close |
114-13 |
113-25 |
-0-20 |
-0.5% |
114-13 |
Range |
1-03 |
0-09 |
-0-26 |
-74.3% |
3-23 |
ATR |
1-06 |
1-04 |
-0-01 |
-3.3% |
0-00 |
Volume |
196,318 |
41,425 |
-154,893 |
-78.9% |
1,249,797 |
|
Daily Pivots for day following 24-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-23 |
114-17 |
113-30 |
|
R3 |
114-14 |
114-08 |
113-27 |
|
R2 |
114-05 |
114-05 |
113-27 |
|
R1 |
113-31 |
113-31 |
113-26 |
113-30 |
PP |
113-28 |
113-28 |
113-28 |
113-27 |
S1 |
113-22 |
113-22 |
113-24 |
113-20 |
S2 |
113-19 |
113-19 |
113-23 |
|
S3 |
113-10 |
113-13 |
113-23 |
|
S4 |
113-01 |
113-04 |
113-20 |
|
|
Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-20 |
123-24 |
116-14 |
|
R3 |
121-29 |
120-01 |
115-14 |
|
R2 |
118-06 |
118-06 |
115-03 |
|
R1 |
116-10 |
116-10 |
114-24 |
117-08 |
PP |
114-15 |
114-15 |
114-15 |
114-30 |
S1 |
112-19 |
112-19 |
114-02 |
113-17 |
S2 |
110-24 |
110-24 |
113-23 |
|
S3 |
107-01 |
108-28 |
113-12 |
|
S4 |
103-10 |
105-05 |
112-12 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-08 |
2.618 |
114-26 |
1.618 |
114-17 |
1.000 |
114-11 |
0.618 |
114-08 |
HIGH |
114-02 |
0.618 |
113-31 |
0.500 |
113-30 |
0.382 |
113-28 |
LOW |
113-25 |
0.618 |
113-19 |
1.000 |
113-16 |
1.618 |
113-10 |
2.618 |
113-01 |
4.250 |
112-19 |
|
|
Fisher Pivots for day following 24-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
113-30 |
115-02 |
PP |
113-28 |
114-21 |
S1 |
113-26 |
114-07 |
|