ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 30-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2008 |
30-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
119-28 |
119-00 |
-0-28 |
-0.7% |
120-18 |
| High |
120-04 |
119-25 |
-0-11 |
-0.3% |
122-28 |
| Low |
118-24 |
117-27 |
-0-29 |
-0.8% |
118-06 |
| Close |
119-10 |
118-10 |
-1-00 |
-0.8% |
119-28 |
| Range |
1-12 |
1-30 |
0-18 |
40.9% |
4-22 |
| ATR |
1-18 |
1-19 |
0-01 |
1.7% |
0-00 |
| Volume |
335,656 |
361,492 |
25,836 |
7.7% |
2,412,015 |
|
| Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-15 |
123-10 |
119-12 |
|
| R3 |
122-17 |
121-12 |
118-27 |
|
| R2 |
120-19 |
120-19 |
118-21 |
|
| R1 |
119-14 |
119-14 |
118-16 |
119-02 |
| PP |
118-21 |
118-21 |
118-21 |
118-14 |
| S1 |
117-16 |
117-16 |
118-04 |
117-04 |
| S2 |
116-23 |
116-23 |
117-31 |
|
| S3 |
114-25 |
115-18 |
117-25 |
|
| S4 |
112-27 |
113-20 |
117-08 |
|
|
| 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 |
120-26 |
117-27 |
2-31 |
2.5% |
1-24 |
1.5% |
16% |
False |
True |
536,660 |
| 10 |
122-28 |
117-27 |
5-01 |
4.3% |
1-27 |
1.5% |
9% |
False |
True |
505,351 |
| 20 |
122-28 |
116-00 |
6-28 |
5.8% |
1-17 |
1.3% |
34% |
False |
False |
411,802 |
| 40 |
122-28 |
113-13 |
9-15 |
8.0% |
1-14 |
1.2% |
52% |
False |
False |
346,034 |
| 60 |
122-28 |
112-09 |
10-19 |
9.0% |
1-11 |
1.1% |
57% |
False |
False |
249,481 |
| 80 |
122-28 |
110-01 |
12-27 |
10.9% |
1-05 |
1.0% |
64% |
False |
False |
187,194 |
| 100 |
122-28 |
109-24 |
13-04 |
11.1% |
1-01 |
0.9% |
65% |
False |
False |
149,765 |
| 120 |
122-28 |
109-01 |
13-27 |
11.7% |
0-28 |
0.7% |
67% |
False |
False |
124,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-00 |
|
2.618 |
124-27 |
|
1.618 |
122-29 |
|
1.000 |
121-23 |
|
0.618 |
120-31 |
|
HIGH |
119-25 |
|
0.618 |
119-01 |
|
0.500 |
118-26 |
|
0.382 |
118-19 |
|
LOW |
117-27 |
|
0.618 |
116-21 |
|
1.000 |
115-29 |
|
1.618 |
114-23 |
|
2.618 |
112-25 |
|
4.250 |
109-20 |
|
|
| Fisher Pivots for day following 30-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-26 |
119-06 |
| PP |
118-21 |
118-28 |
| S1 |
118-15 |
118-19 |
|