ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 13-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
116-00 |
117-20 |
1-20 |
1.4% |
117-00 |
| High |
117-18 |
118-00 |
0-14 |
0.4% |
117-05 |
| Low |
116-00 |
116-20 |
0-20 |
0.5% |
114-29 |
| Close |
117-12 |
116-25 |
-0-19 |
-0.5% |
115-22 |
| Range |
1-18 |
1-12 |
-0-06 |
-12.0% |
2-08 |
| ATR |
1-08 |
1-08 |
0-00 |
0.8% |
0-00 |
| Volume |
9 |
23 |
14 |
155.6% |
66 |
|
| Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-08 |
120-13 |
117-17 |
|
| R3 |
119-28 |
119-01 |
117-05 |
|
| R2 |
118-16 |
118-16 |
117-01 |
|
| R1 |
117-21 |
117-21 |
116-29 |
117-12 |
| PP |
117-04 |
117-04 |
117-04 |
117-00 |
| S1 |
116-09 |
116-09 |
116-21 |
116-00 |
| S2 |
115-24 |
115-24 |
116-17 |
|
| S3 |
114-12 |
114-29 |
116-13 |
|
| S4 |
113-00 |
113-17 |
116-01 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-21 |
121-14 |
116-30 |
|
| R3 |
120-13 |
119-06 |
116-10 |
|
| R2 |
118-05 |
118-05 |
116-03 |
|
| R1 |
116-30 |
116-30 |
115-29 |
116-14 |
| PP |
115-29 |
115-29 |
115-29 |
115-21 |
| S1 |
114-22 |
114-22 |
115-15 |
114-06 |
| S2 |
113-21 |
113-21 |
115-09 |
|
| S3 |
111-13 |
112-14 |
115-02 |
|
| S4 |
109-05 |
110-06 |
114-14 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-27 |
|
2.618 |
121-19 |
|
1.618 |
120-07 |
|
1.000 |
119-12 |
|
0.618 |
118-27 |
|
HIGH |
118-00 |
|
0.618 |
117-15 |
|
0.500 |
117-10 |
|
0.382 |
117-05 |
|
LOW |
116-20 |
|
0.618 |
115-25 |
|
1.000 |
115-08 |
|
1.618 |
114-13 |
|
2.618 |
113-01 |
|
4.250 |
110-25 |
|
|
| Fisher Pivots for day following 13-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-10 |
116-26 |
| PP |
117-04 |
116-26 |
| S1 |
116-31 |
116-26 |
|