ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 24-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2008 |
24-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
120-12 |
120-27 |
0-14 |
0.4% |
119-13 |
| High |
121-00 |
120-27 |
-0-06 |
-0.1% |
121-00 |
| Low |
119-28 |
118-02 |
-1-26 |
-1.5% |
118-24 |
| Close |
120-30 |
118-26 |
-2-05 |
-1.8% |
120-30 |
| Range |
1-04 |
2-25 |
1-20 |
143.8% |
2-08 |
| ATR |
1-19 |
1-22 |
0-03 |
5.8% |
0-00 |
| Volume |
272,675 |
218,773 |
-53,902 |
-19.8% |
1,449,527 |
|
| Daily Pivots for day following 24-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-18 |
125-31 |
120-10 |
|
| R3 |
124-26 |
123-06 |
119-18 |
|
| R2 |
122-00 |
122-00 |
119-10 |
|
| R1 |
120-13 |
120-13 |
119-02 |
119-26 |
| PP |
119-08 |
119-08 |
119-08 |
118-30 |
| S1 |
117-20 |
117-20 |
118-17 |
117-01 |
| S2 |
116-14 |
116-14 |
118-09 |
|
| S3 |
113-22 |
114-27 |
118-01 |
|
| S4 |
110-28 |
112-02 |
117-09 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-00 |
126-07 |
122-06 |
|
| R3 |
124-24 |
123-31 |
121-18 |
|
| R2 |
122-16 |
122-16 |
121-12 |
|
| R1 |
121-23 |
121-23 |
121-05 |
122-04 |
| PP |
120-08 |
120-08 |
120-08 |
120-14 |
| S1 |
119-15 |
119-15 |
120-24 |
119-28 |
| S2 |
118-00 |
118-00 |
120-17 |
|
| S3 |
115-24 |
117-07 |
120-11 |
|
| S4 |
113-16 |
114-31 |
119-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-00 |
118-02 |
2-30 |
2.5% |
1-22 |
1.4% |
25% |
False |
True |
333,660 |
| 10 |
121-00 |
116-15 |
4-18 |
3.8% |
1-29 |
1.6% |
51% |
False |
False |
420,188 |
| 20 |
121-00 |
114-16 |
6-16 |
5.5% |
1-21 |
1.4% |
66% |
False |
False |
595,201 |
| 40 |
121-00 |
113-31 |
7-02 |
5.9% |
1-16 |
1.3% |
69% |
False |
False |
528,583 |
| 60 |
121-24 |
112-29 |
8-27 |
7.4% |
1-13 |
1.2% |
67% |
False |
False |
475,673 |
| 80 |
121-24 |
112-21 |
9-03 |
7.7% |
1-10 |
1.1% |
68% |
False |
False |
464,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-21 |
|
2.618 |
128-04 |
|
1.618 |
125-11 |
|
1.000 |
123-20 |
|
0.618 |
122-18 |
|
HIGH |
120-27 |
|
0.618 |
119-25 |
|
0.500 |
119-14 |
|
0.382 |
119-04 |
|
LOW |
118-02 |
|
0.618 |
116-11 |
|
1.000 |
115-09 |
|
1.618 |
113-18 |
|
2.618 |
110-25 |
|
4.250 |
106-08 |
|
|
| Fisher Pivots for day following 24-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-14 |
119-17 |
| PP |
119-08 |
119-09 |
| S1 |
119-00 |
119-01 |
|