ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 10-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2008 |
10-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
118-26 |
118-17 |
-0-09 |
-0.2% |
115-27 |
| High |
119-07 |
118-27 |
-0-12 |
-0.3% |
118-18 |
| Low |
118-12 |
117-10 |
-1-02 |
-0.9% |
115-25 |
| Close |
118-26 |
117-14 |
-1-12 |
-1.2% |
118-03 |
| Range |
0-27 |
1-17 |
0-22 |
81.5% |
2-25 |
| ATR |
1-09 |
1-10 |
0-01 |
1.4% |
0-00 |
| Volume |
342,312 |
375,925 |
33,613 |
9.8% |
749,634 |
|
| Daily Pivots for day following 10-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-15 |
121-15 |
118-09 |
|
| R3 |
120-30 |
119-30 |
117-27 |
|
| R2 |
119-13 |
119-13 |
117-23 |
|
| R1 |
118-13 |
118-13 |
117-18 |
118-04 |
| PP |
117-28 |
117-28 |
117-28 |
117-23 |
| S1 |
116-28 |
116-28 |
117-10 |
116-20 |
| S2 |
116-11 |
116-11 |
117-05 |
|
| S3 |
114-26 |
115-11 |
117-01 |
|
| S4 |
113-09 |
113-26 |
116-19 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-26 |
124-24 |
119-20 |
|
| R3 |
123-01 |
121-31 |
118-27 |
|
| R2 |
120-08 |
120-08 |
118-19 |
|
| R1 |
119-06 |
119-06 |
118-11 |
119-23 |
| PP |
117-15 |
117-15 |
117-15 |
117-24 |
| S1 |
116-13 |
116-13 |
117-27 |
116-30 |
| S2 |
114-22 |
114-22 |
117-19 |
|
| S3 |
111-29 |
113-20 |
117-11 |
|
| S4 |
109-04 |
110-27 |
116-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-07 |
117-10 |
1-29 |
1.6% |
1-05 |
1.0% |
7% |
False |
True |
328,386 |
| 10 |
119-07 |
113-16 |
5-23 |
4.9% |
1-09 |
1.1% |
69% |
False |
False |
234,560 |
| 20 |
119-07 |
113-13 |
5-26 |
4.9% |
1-10 |
1.1% |
69% |
False |
False |
246,595 |
| 40 |
119-14 |
113-13 |
6-01 |
5.1% |
1-10 |
1.1% |
67% |
False |
False |
218,044 |
| 60 |
119-14 |
110-05 |
9-09 |
7.9% |
1-04 |
1.0% |
78% |
False |
False |
145,599 |
| 80 |
119-14 |
109-24 |
9-22 |
8.2% |
0-31 |
0.8% |
79% |
False |
False |
109,235 |
| 100 |
119-14 |
109-01 |
10-13 |
8.9% |
0-27 |
0.7% |
81% |
False |
False |
87,392 |
| 120 |
119-14 |
108-08 |
11-06 |
9.5% |
0-23 |
0.6% |
82% |
False |
False |
72,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-11 |
|
2.618 |
122-27 |
|
1.618 |
121-10 |
|
1.000 |
120-12 |
|
0.618 |
119-25 |
|
HIGH |
118-27 |
|
0.618 |
118-08 |
|
0.500 |
118-02 |
|
0.382 |
117-29 |
|
LOW |
117-10 |
|
0.618 |
116-12 |
|
1.000 |
115-25 |
|
1.618 |
114-27 |
|
2.618 |
113-10 |
|
4.250 |
110-26 |
|
|
| Fisher Pivots for day following 10-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-02 |
118-08 |
| PP |
117-28 |
118-00 |
| S1 |
117-21 |
117-23 |
|