ECBOT 30 Year Treasury Bond Future June 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 |
118-07 |
119-13 |
1-06 |
1.0% |
117-01 |
| High |
120-12 |
120-16 |
0-04 |
0.1% |
120-12 |
| Low |
118-04 |
119-02 |
0-30 |
0.8% |
116-15 |
| Close |
119-17 |
120-08 |
0-23 |
0.6% |
119-17 |
| Range |
2-08 |
1-14 |
-0-26 |
-36.6% |
3-30 |
| ATR |
1-21 |
1-21 |
-0-01 |
-1.0% |
0-00 |
| Volume |
519,231 |
360,551 |
-158,680 |
-30.6% |
2,533,588 |
|
| Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-08 |
123-22 |
121-01 |
|
| R3 |
122-26 |
122-08 |
120-21 |
|
| R2 |
121-12 |
121-12 |
120-16 |
|
| R1 |
120-26 |
120-26 |
120-12 |
121-03 |
| PP |
119-30 |
119-30 |
119-30 |
120-02 |
| S1 |
119-12 |
119-12 |
120-04 |
119-21 |
| S2 |
118-16 |
118-16 |
120-00 |
|
| S3 |
117-02 |
117-30 |
119-27 |
|
| S4 |
115-20 |
116-16 |
119-15 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-18 |
128-31 |
121-22 |
|
| R3 |
126-20 |
125-02 |
120-20 |
|
| R2 |
122-23 |
122-23 |
120-08 |
|
| R1 |
121-04 |
121-04 |
119-29 |
121-30 |
| PP |
118-26 |
118-26 |
118-26 |
119-06 |
| S1 |
117-06 |
117-06 |
119-05 |
118-00 |
| S2 |
114-28 |
114-28 |
118-26 |
|
| S3 |
110-30 |
113-09 |
118-14 |
|
| S4 |
107-01 |
109-12 |
117-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-16 |
116-15 |
4-01 |
3.4% |
2-02 |
1.7% |
94% |
True |
False |
477,895 |
| 10 |
120-16 |
116-04 |
4-12 |
3.7% |
1-27 |
1.5% |
94% |
True |
False |
531,875 |
| 20 |
120-16 |
113-31 |
6-17 |
5.4% |
1-17 |
1.3% |
96% |
True |
False |
637,474 |
| 40 |
121-24 |
113-31 |
7-25 |
6.5% |
1-17 |
1.3% |
81% |
False |
False |
556,428 |
| 60 |
121-24 |
112-29 |
8-27 |
7.4% |
1-11 |
1.1% |
83% |
False |
False |
467,742 |
| 80 |
121-24 |
112-21 |
9-03 |
7.6% |
1-08 |
1.0% |
84% |
False |
False |
466,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-20 |
|
2.618 |
124-08 |
|
1.618 |
122-26 |
|
1.000 |
121-30 |
|
0.618 |
121-12 |
|
HIGH |
120-16 |
|
0.618 |
119-30 |
|
0.500 |
119-25 |
|
0.382 |
119-20 |
|
LOW |
119-02 |
|
0.618 |
118-06 |
|
1.000 |
117-20 |
|
1.618 |
116-24 |
|
2.618 |
115-10 |
|
4.250 |
112-30 |
|
|
| Fisher Pivots for day following 17-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-03 |
119-28 |
| PP |
119-30 |
119-15 |
| S1 |
119-25 |
119-03 |
|