ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 13-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
112-18 |
111-05 |
-1-13 |
-1.2% |
113-12 |
| High |
113-01 |
111-15 |
-1-18 |
-1.4% |
113-17 |
| Low |
110-29 |
110-31 |
0-02 |
0.1% |
110-29 |
| Close |
111-11 |
110-30 |
-0-13 |
-0.4% |
110-30 |
| Range |
2-04 |
0-16 |
-1-20 |
-76.5% |
2-20 |
| ATR |
|
|
|
|
|
| Volume |
31 |
15 |
-16 |
-51.6% |
200 |
|
| Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-20 |
112-09 |
111-07 |
|
| R3 |
112-04 |
111-25 |
111-02 |
|
| R2 |
111-20 |
111-20 |
111-01 |
|
| R1 |
111-09 |
111-09 |
110-31 |
111-06 |
| PP |
111-04 |
111-04 |
111-04 |
111-03 |
| S1 |
110-25 |
110-25 |
110-29 |
110-22 |
| S2 |
110-20 |
110-20 |
110-27 |
|
| S3 |
110-04 |
110-09 |
110-26 |
|
| S4 |
109-20 |
109-25 |
110-21 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-21 |
117-30 |
112-12 |
|
| R3 |
117-01 |
115-10 |
111-21 |
|
| R2 |
114-13 |
114-13 |
111-13 |
|
| R1 |
112-22 |
112-22 |
111-06 |
112-08 |
| PP |
111-25 |
111-25 |
111-25 |
111-18 |
| S1 |
110-02 |
110-02 |
110-22 |
109-20 |
| S2 |
109-05 |
109-05 |
110-15 |
|
| S3 |
106-17 |
107-14 |
110-07 |
|
| S4 |
103-29 |
104-26 |
109-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-19 |
|
2.618 |
112-25 |
|
1.618 |
112-09 |
|
1.000 |
111-31 |
|
0.618 |
111-25 |
|
HIGH |
111-15 |
|
0.618 |
111-09 |
|
0.500 |
111-07 |
|
0.382 |
111-05 |
|
LOW |
110-31 |
|
0.618 |
110-21 |
|
1.000 |
110-15 |
|
1.618 |
110-05 |
|
2.618 |
109-21 |
|
4.250 |
108-27 |
|
|
| Fisher Pivots for day following 13-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111-07 |
112-02 |
| PP |
111-04 |
111-22 |
| S1 |
111-01 |
111-10 |
|