ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 10-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
116-26 |
117-01 |
0-06 |
0.2% |
118-29 |
| High |
118-12 |
118-27 |
0-15 |
0.4% |
118-31 |
| Low |
116-05 |
116-31 |
0-26 |
0.7% |
116-04 |
| Close |
117-02 |
118-17 |
1-14 |
1.2% |
117-02 |
| Range |
2-07 |
1-28 |
-0-11 |
-15.5% |
2-28 |
| ATR |
1-14 |
1-15 |
0-01 |
2.1% |
0-00 |
| Volume |
566,407 |
504,660 |
-61,747 |
-10.9% |
3,103,063 |
|
| Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-24 |
123-00 |
119-18 |
|
| R3 |
121-28 |
121-04 |
119-02 |
|
| R2 |
120-00 |
120-00 |
118-28 |
|
| R1 |
119-08 |
119-08 |
118-22 |
119-20 |
| PP |
118-04 |
118-04 |
118-04 |
118-10 |
| S1 |
117-12 |
117-12 |
118-12 |
117-24 |
| S2 |
116-08 |
116-08 |
118-06 |
|
| S3 |
114-12 |
115-16 |
118-00 |
|
| S4 |
112-16 |
113-20 |
117-16 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-31 |
124-12 |
118-21 |
|
| R3 |
123-03 |
121-17 |
117-28 |
|
| R2 |
120-08 |
120-08 |
117-19 |
|
| R1 |
118-21 |
118-21 |
117-11 |
118-01 |
| PP |
117-12 |
117-12 |
117-12 |
117-02 |
| S1 |
115-26 |
115-26 |
116-26 |
115-05 |
| S2 |
114-17 |
114-17 |
116-18 |
|
| S3 |
111-21 |
112-30 |
116-09 |
|
| S4 |
108-26 |
110-03 |
115-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-27 |
116-04 |
2-24 |
2.3% |
1-21 |
1.4% |
89% |
True |
False |
585,855 |
| 10 |
118-31 |
114-16 |
4-15 |
3.8% |
1-15 |
1.2% |
90% |
False |
False |
764,255 |
| 20 |
118-31 |
113-31 |
5-00 |
4.2% |
1-12 |
1.2% |
91% |
False |
False |
621,465 |
| 40 |
121-24 |
113-31 |
7-25 |
6.6% |
1-12 |
1.2% |
59% |
False |
False |
550,733 |
| 60 |
121-24 |
112-21 |
9-03 |
7.7% |
1-08 |
1.1% |
65% |
False |
False |
452,252 |
| 80 |
121-24 |
112-21 |
9-03 |
7.7% |
1-04 |
1.0% |
65% |
False |
False |
460,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-26 |
|
2.618 |
123-24 |
|
1.618 |
121-28 |
|
1.000 |
120-23 |
|
0.618 |
120-00 |
|
HIGH |
118-27 |
|
0.618 |
118-04 |
|
0.500 |
117-29 |
|
0.382 |
117-22 |
|
LOW |
116-31 |
|
0.618 |
115-26 |
|
1.000 |
115-03 |
|
1.618 |
113-30 |
|
2.618 |
112-02 |
|
4.250 |
109-00 |
|
|
| Fisher Pivots for day following 10-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-10 |
118-06 |
| PP |
118-04 |
117-27 |
| S1 |
117-29 |
117-16 |
|