ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 10-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2008 |
10-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
118-05 |
118-04 |
-0-01 |
0.0% |
115-16 |
| High |
118-12 |
118-05 |
-0-07 |
-0.2% |
117-29 |
| Low |
117-28 |
116-21 |
-1-07 |
-1.0% |
115-16 |
| Close |
118-06 |
116-26 |
-1-12 |
-1.2% |
117-16 |
| Range |
0-16 |
1-16 |
1-00 |
200.0% |
2-13 |
| ATR |
1-03 |
1-04 |
0-01 |
2.7% |
0-00 |
| Volume |
379,156 |
462,324 |
83,168 |
21.9% |
989,924 |
|
| Daily Pivots for day following 10-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-23 |
120-24 |
117-20 |
|
| R3 |
120-07 |
119-08 |
117-07 |
|
| R2 |
118-23 |
118-23 |
117-03 |
|
| R1 |
117-24 |
117-24 |
116-30 |
117-16 |
| PP |
117-07 |
117-07 |
117-07 |
117-02 |
| S1 |
116-08 |
116-08 |
116-22 |
116-00 |
| S2 |
115-23 |
115-23 |
116-17 |
|
| S3 |
114-07 |
114-24 |
116-13 |
|
| S4 |
112-23 |
113-08 |
116-00 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-06 |
123-08 |
118-26 |
|
| R3 |
121-25 |
120-27 |
118-05 |
|
| R2 |
119-12 |
119-12 |
117-30 |
|
| R1 |
118-14 |
118-14 |
117-23 |
118-29 |
| PP |
116-31 |
116-31 |
116-31 |
117-06 |
| S1 |
116-01 |
116-01 |
117-09 |
116-16 |
| S2 |
114-18 |
114-18 |
117-02 |
|
| S3 |
112-05 |
113-20 |
116-27 |
|
| S4 |
109-24 |
111-07 |
116-06 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-17 |
|
2.618 |
122-03 |
|
1.618 |
120-19 |
|
1.000 |
119-21 |
|
0.618 |
119-03 |
|
HIGH |
118-05 |
|
0.618 |
117-19 |
|
0.500 |
117-13 |
|
0.382 |
117-07 |
|
LOW |
116-21 |
|
0.618 |
115-23 |
|
1.000 |
115-05 |
|
1.618 |
114-07 |
|
2.618 |
112-23 |
|
4.250 |
110-09 |
|
|
| Fisher Pivots for day following 10-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-13 |
117-16 |
| PP |
117-07 |
117-09 |
| S1 |
117-00 |
117-02 |
|