ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 01-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2008 |
01-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
116-29 |
117-00 |
0-03 |
0.1% |
119-00 |
| High |
118-04 |
117-04 |
-1-00 |
-0.8% |
119-00 |
| Low |
116-29 |
115-25 |
-1-04 |
-1.0% |
116-18 |
| Close |
117-12 |
116-10 |
-1-02 |
-0.9% |
117-03 |
| Range |
1-07 |
1-11 |
0-04 |
10.3% |
2-14 |
| ATR |
1-06 |
1-07 |
0-01 |
2.4% |
0-00 |
| Volume |
31 |
47 |
16 |
51.6% |
62 |
|
| Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-14 |
119-23 |
117-02 |
|
| R3 |
119-03 |
118-12 |
116-22 |
|
| R2 |
117-24 |
117-24 |
116-18 |
|
| R1 |
117-01 |
117-01 |
116-14 |
116-23 |
| PP |
116-13 |
116-13 |
116-13 |
116-08 |
| S1 |
115-22 |
115-22 |
116-06 |
115-12 |
| S2 |
115-02 |
115-02 |
116-02 |
|
| S3 |
113-23 |
114-11 |
115-30 |
|
| S4 |
112-12 |
113-00 |
115-18 |
|
|
| 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 |
122-27 |
|
2.618 |
120-21 |
|
1.618 |
119-10 |
|
1.000 |
118-15 |
|
0.618 |
117-31 |
|
HIGH |
117-04 |
|
0.618 |
116-20 |
|
0.500 |
116-14 |
|
0.382 |
116-09 |
|
LOW |
115-25 |
|
0.618 |
114-30 |
|
1.000 |
114-14 |
|
1.618 |
113-19 |
|
2.618 |
112-08 |
|
4.250 |
110-02 |
|
|
| Fisher Pivots for day following 01-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-14 |
116-30 |
| PP |
116-13 |
116-24 |
| S1 |
116-12 |
116-17 |
|