ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 12-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
112-14 |
112-18 |
0-04 |
0.1% |
112-17 |
| High |
113-07 |
113-01 |
-0-06 |
-0.2% |
114-08 |
| Low |
112-02 |
110-29 |
-1-05 |
-1.0% |
112-10 |
| Close |
112-18 |
111-11 |
-1-07 |
-1.1% |
113-17 |
| Range |
1-05 |
2-04 |
0-31 |
83.8% |
1-30 |
| ATR |
|
|
|
|
|
| Volume |
114 |
31 |
-83 |
-72.8% |
152 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-04 |
116-28 |
112-16 |
|
| R3 |
116-00 |
114-24 |
111-30 |
|
| R2 |
113-28 |
113-28 |
111-23 |
|
| R1 |
112-20 |
112-20 |
111-17 |
112-06 |
| PP |
111-24 |
111-24 |
111-24 |
111-18 |
| S1 |
110-16 |
110-16 |
111-05 |
110-02 |
| S2 |
109-20 |
109-20 |
110-31 |
|
| S3 |
107-16 |
108-12 |
110-24 |
|
| S4 |
105-12 |
106-08 |
110-06 |
|
|
| 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 |
122-02 |
|
2.618 |
118-19 |
|
1.618 |
116-15 |
|
1.000 |
115-05 |
|
0.618 |
114-11 |
|
HIGH |
113-01 |
|
0.618 |
112-07 |
|
0.500 |
111-31 |
|
0.382 |
111-23 |
|
LOW |
110-29 |
|
0.618 |
109-19 |
|
1.000 |
108-25 |
|
1.618 |
107-15 |
|
2.618 |
105-11 |
|
4.250 |
101-28 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111-31 |
112-02 |
| PP |
111-24 |
111-26 |
| S1 |
111-18 |
111-19 |
|