ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 19-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
118-12 |
118-00 |
-0-12 |
-0.3% |
116-00 |
| High |
118-12 |
118-25 |
0-13 |
0.3% |
118-03 |
| Low |
117-06 |
117-22 |
0-16 |
0.4% |
115-21 |
| Close |
117-31 |
118-22 |
0-23 |
0.6% |
118-04 |
| Range |
1-06 |
1-03 |
-0-03 |
-7.9% |
2-14 |
| ATR |
1-08 |
1-08 |
0-00 |
-0.9% |
0-00 |
| Volume |
34 |
23 |
-11 |
-32.4% |
84 |
|
| Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-21 |
121-09 |
119-09 |
|
| R3 |
120-18 |
120-06 |
119-00 |
|
| R2 |
119-15 |
119-15 |
118-28 |
|
| R1 |
119-03 |
119-03 |
118-25 |
119-09 |
| PP |
118-12 |
118-12 |
118-12 |
118-16 |
| S1 |
118-00 |
118-00 |
118-19 |
118-06 |
| S2 |
117-09 |
117-09 |
118-16 |
|
| S3 |
116-06 |
116-29 |
118-12 |
|
| S4 |
115-03 |
115-26 |
118-03 |
|
|
| 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 |
123-14 |
|
2.618 |
121-21 |
|
1.618 |
120-18 |
|
1.000 |
119-28 |
|
0.618 |
119-15 |
|
HIGH |
118-25 |
|
0.618 |
118-12 |
|
0.500 |
118-08 |
|
0.382 |
118-03 |
|
LOW |
117-22 |
|
0.618 |
117-00 |
|
1.000 |
116-19 |
|
1.618 |
115-29 |
|
2.618 |
114-26 |
|
4.250 |
113-01 |
|
|
| Fisher Pivots for day following 19-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-17 |
118-15 |
| PP |
118-12 |
118-08 |
| S1 |
118-08 |
118-00 |
|