ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 18-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2008 |
18-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
118-13 |
119-07 |
0-26 |
0.7% |
117-25 |
| High |
119-21 |
119-07 |
-0-14 |
-0.4% |
119-21 |
| Low |
118-04 |
118-11 |
0-07 |
0.2% |
117-25 |
| Close |
119-12 |
118-27 |
-0-17 |
-0.4% |
118-27 |
| Range |
1-17 |
0-28 |
-0-21 |
-42.9% |
1-28 |
| ATR |
1-04 |
1-04 |
0-00 |
-0.6% |
0-00 |
| Volume |
457,369 |
305,076 |
-152,293 |
-33.3% |
2,043,282 |
|
| Daily Pivots for day following 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-14 |
121-00 |
119-10 |
|
| R3 |
120-18 |
120-04 |
119-03 |
|
| R2 |
119-22 |
119-22 |
119-00 |
|
| R1 |
119-08 |
119-08 |
118-30 |
119-01 |
| PP |
118-26 |
118-26 |
118-26 |
118-22 |
| S1 |
118-12 |
118-12 |
118-24 |
118-05 |
| S2 |
117-30 |
117-30 |
118-22 |
|
| S3 |
117-02 |
117-16 |
118-19 |
|
| S4 |
116-06 |
116-20 |
118-12 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-12 |
123-16 |
119-28 |
|
| R3 |
122-16 |
121-20 |
119-12 |
|
| R2 |
120-20 |
120-20 |
119-06 |
|
| R1 |
119-24 |
119-24 |
119-00 |
120-06 |
| PP |
118-24 |
118-24 |
118-24 |
119-00 |
| S1 |
117-28 |
117-28 |
118-22 |
118-10 |
| S2 |
116-28 |
116-28 |
118-16 |
|
| S3 |
115-00 |
116-00 |
118-10 |
|
| S4 |
113-04 |
114-04 |
117-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-30 |
|
2.618 |
121-16 |
|
1.618 |
120-20 |
|
1.000 |
120-03 |
|
0.618 |
119-24 |
|
HIGH |
119-07 |
|
0.618 |
118-28 |
|
0.500 |
118-25 |
|
0.382 |
118-22 |
|
LOW |
118-11 |
|
0.618 |
117-26 |
|
1.000 |
117-15 |
|
1.618 |
116-30 |
|
2.618 |
116-02 |
|
4.250 |
114-20 |
|
|
| Fisher Pivots for day following 18-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-26 |
118-28 |
| PP |
118-26 |
118-28 |
| S1 |
118-25 |
118-28 |
|