ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 15-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
114-12 |
115-31 |
1-19 |
1.4% |
115-04 |
| High |
116-07 |
116-16 |
0-09 |
0.2% |
116-18 |
| Low |
114-09 |
115-25 |
1-16 |
1.3% |
114-17 |
| Close |
115-24 |
115-28 |
0-04 |
0.1% |
114-28 |
| Range |
1-30 |
0-23 |
-1-07 |
-62.9% |
2-01 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.4% |
0-00 |
| Volume |
222 |
422 |
200 |
90.1% |
878 |
|
| Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-07 |
117-24 |
116-09 |
|
| R3 |
117-16 |
117-01 |
116-02 |
|
| R2 |
116-25 |
116-25 |
116-00 |
|
| R1 |
116-10 |
116-10 |
115-30 |
116-06 |
| PP |
116-02 |
116-02 |
116-02 |
116-00 |
| S1 |
115-19 |
115-19 |
115-26 |
115-15 |
| S2 |
115-11 |
115-11 |
115-24 |
|
| S3 |
114-20 |
114-28 |
115-22 |
|
| S4 |
113-29 |
114-05 |
115-15 |
|
|
| 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 |
119-18 |
|
2.618 |
118-12 |
|
1.618 |
117-21 |
|
1.000 |
117-07 |
|
0.618 |
116-30 |
|
HIGH |
116-16 |
|
0.618 |
116-07 |
|
0.500 |
116-04 |
|
0.382 |
116-02 |
|
LOW |
115-25 |
|
0.618 |
115-11 |
|
1.000 |
115-02 |
|
1.618 |
114-20 |
|
2.618 |
113-29 |
|
4.250 |
112-23 |
|
|
| Fisher Pivots for day following 15-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-04 |
115-23 |
| PP |
116-02 |
115-18 |
| S1 |
115-31 |
115-14 |
|