ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 02-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2007 |
02-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
115-16 |
115-18 |
0-02 |
0.1% |
114-00 |
| High |
116-09 |
117-16 |
1-07 |
1.0% |
115-10 |
| Low |
115-16 |
115-18 |
0-02 |
0.1% |
112-29 |
| Close |
115-24 |
117-11 |
1-19 |
1.4% |
115-02 |
| Range |
0-25 |
1-30 |
1-05 |
148.0% |
2-13 |
| ATR |
1-05 |
1-07 |
0-02 |
4.7% |
0-00 |
| Volume |
89,003 |
268,071 |
179,068 |
201.2% |
388,809 |
|
| Daily Pivots for day following 02-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-20 |
121-29 |
118-13 |
|
| R3 |
120-22 |
119-31 |
117-28 |
|
| R2 |
118-24 |
118-24 |
117-22 |
|
| R1 |
118-01 |
118-01 |
117-17 |
118-12 |
| PP |
116-26 |
116-26 |
116-26 |
116-31 |
| S1 |
116-03 |
116-03 |
117-05 |
116-14 |
| S2 |
114-28 |
114-28 |
117-00 |
|
| S3 |
112-30 |
114-05 |
116-26 |
|
| S4 |
111-00 |
112-07 |
116-09 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-21 |
120-24 |
116-12 |
|
| R3 |
119-08 |
118-11 |
115-23 |
|
| R2 |
116-27 |
116-27 |
115-16 |
|
| R1 |
115-30 |
115-30 |
115-09 |
116-12 |
| PP |
114-14 |
114-14 |
114-14 |
114-21 |
| S1 |
113-17 |
113-17 |
114-27 |
114-00 |
| S2 |
112-01 |
112-01 |
114-20 |
|
| S3 |
109-20 |
111-04 |
114-13 |
|
| S4 |
107-07 |
108-23 |
113-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-24 |
|
2.618 |
122-18 |
|
1.618 |
120-20 |
|
1.000 |
119-14 |
|
0.618 |
118-22 |
|
HIGH |
117-16 |
|
0.618 |
116-24 |
|
0.500 |
116-17 |
|
0.382 |
116-10 |
|
LOW |
115-18 |
|
0.618 |
114-12 |
|
1.000 |
113-20 |
|
1.618 |
112-14 |
|
2.618 |
110-16 |
|
4.250 |
107-10 |
|
|
| Fisher Pivots for day following 02-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-02 |
116-25 |
| PP |
116-26 |
116-07 |
| S1 |
116-17 |
115-20 |
|