ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115-24 |
114-21 |
-1-03 |
-0.9% |
114-30 |
| High |
115-24 |
115-21 |
-0-03 |
-0.1% |
115-22 |
| Low |
114-03 |
114-20 |
0-17 |
0.5% |
113-10 |
| Close |
114-20 |
115-18 |
0-30 |
0.8% |
115-14 |
| Range |
1-21 |
1-01 |
-0-20 |
-37.7% |
2-12 |
| ATR |
1-06 |
1-05 |
0-00 |
-0.9% |
0-00 |
| Volume |
1,125 |
1,017 |
-108 |
-9.6% |
8,841 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-12 |
118-00 |
116-04 |
|
| R3 |
117-11 |
116-31 |
115-27 |
|
| R2 |
116-10 |
116-10 |
115-24 |
|
| R1 |
115-30 |
115-30 |
115-21 |
116-04 |
| PP |
115-09 |
115-09 |
115-09 |
115-12 |
| S1 |
114-29 |
114-29 |
115-15 |
115-03 |
| S2 |
114-08 |
114-08 |
115-12 |
|
| S3 |
113-07 |
113-28 |
115-09 |
|
| S4 |
112-06 |
112-27 |
115-00 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-30 |
121-02 |
116-24 |
|
| R3 |
119-18 |
118-22 |
116-03 |
|
| R2 |
117-06 |
117-06 |
115-28 |
|
| R1 |
116-10 |
116-10 |
115-21 |
116-24 |
| PP |
114-26 |
114-26 |
114-26 |
115-01 |
| S1 |
113-30 |
113-30 |
115-07 |
114-12 |
| S2 |
112-14 |
112-14 |
115-00 |
|
| S3 |
110-02 |
111-18 |
114-25 |
|
| S4 |
107-22 |
109-06 |
114-04 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-01 |
|
2.618 |
118-11 |
|
1.618 |
117-10 |
|
1.000 |
116-22 |
|
0.618 |
116-09 |
|
HIGH |
115-21 |
|
0.618 |
115-08 |
|
0.500 |
115-04 |
|
0.382 |
115-01 |
|
LOW |
114-20 |
|
0.618 |
114-00 |
|
1.000 |
113-19 |
|
1.618 |
112-31 |
|
2.618 |
111-30 |
|
4.250 |
110-08 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-14 |
115-11 |
| PP |
115-09 |
115-04 |
| S1 |
115-04 |
114-30 |
|