ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 24-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2008 |
24-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
120-04 |
119-15 |
-0-21 |
-0.5% |
117-25 |
| High |
121-24 |
119-28 |
-1-28 |
-1.5% |
119-21 |
| Low |
118-14 |
117-09 |
-1-05 |
-1.0% |
117-25 |
| Close |
120-15 |
118-01 |
-2-14 |
-2.0% |
118-27 |
| Range |
3-10 |
2-19 |
-0-23 |
-21.7% |
1-28 |
| ATR |
1-11 |
1-15 |
0-04 |
9.9% |
0-00 |
| Volume |
815,491 |
655,792 |
-159,699 |
-19.6% |
2,043,282 |
|
| Daily Pivots for day following 24-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-06 |
124-22 |
119-15 |
|
| R3 |
123-19 |
122-03 |
118-24 |
|
| R2 |
121-00 |
121-00 |
118-16 |
|
| R1 |
119-16 |
119-16 |
118-09 |
118-30 |
| PP |
118-13 |
118-13 |
118-13 |
118-04 |
| S1 |
116-29 |
116-29 |
117-25 |
116-12 |
| S2 |
115-26 |
115-26 |
117-18 |
|
| S3 |
113-07 |
114-10 |
117-10 |
|
| S4 |
110-20 |
111-23 |
116-19 |
|
|
| 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 |
130-29 |
|
2.618 |
126-21 |
|
1.618 |
124-02 |
|
1.000 |
122-15 |
|
0.618 |
121-15 |
|
HIGH |
119-28 |
|
0.618 |
118-28 |
|
0.500 |
118-18 |
|
0.382 |
118-09 |
|
LOW |
117-09 |
|
0.618 |
115-22 |
|
1.000 |
114-22 |
|
1.618 |
113-03 |
|
2.618 |
110-16 |
|
4.250 |
106-08 |
|
|
| Fisher Pivots for day following 24-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-18 |
119-16 |
| PP |
118-13 |
119-01 |
| S1 |
118-07 |
118-17 |
|