ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 31-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2008 |
31-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
119-00 |
119-03 |
0-03 |
0.1% |
120-18 |
| High |
119-25 |
119-31 |
0-06 |
0.2% |
122-28 |
| Low |
117-27 |
118-25 |
0-30 |
0.8% |
118-06 |
| Close |
118-10 |
119-10 |
1-00 |
0.8% |
119-28 |
| Range |
1-30 |
1-06 |
-0-24 |
-38.7% |
4-22 |
| ATR |
1-19 |
1-19 |
0-00 |
0.3% |
0-00 |
| Volume |
361,492 |
414,285 |
52,793 |
14.6% |
2,412,015 |
|
| Daily Pivots for day following 31-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-29 |
122-10 |
119-31 |
|
| R3 |
121-23 |
121-04 |
119-20 |
|
| R2 |
120-17 |
120-17 |
119-17 |
|
| R1 |
119-30 |
119-30 |
119-13 |
120-08 |
| PP |
119-11 |
119-11 |
119-11 |
119-16 |
| S1 |
118-24 |
118-24 |
119-07 |
119-02 |
| S2 |
118-05 |
118-05 |
119-03 |
|
| S3 |
116-31 |
117-18 |
119-00 |
|
| S4 |
115-25 |
116-12 |
118-21 |
|
|
| 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 |
120-16 |
117-27 |
2-21 |
2.2% |
1-15 |
1.2% |
55% |
False |
False |
457,441 |
| 10 |
122-28 |
117-27 |
5-01 |
4.2% |
1-26 |
1.5% |
29% |
False |
False |
503,726 |
| 20 |
122-28 |
117-06 |
5-22 |
4.8% |
1-15 |
1.2% |
37% |
False |
False |
428,066 |
| 40 |
122-28 |
113-13 |
9-15 |
7.9% |
1-14 |
1.2% |
62% |
False |
False |
344,598 |
| 60 |
122-28 |
113-07 |
9-21 |
8.1% |
1-11 |
1.1% |
63% |
False |
False |
256,379 |
| 80 |
122-28 |
110-01 |
12-27 |
10.8% |
1-05 |
1.0% |
72% |
False |
False |
192,372 |
| 100 |
122-28 |
109-24 |
13-04 |
11.0% |
1-02 |
0.9% |
73% |
False |
False |
153,907 |
| 120 |
122-28 |
109-01 |
13-27 |
11.6% |
0-29 |
0.7% |
74% |
False |
False |
128,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-00 |
|
2.618 |
123-02 |
|
1.618 |
121-28 |
|
1.000 |
121-05 |
|
0.618 |
120-22 |
|
HIGH |
119-31 |
|
0.618 |
119-16 |
|
0.500 |
119-12 |
|
0.382 |
119-08 |
|
LOW |
118-25 |
|
0.618 |
118-02 |
|
1.000 |
117-19 |
|
1.618 |
116-28 |
|
2.618 |
115-22 |
|
4.250 |
113-24 |
|
|
| Fisher Pivots for day following 31-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-12 |
119-06 |
| PP |
119-11 |
119-03 |
| S1 |
119-11 |
119-00 |
|