ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 28-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2008 |
28-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
117-17 |
119-16 |
1-31 |
1.7% |
120-05 |
| High |
119-03 |
119-16 |
0-13 |
0.3% |
121-24 |
| Low |
117-11 |
118-24 |
1-13 |
1.2% |
117-09 |
| Close |
118-30 |
119-01 |
0-03 |
0.1% |
118-30 |
| Range |
1-24 |
0-24 |
-1-00 |
-57.1% |
4-15 |
| ATR |
1-16 |
1-14 |
-0-02 |
-3.5% |
0-00 |
| Volume |
525,060 |
336,214 |
-188,846 |
-36.0% |
2,641,529 |
|
| Daily Pivots for day following 28-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-11 |
120-30 |
119-14 |
|
| R3 |
120-19 |
120-06 |
119-08 |
|
| R2 |
119-27 |
119-27 |
119-05 |
|
| R1 |
119-14 |
119-14 |
119-03 |
119-08 |
| PP |
119-03 |
119-03 |
119-03 |
119-00 |
| S1 |
118-22 |
118-22 |
118-31 |
118-16 |
| S2 |
118-11 |
118-11 |
118-29 |
|
| S3 |
117-19 |
117-30 |
118-26 |
|
| S4 |
116-27 |
117-06 |
118-20 |
|
|
| 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 |
122-22 |
|
2.618 |
121-15 |
|
1.618 |
120-23 |
|
1.000 |
120-08 |
|
0.618 |
119-31 |
|
HIGH |
119-16 |
|
0.618 |
119-07 |
|
0.500 |
119-04 |
|
0.382 |
119-01 |
|
LOW |
118-24 |
|
0.618 |
118-09 |
|
1.000 |
118-00 |
|
1.618 |
117-17 |
|
2.618 |
116-25 |
|
4.250 |
115-18 |
|
|
| Fisher Pivots for day following 28-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-04 |
118-28 |
| PP |
119-03 |
118-23 |
| S1 |
119-02 |
118-18 |
|