ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 02-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2007 |
02-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
115-27 |
116-13 |
0-18 |
0.5% |
114-25 |
| High |
116-23 |
118-03 |
1-12 |
1.2% |
116-04 |
| Low |
115-25 |
116-00 |
0-07 |
0.2% |
113-13 |
| Close |
116-12 |
117-29 |
1-17 |
1.3% |
115-22 |
| Range |
0-30 |
2-03 |
1-05 |
123.3% |
2-23 |
| ATR |
1-11 |
1-12 |
0-02 |
4.1% |
0-00 |
| Volume |
136,238 |
88,996 |
-47,242 |
-34.7% |
448,418 |
|
| Daily Pivots for day following 02-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-20 |
122-27 |
119-02 |
|
| R3 |
121-17 |
120-24 |
118-15 |
|
| R2 |
119-14 |
119-14 |
118-09 |
|
| R1 |
118-21 |
118-21 |
118-03 |
119-02 |
| PP |
117-11 |
117-11 |
117-11 |
117-17 |
| S1 |
116-18 |
116-18 |
117-23 |
116-30 |
| S2 |
115-08 |
115-08 |
117-17 |
|
| S3 |
113-05 |
114-15 |
117-11 |
|
| S4 |
111-02 |
112-12 |
116-24 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-07 |
122-06 |
117-06 |
|
| R3 |
120-16 |
119-15 |
116-14 |
|
| R2 |
117-25 |
117-25 |
116-06 |
|
| R1 |
116-24 |
116-24 |
115-30 |
117-08 |
| PP |
115-02 |
115-02 |
115-02 |
115-11 |
| S1 |
114-01 |
114-01 |
115-14 |
114-18 |
| S2 |
112-11 |
112-11 |
115-06 |
|
| S3 |
109-20 |
111-10 |
114-30 |
|
| S4 |
106-29 |
108-19 |
114-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-03 |
113-13 |
4-22 |
4.0% |
1-15 |
1.2% |
96% |
True |
False |
95,492 |
| 10 |
118-03 |
113-13 |
4-22 |
4.0% |
1-10 |
1.1% |
96% |
True |
False |
171,609 |
| 20 |
118-22 |
113-13 |
5-09 |
4.5% |
1-13 |
1.2% |
85% |
False |
False |
261,130 |
| 40 |
119-14 |
113-07 |
6-07 |
5.3% |
1-09 |
1.1% |
75% |
False |
False |
170,535 |
| 60 |
119-14 |
110-01 |
9-13 |
8.0% |
1-02 |
0.9% |
84% |
False |
False |
113,807 |
| 80 |
119-14 |
109-24 |
9-22 |
8.2% |
0-30 |
0.8% |
84% |
False |
False |
85,368 |
| 100 |
119-14 |
109-01 |
10-13 |
8.8% |
0-25 |
0.7% |
85% |
False |
False |
68,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-00 |
|
2.618 |
123-18 |
|
1.618 |
121-15 |
|
1.000 |
120-06 |
|
0.618 |
119-12 |
|
HIGH |
118-03 |
|
0.618 |
117-09 |
|
0.500 |
117-02 |
|
0.382 |
116-26 |
|
LOW |
116-00 |
|
0.618 |
114-23 |
|
1.000 |
113-29 |
|
1.618 |
112-20 |
|
2.618 |
110-17 |
|
4.250 |
107-03 |
|
|
| Fisher Pivots for day following 02-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-20 |
117-11 |
| PP |
117-11 |
116-25 |
| S1 |
117-02 |
116-06 |
|