ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 29-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2008 |
29-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
119-16 |
119-04 |
-0-12 |
-0.3% |
120-05 |
| High |
119-16 |
119-04 |
-0-12 |
-0.3% |
121-24 |
| Low |
118-24 |
117-28 |
-0-28 |
-0.7% |
117-09 |
| Close |
119-01 |
118-13 |
-0-20 |
-0.5% |
118-30 |
| Range |
0-24 |
1-08 |
0-16 |
66.7% |
4-15 |
| ATR |
1-14 |
1-13 |
0-00 |
-0.9% |
0-00 |
| Volume |
336,214 |
363,369 |
27,155 |
8.1% |
2,641,529 |
|
| Daily Pivots for day following 29-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-07 |
121-18 |
119-03 |
|
| R3 |
120-31 |
120-10 |
118-24 |
|
| R2 |
119-23 |
119-23 |
118-20 |
|
| R1 |
119-02 |
119-02 |
118-17 |
118-24 |
| PP |
118-15 |
118-15 |
118-15 |
118-10 |
| S1 |
117-26 |
117-26 |
118-09 |
117-16 |
| S2 |
117-07 |
117-07 |
118-06 |
|
| S3 |
115-31 |
116-18 |
118-02 |
|
| S4 |
114-23 |
115-10 |
117-23 |
|
|
| 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 |
124-14 |
|
2.618 |
122-13 |
|
1.618 |
121-05 |
|
1.000 |
120-12 |
|
0.618 |
119-29 |
|
HIGH |
119-04 |
|
0.618 |
118-21 |
|
0.500 |
118-16 |
|
0.382 |
118-11 |
|
LOW |
117-28 |
|
0.618 |
117-03 |
|
1.000 |
116-20 |
|
1.618 |
115-27 |
|
2.618 |
114-19 |
|
4.250 |
112-18 |
|
|
| Fisher Pivots for day following 29-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-16 |
118-14 |
| PP |
118-15 |
118-13 |
| S1 |
118-14 |
118-13 |
|