ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 31-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2008 |
31-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
117-01 |
116-29 |
-0-04 |
-0.1% |
119-00 |
| High |
117-15 |
118-04 |
0-21 |
0.6% |
119-00 |
| Low |
116-19 |
116-29 |
0-10 |
0.3% |
116-18 |
| Close |
117-03 |
117-12 |
0-09 |
0.2% |
117-03 |
| Range |
0-28 |
1-07 |
0-11 |
39.3% |
2-14 |
| ATR |
1-06 |
1-06 |
0-00 |
0.2% |
0-00 |
| Volume |
8 |
31 |
23 |
287.5% |
62 |
|
| Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-04 |
120-15 |
118-01 |
|
| R3 |
119-29 |
119-08 |
117-23 |
|
| R2 |
118-22 |
118-22 |
117-19 |
|
| R1 |
118-01 |
118-01 |
117-16 |
118-12 |
| PP |
117-15 |
117-15 |
117-15 |
117-20 |
| S1 |
116-26 |
116-26 |
117-08 |
117-04 |
| S2 |
116-08 |
116-08 |
117-05 |
|
| S3 |
115-01 |
115-19 |
117-01 |
|
| S4 |
113-26 |
114-12 |
116-23 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-28 |
123-13 |
118-14 |
|
| R3 |
122-14 |
120-31 |
117-24 |
|
| R2 |
120-00 |
120-00 |
117-17 |
|
| R1 |
118-17 |
118-17 |
117-10 |
118-02 |
| PP |
117-18 |
117-18 |
117-18 |
117-10 |
| S1 |
116-03 |
116-03 |
116-28 |
115-20 |
| S2 |
115-04 |
115-04 |
116-21 |
|
| S3 |
112-22 |
113-21 |
116-14 |
|
| S4 |
110-08 |
111-07 |
115-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-10 |
|
2.618 |
121-10 |
|
1.618 |
120-03 |
|
1.000 |
119-11 |
|
0.618 |
118-28 |
|
HIGH |
118-04 |
|
0.618 |
117-21 |
|
0.500 |
117-16 |
|
0.382 |
117-12 |
|
LOW |
116-29 |
|
0.618 |
116-05 |
|
1.000 |
115-22 |
|
1.618 |
114-30 |
|
2.618 |
113-23 |
|
4.250 |
111-23 |
|
|
| Fisher Pivots for day following 31-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-16 |
117-12 |
| PP |
117-15 |
117-11 |
| S1 |
117-14 |
117-11 |
|