ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 23-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2008 |
23-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
112-04 |
112-09 |
0-05 |
0.1% |
111-06 |
| High |
112-14 |
112-28 |
0-14 |
0.4% |
112-17 |
| Low |
112-04 |
112-08 |
0-04 |
0.1% |
110-25 |
| Close |
112-18 |
112-10 |
-0-08 |
-0.2% |
112-18 |
| Range |
0-10 |
0-20 |
0-10 |
100.0% |
1-24 |
| ATR |
1-01 |
1-00 |
-0-01 |
-2.8% |
0-00 |
| Volume |
124 |
2 |
-122 |
-98.4% |
212 |
|
| Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-11 |
113-31 |
112-21 |
|
| R3 |
113-23 |
113-11 |
112-16 |
|
| R2 |
113-03 |
113-03 |
112-14 |
|
| R1 |
112-23 |
112-23 |
112-12 |
112-29 |
| PP |
112-15 |
112-15 |
112-15 |
112-18 |
| S1 |
112-03 |
112-03 |
112-08 |
112-09 |
| S2 |
111-27 |
111-27 |
112-06 |
|
| S3 |
111-07 |
111-15 |
112-04 |
|
| S4 |
110-19 |
110-27 |
111-31 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-07 |
116-20 |
113-17 |
|
| R3 |
115-15 |
114-28 |
113-01 |
|
| R2 |
113-23 |
113-23 |
112-28 |
|
| R1 |
113-04 |
113-04 |
112-23 |
113-14 |
| PP |
111-31 |
111-31 |
111-31 |
112-03 |
| S1 |
111-12 |
111-12 |
112-13 |
111-22 |
| S2 |
110-07 |
110-07 |
112-08 |
|
| S3 |
108-15 |
109-20 |
112-03 |
|
| S4 |
106-23 |
107-28 |
111-19 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-17 |
|
2.618 |
114-16 |
|
1.618 |
113-28 |
|
1.000 |
113-16 |
|
0.618 |
113-08 |
|
HIGH |
112-28 |
|
0.618 |
112-20 |
|
0.500 |
112-18 |
|
0.382 |
112-16 |
|
LOW |
112-08 |
|
0.618 |
111-28 |
|
1.000 |
111-20 |
|
1.618 |
111-08 |
|
2.618 |
110-20 |
|
4.250 |
109-19 |
|
|
| Fisher Pivots for day following 23-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-18 |
112-09 |
| PP |
112-15 |
112-08 |
| S1 |
112-13 |
112-06 |
|