ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 25-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2008 |
25-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
119-15 |
117-17 |
-1-30 |
-1.6% |
120-05 |
| High |
119-28 |
119-03 |
-0-25 |
-0.7% |
121-24 |
| Low |
117-09 |
117-11 |
0-02 |
0.1% |
117-09 |
| Close |
118-01 |
118-30 |
0-29 |
0.8% |
118-30 |
| Range |
2-19 |
1-24 |
-0-27 |
-32.5% |
4-15 |
| ATR |
1-15 |
1-16 |
0-01 |
1.4% |
0-00 |
| Volume |
655,792 |
525,060 |
-130,732 |
-19.9% |
2,641,529 |
|
| Daily Pivots for day following 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-23 |
123-02 |
119-29 |
|
| R3 |
121-31 |
121-10 |
119-13 |
|
| R2 |
120-07 |
120-07 |
119-08 |
|
| R1 |
119-18 |
119-18 |
119-03 |
119-28 |
| PP |
118-15 |
118-15 |
118-15 |
118-20 |
| S1 |
117-26 |
117-26 |
118-25 |
118-04 |
| S2 |
116-23 |
116-23 |
118-20 |
|
| S3 |
114-31 |
116-02 |
118-15 |
|
| S4 |
113-07 |
114-10 |
117-31 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-23 |
130-10 |
121-13 |
|
| R3 |
128-08 |
125-27 |
120-05 |
|
| R2 |
123-25 |
123-25 |
119-24 |
|
| R1 |
121-12 |
121-12 |
119-11 |
120-11 |
| PP |
119-10 |
119-10 |
119-10 |
118-26 |
| S1 |
116-29 |
116-29 |
118-17 |
115-28 |
| S2 |
114-27 |
114-27 |
118-04 |
|
| S3 |
110-12 |
112-14 |
117-23 |
|
| S4 |
105-29 |
107-31 |
116-15 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-17 |
|
2.618 |
123-22 |
|
1.618 |
121-30 |
|
1.000 |
120-27 |
|
0.618 |
120-06 |
|
HIGH |
119-03 |
|
0.618 |
118-14 |
|
0.500 |
118-07 |
|
0.382 |
118-00 |
|
LOW |
117-11 |
|
0.618 |
116-08 |
|
1.000 |
115-19 |
|
1.618 |
114-16 |
|
2.618 |
112-24 |
|
4.250 |
109-29 |
|
|
| Fisher Pivots for day following 25-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-22 |
119-16 |
| PP |
118-15 |
119-10 |
| S1 |
118-07 |
119-04 |
|