ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 28-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2008 |
28-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
118-11 |
119-31 |
1-20 |
1.4% |
120-18 |
| High |
120-05 |
120-16 |
0-11 |
0.3% |
122-28 |
| Low |
118-06 |
119-20 |
1-14 |
1.2% |
118-06 |
| Close |
119-28 |
119-31 |
0-03 |
0.1% |
119-28 |
| Range |
1-31 |
0-28 |
-1-03 |
-55.6% |
4-22 |
| ATR |
1-20 |
1-19 |
-0-02 |
-3.3% |
0-00 |
| Volume |
653,888 |
521,887 |
-132,001 |
-20.2% |
2,412,015 |
|
| Daily Pivots for day following 28-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-21 |
122-06 |
120-14 |
|
| R3 |
121-25 |
121-10 |
120-07 |
|
| R2 |
120-29 |
120-29 |
120-04 |
|
| R1 |
120-14 |
120-14 |
120-02 |
120-13 |
| PP |
120-01 |
120-01 |
120-01 |
120-00 |
| S1 |
119-18 |
119-18 |
119-28 |
119-17 |
| S2 |
119-05 |
119-05 |
119-26 |
|
| S3 |
118-09 |
118-22 |
119-23 |
|
| S4 |
117-13 |
117-26 |
119-16 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-12 |
131-26 |
122-14 |
|
| R3 |
129-22 |
127-04 |
121-05 |
|
| R2 |
125-00 |
125-00 |
120-24 |
|
| R1 |
122-14 |
122-14 |
120-10 |
121-12 |
| PP |
120-10 |
120-10 |
120-10 |
119-25 |
| S1 |
117-24 |
117-24 |
119-14 |
116-22 |
| S2 |
115-20 |
115-20 |
119-00 |
|
| S3 |
110-30 |
113-02 |
118-19 |
|
| S4 |
106-08 |
108-12 |
117-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-28 |
118-06 |
4-22 |
3.9% |
2-07 |
1.8% |
38% |
False |
False |
586,780 |
| 10 |
122-28 |
118-03 |
4-25 |
4.0% |
1-22 |
1.4% |
39% |
False |
False |
508,088 |
| 20 |
122-28 |
114-10 |
8-18 |
7.1% |
1-16 |
1.2% |
66% |
False |
False |
390,086 |
| 40 |
122-28 |
113-13 |
9-15 |
7.9% |
1-14 |
1.2% |
69% |
False |
False |
344,816 |
| 60 |
122-28 |
112-09 |
10-19 |
8.8% |
1-10 |
1.1% |
73% |
False |
False |
237,872 |
| 80 |
122-28 |
110-01 |
12-27 |
10.7% |
1-04 |
0.9% |
77% |
False |
False |
178,481 |
| 100 |
122-28 |
109-24 |
13-04 |
10.9% |
1-00 |
0.8% |
78% |
False |
False |
142,793 |
| 120 |
122-28 |
109-01 |
13-27 |
11.5% |
0-27 |
0.7% |
79% |
False |
False |
119,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-07 |
|
2.618 |
122-25 |
|
1.618 |
121-29 |
|
1.000 |
121-12 |
|
0.618 |
121-01 |
|
HIGH |
120-16 |
|
0.618 |
120-05 |
|
0.500 |
120-02 |
|
0.382 |
119-31 |
|
LOW |
119-20 |
|
0.618 |
119-03 |
|
1.000 |
118-24 |
|
1.618 |
118-07 |
|
2.618 |
117-11 |
|
4.250 |
115-29 |
|
|
| Fisher Pivots for day following 28-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-02 |
119-26 |
| PP |
120-01 |
119-21 |
| S1 |
120-00 |
119-16 |
|