ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 03-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2008 |
03-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
115-18 |
117-06 |
1-20 |
1.4% |
114-00 |
| High |
117-16 |
117-10 |
-0-06 |
-0.2% |
115-10 |
| Low |
115-18 |
116-25 |
1-07 |
1.1% |
112-29 |
| Close |
117-11 |
117-06 |
-0-05 |
-0.1% |
115-02 |
| Range |
1-30 |
0-17 |
-1-13 |
-72.6% |
2-13 |
| ATR |
1-07 |
1-06 |
-0-02 |
-3.9% |
0-00 |
| Volume |
268,071 |
258,045 |
-10,026 |
-3.7% |
388,809 |
|
| Daily Pivots for day following 03-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-22 |
118-15 |
117-15 |
|
| R3 |
118-05 |
117-30 |
117-11 |
|
| R2 |
117-20 |
117-20 |
117-09 |
|
| R1 |
117-13 |
117-13 |
117-08 |
117-14 |
| PP |
117-03 |
117-03 |
117-03 |
117-04 |
| S1 |
116-28 |
116-28 |
117-04 |
116-30 |
| S2 |
116-18 |
116-18 |
117-03 |
|
| S3 |
116-01 |
116-11 |
117-01 |
|
| S4 |
115-16 |
115-26 |
116-29 |
|
|
| 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 |
119-18 |
|
2.618 |
118-23 |
|
1.618 |
118-06 |
|
1.000 |
117-27 |
|
0.618 |
117-21 |
|
HIGH |
117-10 |
|
0.618 |
117-04 |
|
0.500 |
117-02 |
|
0.382 |
116-31 |
|
LOW |
116-25 |
|
0.618 |
116-14 |
|
1.000 |
116-08 |
|
1.618 |
115-29 |
|
2.618 |
115-12 |
|
4.250 |
114-17 |
|
|
| Fisher Pivots for day following 03-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-04 |
116-31 |
| PP |
117-03 |
116-23 |
| S1 |
117-02 |
116-16 |
|