ECBOT 30 Year Treasury Bond Future March 2008
Trading Metrics calculated at close of trading on 06-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2008 |
06-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
118-20 |
117-24 |
-0-28 |
-0.7% |
116-30 |
High |
119-15 |
118-12 |
-1-02 |
-0.9% |
120-00 |
Low |
117-12 |
117-16 |
0-04 |
0.1% |
115-14 |
Close |
117-18 |
117-30 |
0-13 |
0.3% |
119-22 |
Range |
2-03 |
0-28 |
-1-07 |
-58.2% |
4-18 |
ATR |
1-17 |
1-16 |
-0-02 |
-3.1% |
0-00 |
Volume |
75,421 |
55,695 |
-19,726 |
-26.2% |
3,036,054 |
|
Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-18 |
120-04 |
118-14 |
|
R3 |
119-22 |
119-08 |
118-06 |
|
R2 |
118-26 |
118-26 |
118-04 |
|
R1 |
118-12 |
118-12 |
118-01 |
118-20 |
PP |
117-30 |
117-30 |
117-30 |
118-02 |
S1 |
117-16 |
117-16 |
117-28 |
117-24 |
S2 |
117-02 |
117-02 |
117-25 |
|
S3 |
116-06 |
116-20 |
117-23 |
|
S4 |
115-10 |
115-24 |
117-15 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-02 |
130-14 |
122-06 |
|
R3 |
127-16 |
125-28 |
120-30 |
|
R2 |
122-30 |
122-30 |
120-17 |
|
R1 |
121-10 |
121-10 |
120-03 |
122-04 |
PP |
118-12 |
118-12 |
118-12 |
118-25 |
S1 |
116-24 |
116-24 |
119-09 |
117-18 |
S2 |
113-26 |
113-26 |
118-27 |
|
S3 |
109-08 |
112-06 |
118-14 |
|
S4 |
104-22 |
107-20 |
117-06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-01 |
117-12 |
2-21 |
2.3% |
1-14 |
1.2% |
22% |
False |
False |
286,508 |
10 |
120-01 |
115-14 |
4-19 |
3.9% |
1-12 |
1.2% |
55% |
False |
False |
421,449 |
20 |
120-01 |
115-07 |
4-26 |
4.1% |
1-15 |
1.2% |
57% |
False |
False |
438,026 |
40 |
122-28 |
115-07 |
7-21 |
6.5% |
1-16 |
1.3% |
36% |
False |
False |
450,329 |
60 |
122-28 |
113-13 |
9-15 |
8.0% |
1-14 |
1.2% |
48% |
False |
False |
382,759 |
80 |
122-28 |
113-07 |
9-21 |
8.2% |
1-12 |
1.2% |
49% |
False |
False |
325,233 |
100 |
122-28 |
110-01 |
12-27 |
10.9% |
1-08 |
1.1% |
62% |
False |
False |
260,317 |
120 |
122-28 |
109-24 |
13-04 |
11.1% |
1-04 |
1.0% |
63% |
False |
False |
216,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-04 |
2.618 |
120-22 |
1.618 |
119-26 |
1.000 |
119-08 |
0.618 |
118-30 |
HIGH |
118-12 |
0.618 |
118-02 |
0.500 |
117-30 |
0.382 |
117-27 |
LOW |
117-16 |
0.618 |
116-31 |
1.000 |
116-20 |
1.618 |
116-03 |
2.618 |
115-07 |
4.250 |
113-26 |
|
|
Fisher Pivots for day following 06-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
117-30 |
118-20 |
PP |
117-30 |
118-12 |
S1 |
117-30 |
118-06 |
|