ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 27-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2008 |
27-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
117-26 |
117-28 |
0-02 |
0.1% |
118-10 |
| High |
118-00 |
117-28 |
-0-04 |
-0.1% |
119-14 |
| Low |
117-11 |
116-18 |
-0-25 |
-0.7% |
117-06 |
| Close |
117-12 |
116-24 |
-0-20 |
-0.5% |
119-16 |
| Range |
0-21 |
1-10 |
0-21 |
100.0% |
2-08 |
| ATR |
1-07 |
1-07 |
0-00 |
0.6% |
0-00 |
| Volume |
6 |
5 |
-1 |
-16.7% |
94 |
|
| Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-00 |
120-06 |
117-15 |
|
| R3 |
119-22 |
118-28 |
117-04 |
|
| R2 |
118-12 |
118-12 |
117-00 |
|
| R1 |
117-18 |
117-18 |
116-28 |
117-10 |
| PP |
117-02 |
117-02 |
117-02 |
116-30 |
| S1 |
116-08 |
116-08 |
116-20 |
116-00 |
| S2 |
115-24 |
115-24 |
116-16 |
|
| S3 |
114-14 |
114-30 |
116-12 |
|
| S4 |
113-04 |
113-20 |
116-01 |
|
|
| 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 |
123-14 |
|
2.618 |
121-10 |
|
1.618 |
120-00 |
|
1.000 |
119-06 |
|
0.618 |
118-22 |
|
HIGH |
117-28 |
|
0.618 |
117-12 |
|
0.500 |
117-07 |
|
0.382 |
117-02 |
|
LOW |
116-18 |
|
0.618 |
115-24 |
|
1.000 |
115-08 |
|
1.618 |
114-14 |
|
2.618 |
113-04 |
|
4.250 |
111-00 |
|
|
| Fisher Pivots for day following 27-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-07 |
117-09 |
| PP |
117-02 |
117-03 |
| S1 |
116-29 |
116-30 |
|