ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 27-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2008 |
27-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
118-30 |
119-02 |
0-04 |
0.1% |
119-13 |
| High |
119-20 |
119-06 |
-0-14 |
-0.4% |
121-00 |
| Low |
118-17 |
117-23 |
-0-26 |
-0.7% |
118-24 |
| Close |
118-26 |
118-06 |
-0-20 |
-0.5% |
120-30 |
| Range |
1-02 |
1-14 |
0-12 |
34.8% |
2-08 |
| ATR |
1-19 |
1-19 |
0-00 |
-0.7% |
0-00 |
| Volume |
268,217 |
324,096 |
55,879 |
20.8% |
1,449,527 |
|
| Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-23 |
121-29 |
118-31 |
|
| R3 |
121-08 |
120-14 |
118-18 |
|
| R2 |
119-26 |
119-26 |
118-14 |
|
| R1 |
119-00 |
119-00 |
118-10 |
118-22 |
| PP |
118-11 |
118-11 |
118-11 |
118-06 |
| S1 |
117-17 |
117-17 |
118-01 |
117-07 |
| S2 |
116-29 |
116-29 |
117-29 |
|
| S3 |
115-14 |
116-03 |
117-25 |
|
| S4 |
114-00 |
114-20 |
117-12 |
|
|
| 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 |
117-23 |
3-10 |
2.8% |
1-16 |
1.3% |
14% |
False |
True |
269,068 |
| 10 |
121-00 |
117-22 |
3-11 |
2.8% |
1-20 |
1.4% |
15% |
False |
False |
356,510 |
| 20 |
121-00 |
115-04 |
5-28 |
5.0% |
1-23 |
1.4% |
52% |
False |
False |
516,149 |
| 40 |
121-00 |
113-31 |
7-02 |
6.0% |
1-16 |
1.3% |
60% |
False |
False |
519,314 |
| 60 |
121-24 |
113-31 |
7-25 |
6.6% |
1-13 |
1.2% |
54% |
False |
False |
484,115 |
| 80 |
121-24 |
112-21 |
9-03 |
7.7% |
1-10 |
1.1% |
61% |
False |
False |
438,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-11 |
|
2.618 |
122-31 |
|
1.618 |
121-17 |
|
1.000 |
120-20 |
|
0.618 |
120-02 |
|
HIGH |
119-06 |
|
0.618 |
118-20 |
|
0.500 |
118-14 |
|
0.382 |
118-09 |
|
LOW |
117-23 |
|
0.618 |
116-26 |
|
1.000 |
116-08 |
|
1.618 |
115-12 |
|
2.618 |
113-29 |
|
4.250 |
111-17 |
|
|
| Fisher Pivots for day following 27-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-14 |
118-21 |
| PP |
118-11 |
118-16 |
| S1 |
118-08 |
118-11 |
|