ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 22-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
119-07 |
120-05 |
0-30 |
0.8% |
117-25 |
| High |
119-07 |
120-23 |
1-16 |
1.3% |
119-21 |
| Low |
118-11 |
118-23 |
0-12 |
0.3% |
117-25 |
| Close |
118-27 |
119-26 |
0-31 |
0.8% |
118-27 |
| Range |
0-28 |
2-00 |
1-04 |
128.6% |
1-28 |
| ATR |
1-04 |
1-06 |
0-02 |
5.6% |
0-00 |
| Volume |
305,076 |
645,186 |
340,110 |
111.5% |
2,043,282 |
|
| Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-24 |
124-25 |
120-29 |
|
| R3 |
123-24 |
122-25 |
120-12 |
|
| R2 |
121-24 |
121-24 |
120-06 |
|
| R1 |
120-25 |
120-25 |
120-00 |
120-08 |
| PP |
119-24 |
119-24 |
119-24 |
119-16 |
| S1 |
118-25 |
118-25 |
119-20 |
118-08 |
| S2 |
117-24 |
117-24 |
119-14 |
|
| S3 |
115-24 |
116-25 |
119-08 |
|
| S4 |
113-24 |
114-25 |
118-23 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-12 |
123-16 |
119-28 |
|
| R3 |
122-16 |
121-20 |
119-12 |
|
| R2 |
120-20 |
120-20 |
119-06 |
|
| R1 |
119-24 |
119-24 |
119-00 |
120-06 |
| PP |
118-24 |
118-24 |
118-24 |
119-00 |
| S1 |
117-28 |
117-28 |
118-22 |
118-10 |
| S2 |
116-28 |
116-28 |
118-16 |
|
| S3 |
115-00 |
116-00 |
118-10 |
|
| S4 |
113-04 |
114-04 |
117-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-07 |
|
2.618 |
125-31 |
|
1.618 |
123-31 |
|
1.000 |
122-23 |
|
0.618 |
121-31 |
|
HIGH |
120-23 |
|
0.618 |
119-31 |
|
0.500 |
119-23 |
|
0.382 |
119-15 |
|
LOW |
118-23 |
|
0.618 |
117-15 |
|
1.000 |
116-23 |
|
1.618 |
115-15 |
|
2.618 |
113-15 |
|
4.250 |
110-07 |
|
|
| Fisher Pivots for day following 22-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-25 |
119-22 |
| PP |
119-24 |
119-18 |
| S1 |
119-23 |
119-14 |
|