ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 17-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
119-25 |
120-16 |
0-24 |
0.6% |
118-15 |
| High |
121-17 |
121-21 |
0-04 |
0.1% |
121-17 |
| Low |
119-12 |
120-09 |
0-29 |
0.8% |
117-26 |
| Close |
120-22 |
121-16 |
0-25 |
0.6% |
120-22 |
| Range |
2-05 |
1-12 |
-0-25 |
-36.2% |
3-22 |
| ATR |
1-24 |
1-23 |
-0-01 |
-1.5% |
0-00 |
| Volume |
10,149 |
13,445 |
3,296 |
32.5% |
60,683 |
|
| Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-08 |
124-24 |
122-08 |
|
| R3 |
123-28 |
123-12 |
121-28 |
|
| R2 |
122-16 |
122-16 |
121-24 |
|
| R1 |
122-00 |
122-00 |
121-20 |
122-08 |
| PP |
121-04 |
121-04 |
121-04 |
121-09 |
| S1 |
120-20 |
120-20 |
121-11 |
120-28 |
| S2 |
119-24 |
119-24 |
121-07 |
|
| S3 |
118-12 |
119-08 |
121-03 |
|
| S4 |
117-00 |
117-28 |
120-23 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-04 |
129-20 |
122-24 |
|
| R3 |
127-14 |
125-29 |
121-23 |
|
| R2 |
123-23 |
123-23 |
121-12 |
|
| R1 |
122-07 |
122-07 |
121-01 |
122-31 |
| PP |
120-01 |
120-01 |
120-01 |
120-13 |
| S1 |
118-16 |
118-16 |
120-12 |
119-08 |
| S2 |
116-10 |
116-10 |
120-01 |
|
| S3 |
112-20 |
114-26 |
119-22 |
|
| S4 |
108-29 |
111-03 |
118-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-21 |
117-26 |
3-26 |
3.2% |
2-04 |
1.7% |
96% |
True |
False |
11,306 |
| 10 |
121-21 |
117-12 |
4-09 |
3.5% |
1-28 |
1.5% |
96% |
True |
False |
39,000 |
| 20 |
121-21 |
115-07 |
6-14 |
5.3% |
1-19 |
1.3% |
97% |
True |
False |
283,552 |
| 40 |
122-28 |
115-07 |
7-21 |
6.3% |
1-20 |
1.3% |
82% |
False |
False |
381,129 |
| 60 |
122-28 |
113-13 |
9-15 |
7.8% |
1-16 |
1.2% |
85% |
False |
False |
347,319 |
| 80 |
122-28 |
113-13 |
9-15 |
7.8% |
1-16 |
1.2% |
85% |
False |
False |
326,044 |
| 100 |
122-28 |
112-09 |
10-19 |
8.7% |
1-11 |
1.1% |
87% |
False |
False |
261,295 |
| 120 |
122-28 |
110-01 |
12-27 |
10.6% |
1-06 |
1.0% |
89% |
False |
False |
217,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-16 |
|
2.618 |
125-08 |
|
1.618 |
123-28 |
|
1.000 |
123-01 |
|
0.618 |
122-16 |
|
HIGH |
121-21 |
|
0.618 |
121-04 |
|
0.500 |
120-31 |
|
0.382 |
120-26 |
|
LOW |
120-09 |
|
0.618 |
119-14 |
|
1.000 |
118-29 |
|
1.618 |
118-02 |
|
2.618 |
116-22 |
|
4.250 |
114-14 |
|
|
| Fisher Pivots for day following 17-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121-10 |
121-03 |
| PP |
121-04 |
120-22 |
| S1 |
120-31 |
120-09 |
|