ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 25-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2008 |
25-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
119-00 |
117-06 |
-1-26 |
-1.5% |
118-10 |
| High |
119-00 |
117-19 |
-1-13 |
-1.2% |
119-14 |
| Low |
116-28 |
117-00 |
0-04 |
0.1% |
117-06 |
| Close |
117-12 |
117-20 |
0-08 |
0.2% |
119-16 |
| Range |
2-04 |
0-19 |
-1-17 |
-72.1% |
2-08 |
| ATR |
1-10 |
1-08 |
-0-02 |
-3.9% |
0-00 |
| Volume |
6 |
37 |
31 |
516.7% |
94 |
|
| Daily Pivots for day following 25-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-06 |
119-00 |
117-30 |
|
| R3 |
118-19 |
118-13 |
117-25 |
|
| R2 |
118-00 |
118-00 |
117-23 |
|
| R1 |
117-26 |
117-26 |
117-22 |
117-29 |
| PP |
117-13 |
117-13 |
117-13 |
117-14 |
| S1 |
117-07 |
117-07 |
117-18 |
117-10 |
| S2 |
116-26 |
116-26 |
117-17 |
|
| S3 |
116-07 |
116-20 |
117-15 |
|
| S4 |
115-20 |
116-01 |
117-10 |
|
|
| 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 |
120-04 |
|
2.618 |
119-05 |
|
1.618 |
118-18 |
|
1.000 |
118-06 |
|
0.618 |
117-31 |
|
HIGH |
117-19 |
|
0.618 |
117-12 |
|
0.500 |
117-10 |
|
0.382 |
117-07 |
|
LOW |
117-00 |
|
0.618 |
116-20 |
|
1.000 |
116-13 |
|
1.618 |
116-01 |
|
2.618 |
115-14 |
|
4.250 |
114-15 |
|
|
| Fisher Pivots for day following 25-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-16 |
118-05 |
| PP |
117-13 |
117-31 |
| S1 |
117-10 |
117-26 |
|