ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 22-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
113-04 |
113-29 |
0-25 |
0.7% |
114-12 |
| High |
113-29 |
114-01 |
0-04 |
0.1% |
116-16 |
| Low |
113-02 |
112-28 |
-0-06 |
-0.2% |
113-07 |
| Close |
113-18 |
113-06 |
-0-12 |
-0.3% |
113-11 |
| Range |
0-27 |
1-05 |
0-10 |
37.0% |
3-09 |
| ATR |
1-04 |
1-04 |
0-00 |
0.2% |
0-00 |
| Volume |
357 |
675 |
318 |
89.1% |
2,465 |
|
| Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-27 |
116-05 |
113-26 |
|
| R3 |
115-22 |
115-00 |
113-16 |
|
| R2 |
114-17 |
114-17 |
113-13 |
|
| R1 |
113-27 |
113-27 |
113-09 |
113-20 |
| PP |
113-12 |
113-12 |
113-12 |
113-08 |
| S1 |
112-22 |
112-22 |
113-03 |
112-14 |
| S2 |
112-07 |
112-07 |
112-31 |
|
| S3 |
111-02 |
111-17 |
112-28 |
|
| S4 |
109-29 |
110-12 |
112-18 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-06 |
122-02 |
115-05 |
|
| R3 |
120-29 |
118-25 |
114-08 |
|
| R2 |
117-20 |
117-20 |
113-30 |
|
| R1 |
115-16 |
115-16 |
113-21 |
114-30 |
| PP |
114-11 |
114-11 |
114-11 |
114-02 |
| S1 |
112-07 |
112-07 |
113-01 |
111-20 |
| S2 |
111-02 |
111-02 |
112-24 |
|
| S3 |
107-25 |
108-30 |
112-14 |
|
| S4 |
104-16 |
105-21 |
111-17 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-30 |
|
2.618 |
117-02 |
|
1.618 |
115-29 |
|
1.000 |
115-06 |
|
0.618 |
114-24 |
|
HIGH |
114-01 |
|
0.618 |
113-19 |
|
0.500 |
113-14 |
|
0.382 |
113-10 |
|
LOW |
112-28 |
|
0.618 |
112-05 |
|
1.000 |
111-23 |
|
1.618 |
111-00 |
|
2.618 |
109-27 |
|
4.250 |
107-31 |
|
|
| Fisher Pivots for day following 22-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-14 |
113-20 |
| PP |
113-12 |
113-15 |
| S1 |
113-09 |
113-10 |
|