ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 17-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
117-18 |
118-10 |
0-24 |
0.6% |
116-00 |
| High |
118-03 |
118-27 |
0-24 |
0.6% |
118-03 |
| Low |
117-18 |
118-06 |
0-20 |
0.5% |
115-21 |
| Close |
118-04 |
118-26 |
0-22 |
0.6% |
118-04 |
| Range |
0-17 |
0-21 |
0-04 |
23.5% |
2-14 |
| ATR |
1-08 |
1-07 |
-0-01 |
-3.1% |
0-00 |
| Volume |
7 |
8 |
1 |
14.3% |
84 |
|
| Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-19 |
120-11 |
119-06 |
|
| R3 |
119-30 |
119-22 |
119-00 |
|
| R2 |
119-09 |
119-09 |
118-30 |
|
| R1 |
119-01 |
119-01 |
118-28 |
119-05 |
| PP |
118-20 |
118-20 |
118-20 |
118-22 |
| S1 |
118-12 |
118-12 |
118-24 |
118-16 |
| S2 |
117-31 |
117-31 |
118-22 |
|
| S3 |
117-10 |
117-23 |
118-20 |
|
| S4 |
116-21 |
117-02 |
118-14 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-19 |
123-26 |
119-15 |
|
| R3 |
122-05 |
121-12 |
118-25 |
|
| R2 |
119-23 |
119-23 |
118-18 |
|
| R1 |
118-30 |
118-30 |
118-11 |
119-10 |
| PP |
117-09 |
117-09 |
117-09 |
117-16 |
| S1 |
116-16 |
116-16 |
117-29 |
116-28 |
| S2 |
114-27 |
114-27 |
117-22 |
|
| S3 |
112-13 |
114-02 |
117-15 |
|
| S4 |
109-31 |
111-20 |
116-25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-20 |
|
2.618 |
120-18 |
|
1.618 |
119-29 |
|
1.000 |
119-16 |
|
0.618 |
119-08 |
|
HIGH |
118-27 |
|
0.618 |
118-19 |
|
0.500 |
118-16 |
|
0.382 |
118-14 |
|
LOW |
118-06 |
|
0.618 |
117-25 |
|
1.000 |
117-17 |
|
1.618 |
117-04 |
|
2.618 |
116-15 |
|
4.250 |
115-13 |
|
|
| Fisher Pivots for day following 17-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-23 |
118-14 |
| PP |
118-20 |
118-03 |
| S1 |
118-16 |
117-24 |
|