ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 03-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2008 |
03-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
116-01 |
116-02 |
0-01 |
0.0% |
119-00 |
| High |
116-25 |
116-24 |
-0-01 |
0.0% |
119-00 |
| Low |
115-27 |
116-02 |
0-07 |
0.2% |
116-18 |
| Close |
116-04 |
116-08 |
0-04 |
0.1% |
117-03 |
| Range |
0-30 |
0-22 |
-0-08 |
-26.7% |
2-14 |
| ATR |
1-06 |
1-05 |
-0-01 |
-3.1% |
0-00 |
| Volume |
79 |
11 |
-68 |
-86.1% |
62 |
|
| Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-13 |
118-01 |
116-20 |
|
| R3 |
117-23 |
117-11 |
116-14 |
|
| R2 |
117-01 |
117-01 |
116-12 |
|
| R1 |
116-21 |
116-21 |
116-10 |
116-27 |
| PP |
116-11 |
116-11 |
116-11 |
116-14 |
| S1 |
115-31 |
115-31 |
116-06 |
116-05 |
| S2 |
115-21 |
115-21 |
116-04 |
|
| S3 |
114-31 |
115-09 |
116-02 |
|
| S4 |
114-09 |
114-19 |
115-28 |
|
|
| 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 |
119-22 |
|
2.618 |
118-18 |
|
1.618 |
117-28 |
|
1.000 |
117-14 |
|
0.618 |
117-06 |
|
HIGH |
116-24 |
|
0.618 |
116-16 |
|
0.500 |
116-13 |
|
0.382 |
116-10 |
|
LOW |
116-02 |
|
0.618 |
115-20 |
|
1.000 |
115-12 |
|
1.618 |
114-30 |
|
2.618 |
114-08 |
|
4.250 |
113-04 |
|
|
| Fisher Pivots for day following 03-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-13 |
116-14 |
| PP |
116-11 |
116-12 |
| S1 |
116-10 |
116-10 |
|