ECBOT 30 Year Treasury Bond Future June 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 |
118-10 |
117-03 |
-1-08 |
-1.0% |
118-29 |
| High |
118-18 |
119-10 |
0-24 |
0.6% |
118-31 |
| Low |
116-15 |
116-30 |
0-15 |
0.4% |
116-04 |
| Close |
117-00 |
118-25 |
1-26 |
1.5% |
117-02 |
| Range |
2-02 |
2-12 |
0-10 |
14.3% |
2-28 |
| ATR |
1-17 |
1-19 |
0-02 |
4.0% |
0-00 |
| Volume |
536,275 |
449,740 |
-86,535 |
-16.1% |
3,103,063 |
|
| Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-15 |
124-16 |
120-03 |
|
| R3 |
123-03 |
122-04 |
119-14 |
|
| R2 |
120-23 |
120-23 |
119-07 |
|
| R1 |
119-24 |
119-24 |
119-00 |
120-08 |
| PP |
118-11 |
118-11 |
118-11 |
118-19 |
| S1 |
117-12 |
117-12 |
118-18 |
117-28 |
| S2 |
115-31 |
115-31 |
118-11 |
|
| S3 |
113-19 |
115-00 |
118-04 |
|
| S4 |
111-07 |
112-20 |
117-15 |
|
|
| 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 |
119-10 |
116-05 |
3-05 |
2.7% |
1-28 |
1.6% |
83% |
True |
False |
514,408 |
| 10 |
119-10 |
115-04 |
4-06 |
3.5% |
1-25 |
1.5% |
87% |
True |
False |
675,788 |
| 20 |
119-10 |
113-31 |
5-11 |
4.5% |
1-15 |
1.2% |
90% |
True |
False |
635,564 |
| 40 |
121-24 |
113-31 |
7-25 |
6.6% |
1-16 |
1.3% |
62% |
False |
False |
556,979 |
| 60 |
121-24 |
112-21 |
9-03 |
7.7% |
1-09 |
1.1% |
67% |
False |
False |
455,997 |
| 80 |
121-24 |
112-21 |
9-03 |
7.7% |
1-06 |
1.0% |
67% |
False |
False |
464,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-13 |
|
2.618 |
125-17 |
|
1.618 |
123-05 |
|
1.000 |
121-22 |
|
0.618 |
120-25 |
|
HIGH |
119-10 |
|
0.618 |
118-13 |
|
0.500 |
118-04 |
|
0.382 |
117-27 |
|
LOW |
116-30 |
|
0.618 |
115-15 |
|
1.000 |
114-18 |
|
1.618 |
113-03 |
|
2.618 |
110-23 |
|
4.250 |
106-27 |
|
|
| Fisher Pivots for day following 12-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-18 |
118-16 |
| PP |
118-11 |
118-06 |
| S1 |
118-04 |
117-28 |
|