ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 14-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2008 |
14-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
117-14 |
118-09 |
0-27 |
0.7% |
117-29 |
| High |
118-16 |
118-23 |
0-07 |
0.2% |
119-07 |
| Low |
117-06 |
118-03 |
0-29 |
0.8% |
117-06 |
| Close |
118-08 |
118-16 |
0-08 |
0.2% |
118-08 |
| Range |
1-10 |
0-20 |
-0-22 |
-52.4% |
2-01 |
| ATR |
1-10 |
1-08 |
-0-02 |
-3.7% |
0-00 |
| Volume |
459,450 |
423,399 |
-36,051 |
-7.8% |
1,844,613 |
|
| Daily Pivots for day following 14-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-10 |
120-01 |
118-27 |
|
| R3 |
119-22 |
119-13 |
118-22 |
|
| R2 |
119-02 |
119-02 |
118-20 |
|
| R1 |
118-25 |
118-25 |
118-18 |
118-30 |
| PP |
118-14 |
118-14 |
118-14 |
118-16 |
| S1 |
118-05 |
118-05 |
118-14 |
118-10 |
| S2 |
117-26 |
117-26 |
118-12 |
|
| S3 |
117-06 |
117-17 |
118-10 |
|
| S4 |
116-18 |
116-29 |
118-05 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-10 |
123-10 |
119-12 |
|
| R3 |
122-09 |
121-09 |
118-26 |
|
| R2 |
120-08 |
120-08 |
118-20 |
|
| R1 |
119-08 |
119-08 |
118-14 |
119-24 |
| PP |
118-07 |
118-07 |
118-07 |
118-15 |
| S1 |
117-07 |
117-07 |
118-02 |
117-23 |
| S2 |
116-06 |
116-06 |
117-28 |
|
| S3 |
114-05 |
115-06 |
117-22 |
|
| S4 |
112-04 |
113-05 |
117-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-07 |
117-06 |
2-01 |
1.7% |
1-04 |
0.9% |
65% |
False |
False |
378,683 |
| 10 |
119-07 |
115-25 |
3-14 |
2.9% |
1-05 |
1.0% |
79% |
False |
False |
301,764 |
| 20 |
119-07 |
113-13 |
5-26 |
4.9% |
1-07 |
1.0% |
88% |
False |
False |
253,569 |
| 40 |
119-14 |
113-13 |
6-01 |
5.1% |
1-10 |
1.1% |
84% |
False |
False |
240,064 |
| 60 |
119-14 |
110-20 |
8-26 |
7.4% |
1-05 |
1.0% |
89% |
False |
False |
160,301 |
| 80 |
119-14 |
109-24 |
9-22 |
8.2% |
0-31 |
0.8% |
90% |
False |
False |
120,270 |
| 100 |
119-14 |
109-24 |
9-22 |
8.2% |
0-27 |
0.7% |
90% |
False |
False |
96,220 |
| 120 |
119-14 |
108-08 |
11-06 |
9.4% |
0-23 |
0.6% |
92% |
False |
False |
80,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-12 |
|
2.618 |
120-11 |
|
1.618 |
119-23 |
|
1.000 |
119-11 |
|
0.618 |
119-03 |
|
HIGH |
118-23 |
|
0.618 |
118-15 |
|
0.500 |
118-13 |
|
0.382 |
118-11 |
|
LOW |
118-03 |
|
0.618 |
117-23 |
|
1.000 |
117-15 |
|
1.618 |
117-03 |
|
2.618 |
116-15 |
|
4.250 |
115-14 |
|
|
| Fisher Pivots for day following 14-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-15 |
118-11 |
| PP |
118-14 |
118-06 |
| S1 |
118-13 |
118-00 |
|