ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 16-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
118-10 |
119-08 |
0-30 |
0.8% |
117-08 |
| High |
119-03 |
119-18 |
0-15 |
0.4% |
118-12 |
| Low |
118-10 |
118-07 |
-0-03 |
-0.1% |
116-21 |
| Close |
118-26 |
118-15 |
-0-11 |
-0.3% |
117-18 |
| Range |
0-25 |
1-11 |
0-18 |
72.0% |
1-23 |
| ATR |
1-02 |
1-03 |
0-01 |
1.8% |
0-00 |
| Volume |
431,833 |
536,320 |
104,487 |
24.2% |
1,900,017 |
|
| Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-25 |
121-31 |
119-07 |
|
| R3 |
121-14 |
120-20 |
118-27 |
|
| R2 |
120-03 |
120-03 |
118-23 |
|
| R1 |
119-09 |
119-09 |
118-19 |
119-00 |
| PP |
118-24 |
118-24 |
118-24 |
118-20 |
| S1 |
117-30 |
117-30 |
118-11 |
117-22 |
| S2 |
117-13 |
117-13 |
118-07 |
|
| S3 |
116-02 |
116-19 |
118-03 |
|
| S4 |
114-23 |
115-08 |
117-23 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-22 |
121-27 |
118-16 |
|
| R3 |
120-31 |
120-04 |
118-01 |
|
| R2 |
119-08 |
119-08 |
117-28 |
|
| R1 |
118-13 |
118-13 |
117-23 |
118-26 |
| PP |
117-17 |
117-17 |
117-17 |
117-24 |
| S1 |
116-22 |
116-22 |
117-13 |
117-04 |
| S2 |
115-26 |
115-26 |
117-08 |
|
| S3 |
114-03 |
114-31 |
117-03 |
|
| S4 |
112-12 |
113-08 |
116-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-09 |
|
2.618 |
123-03 |
|
1.618 |
121-24 |
|
1.000 |
120-29 |
|
0.618 |
120-13 |
|
HIGH |
119-18 |
|
0.618 |
119-02 |
|
0.500 |
118-28 |
|
0.382 |
118-23 |
|
LOW |
118-07 |
|
0.618 |
117-12 |
|
1.000 |
116-28 |
|
1.618 |
116-01 |
|
2.618 |
114-22 |
|
4.250 |
112-16 |
|
|
| Fisher Pivots for day following 16-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-28 |
118-22 |
| PP |
118-24 |
118-19 |
| S1 |
118-20 |
118-17 |
|