ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 22-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
120-03 |
120-18 |
0-15 |
0.4% |
118-09 |
| High |
120-06 |
121-18 |
1-12 |
1.1% |
120-14 |
| Low |
119-13 |
119-17 |
0-04 |
0.1% |
118-03 |
| Close |
119-19 |
120-25 |
1-06 |
1.0% |
119-19 |
| Range |
0-25 |
2-01 |
1-08 |
160.0% |
2-11 |
| ATR |
1-09 |
1-10 |
0-02 |
4.3% |
0-00 |
| Volume |
456,670 |
304,853 |
-151,817 |
-33.2% |
2,146,982 |
|
| Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-23 |
125-25 |
121-29 |
|
| R3 |
124-22 |
123-24 |
121-11 |
|
| R2 |
122-21 |
122-21 |
121-05 |
|
| R1 |
121-23 |
121-23 |
120-31 |
122-06 |
| PP |
120-20 |
120-20 |
120-20 |
120-28 |
| S1 |
119-22 |
119-22 |
120-19 |
120-05 |
| S2 |
118-19 |
118-19 |
120-13 |
|
| S3 |
116-18 |
117-21 |
120-07 |
|
| S4 |
114-17 |
115-20 |
119-21 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-13 |
125-11 |
120-28 |
|
| R3 |
124-02 |
123-00 |
120-08 |
|
| R2 |
121-23 |
121-23 |
120-01 |
|
| R1 |
120-21 |
120-21 |
119-26 |
121-06 |
| PP |
119-12 |
119-12 |
119-12 |
119-20 |
| S1 |
118-10 |
118-10 |
119-12 |
118-27 |
| S2 |
117-01 |
117-01 |
119-05 |
|
| S3 |
114-22 |
115-31 |
118-30 |
|
| S4 |
112-11 |
113-20 |
118-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-18 |
118-17 |
3-01 |
2.5% |
1-14 |
1.2% |
74% |
True |
False |
405,687 |
| 10 |
121-18 |
117-06 |
4-12 |
3.6% |
1-09 |
1.1% |
82% |
True |
False |
392,185 |
| 20 |
121-18 |
113-13 |
8-05 |
6.8% |
1-09 |
1.1% |
90% |
True |
False |
287,472 |
| 40 |
121-18 |
113-13 |
8-05 |
6.8% |
1-12 |
1.2% |
90% |
True |
False |
289,026 |
| 60 |
121-18 |
112-09 |
9-09 |
7.7% |
1-07 |
1.0% |
92% |
True |
False |
194,089 |
| 80 |
121-18 |
110-01 |
11-17 |
9.5% |
1-01 |
0.8% |
93% |
True |
False |
145,620 |
| 100 |
121-18 |
109-24 |
11-26 |
9.8% |
0-30 |
0.8% |
93% |
True |
False |
116,504 |
| 120 |
121-18 |
109-01 |
12-17 |
10.4% |
0-25 |
0.7% |
94% |
True |
False |
97,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-06 |
|
2.618 |
126-28 |
|
1.618 |
124-27 |
|
1.000 |
123-19 |
|
0.618 |
122-26 |
|
HIGH |
121-18 |
|
0.618 |
120-25 |
|
0.500 |
120-18 |
|
0.382 |
120-10 |
|
LOW |
119-17 |
|
0.618 |
118-09 |
|
1.000 |
117-16 |
|
1.618 |
116-08 |
|
2.618 |
114-07 |
|
4.250 |
110-29 |
|
|
| Fisher Pivots for day following 22-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-22 |
120-19 |
| PP |
120-20 |
120-12 |
| S1 |
120-18 |
120-06 |
|