ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 19-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
120-06 |
118-31 |
-1-07 |
-1.0% |
117-01 |
| High |
120-08 |
120-16 |
0-08 |
0.2% |
120-12 |
| Low |
118-30 |
118-24 |
-0-06 |
-0.2% |
116-15 |
| Close |
119-13 |
120-05 |
0-24 |
0.6% |
119-17 |
| Range |
1-10 |
1-24 |
0-14 |
32.1% |
3-30 |
| ATR |
1-20 |
1-20 |
0-00 |
0.5% |
0-00 |
| Volume |
375,577 |
440,724 |
65,147 |
17.3% |
2,533,588 |
|
| Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-00 |
124-10 |
121-04 |
|
| R3 |
123-09 |
122-19 |
120-20 |
|
| R2 |
121-17 |
121-17 |
120-15 |
|
| R1 |
120-27 |
120-27 |
120-10 |
121-06 |
| PP |
119-26 |
119-26 |
119-26 |
119-31 |
| S1 |
119-04 |
119-04 |
120-00 |
119-15 |
| S2 |
118-02 |
118-02 |
119-27 |
|
| S3 |
116-11 |
117-12 |
119-22 |
|
| S4 |
114-19 |
115-21 |
119-06 |
|
|
| 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 |
117-22 |
2-26 |
2.4% |
1-25 |
1.5% |
88% |
True |
False |
443,953 |
| 10 |
120-16 |
116-05 |
4-11 |
3.6% |
1-26 |
1.5% |
92% |
True |
False |
479,180 |
| 20 |
120-16 |
114-16 |
6-00 |
5.0% |
1-18 |
1.3% |
94% |
True |
False |
625,165 |
| 40 |
121-24 |
113-31 |
7-25 |
6.5% |
1-17 |
1.3% |
80% |
False |
False |
553,079 |
| 60 |
121-24 |
112-29 |
8-27 |
7.4% |
1-11 |
1.1% |
82% |
False |
False |
471,445 |
| 80 |
121-24 |
112-21 |
9-03 |
7.6% |
1-09 |
1.1% |
82% |
False |
False |
467,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-28 |
|
2.618 |
125-01 |
|
1.618 |
123-10 |
|
1.000 |
122-08 |
|
0.618 |
121-18 |
|
HIGH |
120-16 |
|
0.618 |
119-27 |
|
0.500 |
119-20 |
|
0.382 |
119-14 |
|
LOW |
118-24 |
|
0.618 |
117-22 |
|
1.000 |
117-01 |
|
1.618 |
115-31 |
|
2.618 |
114-07 |
|
4.250 |
111-13 |
|
|
| Fisher Pivots for day following 19-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-31 |
119-31 |
| PP |
119-26 |
119-26 |
| S1 |
119-20 |
119-20 |
|