ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 30-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2008 |
30-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
119-04 |
118-21 |
-0-15 |
-0.4% |
120-05 |
| High |
119-04 |
118-21 |
-0-15 |
-0.4% |
121-24 |
| Low |
117-28 |
116-31 |
-0-29 |
-0.8% |
117-09 |
| Close |
118-13 |
117-12 |
-1-01 |
-0.9% |
118-30 |
| Range |
1-08 |
1-22 |
0-14 |
35.0% |
4-15 |
| ATR |
1-13 |
1-14 |
0-01 |
1.3% |
0-00 |
| Volume |
363,369 |
414,732 |
51,363 |
14.1% |
2,641,529 |
|
| Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-23 |
121-24 |
118-10 |
|
| R3 |
121-01 |
120-02 |
117-27 |
|
| R2 |
119-11 |
119-11 |
117-22 |
|
| R1 |
118-12 |
118-12 |
117-17 |
118-00 |
| PP |
117-21 |
117-21 |
117-21 |
117-16 |
| S1 |
116-22 |
116-22 |
117-07 |
116-10 |
| S2 |
115-31 |
115-31 |
117-02 |
|
| S3 |
114-09 |
115-00 |
116-29 |
|
| S4 |
112-19 |
113-10 |
116-14 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-23 |
130-10 |
121-13 |
|
| R3 |
128-08 |
125-27 |
120-05 |
|
| R2 |
123-25 |
123-25 |
119-24 |
|
| R1 |
121-12 |
121-12 |
119-11 |
120-11 |
| PP |
119-10 |
119-10 |
119-10 |
118-26 |
| S1 |
116-29 |
116-29 |
118-17 |
115-28 |
| S2 |
114-27 |
114-27 |
118-04 |
|
| S3 |
110-12 |
112-14 |
117-23 |
|
| S4 |
105-29 |
107-31 |
116-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-28 |
116-31 |
2-29 |
2.5% |
1-19 |
1.4% |
14% |
False |
True |
459,033 |
| 10 |
121-24 |
116-31 |
4-25 |
4.1% |
1-23 |
1.5% |
8% |
False |
True |
505,460 |
| 20 |
121-24 |
115-18 |
6-06 |
5.3% |
1-09 |
1.1% |
29% |
False |
False |
430,003 |
| 40 |
121-24 |
112-21 |
9-03 |
7.7% |
1-05 |
1.0% |
52% |
False |
False |
350,883 |
| 60 |
121-24 |
112-21 |
9-03 |
7.7% |
0-29 |
0.8% |
52% |
False |
False |
401,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-26 |
|
2.618 |
123-02 |
|
1.618 |
121-12 |
|
1.000 |
120-11 |
|
0.618 |
119-22 |
|
HIGH |
118-21 |
|
0.618 |
118-00 |
|
0.500 |
117-26 |
|
0.382 |
117-20 |
|
LOW |
116-31 |
|
0.618 |
115-30 |
|
1.000 |
115-09 |
|
1.618 |
114-08 |
|
2.618 |
112-18 |
|
4.250 |
109-26 |
|
|
| Fisher Pivots for day following 30-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-26 |
118-08 |
| PP |
117-21 |
117-30 |
| S1 |
117-17 |
117-21 |
|