ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 07-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114-10 |
113-29 |
-0-13 |
-0.4% |
113-03 |
| High |
114-13 |
115-16 |
1-03 |
1.0% |
115-03 |
| Low |
113-10 |
113-23 |
0-13 |
0.4% |
113-00 |
| Close |
113-23 |
115-10 |
1-19 |
1.4% |
114-30 |
| Range |
1-03 |
1-25 |
0-22 |
62.9% |
2-03 |
| ATR |
1-04 |
1-06 |
0-01 |
4.1% |
0-00 |
| Volume |
3,094 |
2,966 |
-128 |
-4.1% |
3,547 |
|
| Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-06 |
119-17 |
116-09 |
|
| R3 |
118-13 |
117-24 |
115-26 |
|
| R2 |
116-20 |
116-20 |
115-20 |
|
| R1 |
115-31 |
115-31 |
115-15 |
116-10 |
| PP |
114-27 |
114-27 |
114-27 |
115-00 |
| S1 |
114-06 |
114-06 |
115-05 |
114-16 |
| S2 |
113-02 |
113-02 |
115-00 |
|
| S3 |
111-09 |
112-13 |
114-26 |
|
| S4 |
109-16 |
110-20 |
114-11 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-20 |
119-28 |
116-03 |
|
| R3 |
118-17 |
117-25 |
115-16 |
|
| R2 |
116-14 |
116-14 |
115-10 |
|
| R1 |
115-22 |
115-22 |
115-04 |
116-02 |
| PP |
114-11 |
114-11 |
114-11 |
114-17 |
| S1 |
113-19 |
113-19 |
114-24 |
113-31 |
| S2 |
112-08 |
112-08 |
114-18 |
|
| S3 |
110-05 |
111-16 |
114-12 |
|
| S4 |
108-02 |
109-13 |
113-25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-02 |
|
2.618 |
120-05 |
|
1.618 |
118-12 |
|
1.000 |
117-09 |
|
0.618 |
116-19 |
|
HIGH |
115-16 |
|
0.618 |
114-26 |
|
0.500 |
114-20 |
|
0.382 |
114-13 |
|
LOW |
113-23 |
|
0.618 |
112-20 |
|
1.000 |
111-30 |
|
1.618 |
110-27 |
|
2.618 |
109-02 |
|
4.250 |
106-05 |
|
|
| Fisher Pivots for day following 07-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-02 |
115-00 |
| PP |
114-27 |
114-23 |
| S1 |
114-20 |
114-13 |
|