ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 12-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
119-25 |
118-14 |
-1-10 |
-1.1% |
119-31 |
| High |
119-26 |
120-27 |
1-00 |
0.8% |
120-01 |
| Low |
117-26 |
118-08 |
0-14 |
0.4% |
117-12 |
| Close |
118-08 |
120-05 |
1-28 |
1.6% |
118-14 |
| Range |
2-00 |
2-19 |
0-19 |
29.7% |
2-21 |
| ATR |
1-19 |
1-21 |
0-02 |
4.6% |
0-00 |
| Volume |
8,922 |
15,827 |
6,905 |
77.4% |
628,244 |
|
| Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-17 |
126-14 |
121-19 |
|
| R3 |
124-30 |
123-27 |
120-28 |
|
| R2 |
122-11 |
122-11 |
120-20 |
|
| R1 |
121-08 |
121-08 |
120-13 |
121-26 |
| PP |
119-24 |
119-24 |
119-24 |
120-01 |
| S1 |
118-21 |
118-21 |
119-29 |
119-06 |
| S2 |
117-05 |
117-05 |
119-22 |
|
| S3 |
114-18 |
116-02 |
119-14 |
|
| S4 |
111-31 |
113-15 |
118-23 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-18 |
125-05 |
119-28 |
|
| R3 |
123-30 |
122-16 |
119-05 |
|
| R2 |
121-08 |
121-08 |
118-29 |
|
| R1 |
119-27 |
119-27 |
118-21 |
119-07 |
| PP |
118-20 |
118-20 |
118-20 |
118-10 |
| S1 |
117-06 |
117-06 |
118-06 |
116-18 |
| S2 |
115-30 |
115-30 |
117-30 |
|
| S3 |
113-10 |
114-17 |
117-22 |
|
| S4 |
110-20 |
111-28 |
116-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-27 |
117-16 |
3-10 |
2.8% |
1-27 |
1.5% |
79% |
True |
False |
24,779 |
| 10 |
120-27 |
116-07 |
4-20 |
3.8% |
1-25 |
1.5% |
85% |
True |
False |
222,933 |
| 20 |
120-27 |
115-07 |
5-20 |
4.7% |
1-17 |
1.3% |
88% |
True |
False |
351,634 |
| 40 |
122-28 |
115-07 |
7-21 |
6.4% |
1-19 |
1.3% |
64% |
False |
False |
412,007 |
| 60 |
122-28 |
113-13 |
9-15 |
7.9% |
1-15 |
1.2% |
71% |
False |
False |
359,195 |
| 80 |
122-28 |
113-13 |
9-15 |
7.9% |
1-15 |
1.2% |
71% |
False |
False |
326,036 |
| 100 |
122-28 |
110-20 |
12-08 |
10.2% |
1-11 |
1.1% |
78% |
False |
False |
260,984 |
| 120 |
122-28 |
109-24 |
13-04 |
10.9% |
1-06 |
1.0% |
79% |
False |
False |
217,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-28 |
|
2.618 |
127-20 |
|
1.618 |
125-01 |
|
1.000 |
123-14 |
|
0.618 |
122-14 |
|
HIGH |
120-27 |
|
0.618 |
119-27 |
|
0.500 |
119-18 |
|
0.382 |
119-08 |
|
LOW |
118-08 |
|
0.618 |
116-21 |
|
1.000 |
115-21 |
|
1.618 |
114-02 |
|
2.618 |
111-15 |
|
4.250 |
107-07 |
|
|
| Fisher Pivots for day following 12-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-30 |
119-28 |
| PP |
119-24 |
119-20 |
| S1 |
119-18 |
119-11 |
|