ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 11-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
112-22 |
112-14 |
-0-08 |
-0.2% |
112-17 |
| High |
112-22 |
113-07 |
0-17 |
0.5% |
114-08 |
| Low |
112-05 |
112-02 |
-0-03 |
-0.1% |
112-10 |
| Close |
112-14 |
112-18 |
0-04 |
0.1% |
113-17 |
| Range |
0-17 |
1-05 |
0-20 |
117.6% |
1-30 |
| ATR |
|
|
|
|
|
| Volume |
3 |
114 |
111 |
3,700.0% |
152 |
|
| Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-03 |
115-15 |
113-06 |
|
| R3 |
114-30 |
114-10 |
112-28 |
|
| R2 |
113-25 |
113-25 |
112-25 |
|
| R1 |
113-05 |
113-05 |
112-21 |
113-15 |
| PP |
112-20 |
112-20 |
112-20 |
112-24 |
| S1 |
112-00 |
112-00 |
112-15 |
112-10 |
| S2 |
111-15 |
111-15 |
112-11 |
|
| S3 |
110-10 |
110-27 |
112-08 |
|
| S4 |
109-05 |
109-22 |
111-30 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-06 |
118-09 |
114-19 |
|
| R3 |
117-08 |
116-11 |
114-02 |
|
| R2 |
115-10 |
115-10 |
113-28 |
|
| R1 |
114-13 |
114-13 |
113-23 |
114-28 |
| PP |
113-12 |
113-12 |
113-12 |
113-19 |
| S1 |
112-15 |
112-15 |
113-11 |
112-30 |
| S2 |
111-14 |
111-14 |
113-06 |
|
| S3 |
109-16 |
110-17 |
113-00 |
|
| S4 |
107-18 |
108-19 |
112-15 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-04 |
|
2.618 |
116-08 |
|
1.618 |
115-03 |
|
1.000 |
114-12 |
|
0.618 |
113-30 |
|
HIGH |
113-07 |
|
0.618 |
112-25 |
|
0.500 |
112-20 |
|
0.382 |
112-16 |
|
LOW |
112-02 |
|
0.618 |
111-11 |
|
1.000 |
110-29 |
|
1.618 |
110-06 |
|
2.618 |
109-01 |
|
4.250 |
107-05 |
|
|
| Fisher Pivots for day following 11-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-20 |
112-26 |
| PP |
112-20 |
112-23 |
| S1 |
112-19 |
112-20 |
|