ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 11-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2008 |
11-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
116-09 |
116-03 |
-0-06 |
-0.2% |
115-04 |
| High |
116-18 |
116-18 |
0-00 |
0.0% |
116-18 |
| Low |
115-27 |
114-18 |
-1-09 |
-1.1% |
114-17 |
| Close |
116-11 |
114-28 |
-1-15 |
-1.3% |
114-28 |
| Range |
0-23 |
2-00 |
1-09 |
178.3% |
2-01 |
| ATR |
1-00 |
1-02 |
0-02 |
7.4% |
0-00 |
| Volume |
373 |
132 |
-241 |
-64.6% |
878 |
|
| Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-11 |
120-03 |
115-31 |
|
| R3 |
119-11 |
118-03 |
115-14 |
|
| R2 |
117-11 |
117-11 |
115-08 |
|
| R1 |
116-03 |
116-03 |
115-02 |
115-23 |
| PP |
115-11 |
115-11 |
115-11 |
115-04 |
| S1 |
114-03 |
114-03 |
114-22 |
113-23 |
| S2 |
113-11 |
113-11 |
114-16 |
|
| S3 |
111-11 |
112-03 |
114-10 |
|
| S4 |
109-11 |
110-03 |
113-25 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-13 |
120-06 |
116-00 |
|
| R3 |
119-12 |
118-05 |
115-14 |
|
| R2 |
117-11 |
117-11 |
115-08 |
|
| R1 |
116-04 |
116-04 |
115-02 |
115-23 |
| PP |
115-10 |
115-10 |
115-10 |
115-04 |
| S1 |
114-03 |
114-03 |
114-22 |
113-22 |
| S2 |
113-09 |
113-09 |
114-16 |
|
| S3 |
111-08 |
112-02 |
114-10 |
|
| S4 |
109-07 |
110-01 |
113-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-02 |
|
2.618 |
121-26 |
|
1.618 |
119-26 |
|
1.000 |
118-18 |
|
0.618 |
117-26 |
|
HIGH |
116-18 |
|
0.618 |
115-26 |
|
0.500 |
115-18 |
|
0.382 |
115-10 |
|
LOW |
114-18 |
|
0.618 |
113-10 |
|
1.000 |
112-18 |
|
1.618 |
111-10 |
|
2.618 |
109-10 |
|
4.250 |
106-02 |
|
|
| Fisher Pivots for day following 11-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-18 |
115-18 |
| PP |
115-11 |
115-11 |
| S1 |
115-03 |
115-03 |
|