ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 03-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2008 |
03-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
117-16 |
117-10 |
-0-06 |
-0.1% |
120-27 |
| High |
118-05 |
118-04 |
-0-01 |
0.0% |
120-27 |
| Low |
117-02 |
117-06 |
0-05 |
0.1% |
117-20 |
| Close |
117-14 |
117-18 |
0-03 |
0.1% |
118-17 |
| Range |
1-04 |
0-30 |
-0-06 |
-16.9% |
3-06 |
| ATR |
1-17 |
1-16 |
-0-01 |
-2.9% |
0-00 |
| Volume |
455,146 |
296,878 |
-158,268 |
-34.8% |
1,297,233 |
|
| Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-12 |
119-28 |
118-02 |
|
| R3 |
119-15 |
118-31 |
117-26 |
|
| R2 |
118-18 |
118-18 |
117-23 |
|
| R1 |
118-02 |
118-02 |
117-20 |
118-10 |
| PP |
117-20 |
117-20 |
117-20 |
117-24 |
| S1 |
117-04 |
117-04 |
117-15 |
117-12 |
| S2 |
116-22 |
116-22 |
117-12 |
|
| S3 |
115-25 |
116-06 |
117-09 |
|
| S4 |
114-28 |
115-09 |
117-01 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-20 |
126-25 |
120-09 |
|
| R3 |
125-13 |
123-18 |
119-13 |
|
| R2 |
122-07 |
122-07 |
119-04 |
|
| R1 |
120-12 |
120-12 |
118-26 |
119-22 |
| PP |
119-00 |
119-00 |
119-00 |
118-21 |
| S1 |
117-05 |
117-05 |
118-08 |
116-16 |
| S2 |
115-26 |
115-26 |
117-30 |
|
| S3 |
112-19 |
113-31 |
117-21 |
|
| S4 |
109-13 |
110-24 |
116-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-19 |
117-02 |
2-18 |
2.2% |
1-09 |
1.1% |
20% |
False |
False |
353,629 |
| 10 |
121-00 |
117-02 |
3-31 |
3.4% |
1-13 |
1.2% |
13% |
False |
False |
311,348 |
| 20 |
121-00 |
116-05 |
4-28 |
4.1% |
1-20 |
1.4% |
29% |
False |
False |
395,264 |
| 40 |
121-00 |
113-31 |
7-02 |
6.0% |
1-16 |
1.3% |
51% |
False |
False |
505,863 |
| 60 |
121-24 |
113-31 |
7-25 |
6.6% |
1-14 |
1.2% |
46% |
False |
False |
492,210 |
| 80 |
121-24 |
112-21 |
9-03 |
7.7% |
1-11 |
1.1% |
54% |
False |
False |
431,795 |
| 100 |
121-24 |
112-21 |
9-03 |
7.7% |
1-06 |
1.0% |
54% |
False |
False |
444,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-01 |
|
2.618 |
120-17 |
|
1.618 |
119-20 |
|
1.000 |
119-02 |
|
0.618 |
118-22 |
|
HIGH |
118-04 |
|
0.618 |
117-25 |
|
0.500 |
117-21 |
|
0.382 |
117-18 |
|
LOW |
117-06 |
|
0.618 |
116-20 |
|
1.000 |
116-09 |
|
1.618 |
115-23 |
|
2.618 |
114-25 |
|
4.250 |
113-09 |
|
|
| Fisher Pivots for day following 03-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-21 |
118-01 |
| PP |
117-20 |
117-28 |
| S1 |
117-19 |
117-23 |
|