ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 24-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2008 |
24-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
119-00 |
119-00 |
0-00 |
0.0% |
118-10 |
| High |
119-14 |
119-00 |
-0-14 |
-0.4% |
119-14 |
| Low |
119-00 |
116-28 |
-2-04 |
-1.8% |
117-06 |
| Close |
119-16 |
117-12 |
-2-04 |
-1.8% |
119-16 |
| Range |
0-14 |
2-04 |
1-22 |
385.7% |
2-08 |
| ATR |
1-06 |
1-10 |
0-03 |
8.5% |
0-00 |
| Volume |
29 |
6 |
-23 |
-79.3% |
94 |
|
| Daily Pivots for day following 24-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-04 |
122-28 |
118-17 |
|
| R3 |
122-00 |
120-24 |
117-31 |
|
| R2 |
119-28 |
119-28 |
117-24 |
|
| R1 |
118-20 |
118-20 |
117-18 |
118-06 |
| PP |
117-24 |
117-24 |
117-24 |
117-17 |
| S1 |
116-16 |
116-16 |
117-06 |
116-02 |
| S2 |
115-20 |
115-20 |
117-00 |
|
| S3 |
113-16 |
114-12 |
116-25 |
|
| S4 |
111-12 |
112-08 |
116-07 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-15 |
124-23 |
120-24 |
|
| R3 |
123-07 |
122-15 |
120-04 |
|
| R2 |
120-31 |
120-31 |
119-29 |
|
| R1 |
120-07 |
120-07 |
119-23 |
120-19 |
| PP |
118-23 |
118-23 |
118-23 |
118-28 |
| S1 |
117-31 |
117-31 |
119-09 |
118-11 |
| S2 |
116-15 |
116-15 |
119-03 |
|
| S3 |
114-07 |
115-23 |
118-28 |
|
| S4 |
111-31 |
113-15 |
118-08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-01 |
|
2.618 |
124-18 |
|
1.618 |
122-14 |
|
1.000 |
121-04 |
|
0.618 |
120-10 |
|
HIGH |
119-00 |
|
0.618 |
118-06 |
|
0.500 |
117-30 |
|
0.382 |
117-22 |
|
LOW |
116-28 |
|
0.618 |
115-18 |
|
1.000 |
114-24 |
|
1.618 |
113-14 |
|
2.618 |
111-10 |
|
4.250 |
107-27 |
|
|
| Fisher Pivots for day following 24-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-30 |
118-05 |
| PP |
117-24 |
117-29 |
| S1 |
117-18 |
117-20 |
|