ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 03-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2008 |
03-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
116-13 |
117-24 |
1-11 |
1.2% |
114-25 |
| High |
118-03 |
118-04 |
0-01 |
0.0% |
116-04 |
| Low |
116-00 |
117-06 |
1-06 |
1.0% |
113-13 |
| Close |
117-29 |
117-24 |
-0-05 |
-0.1% |
115-22 |
| Range |
2-03 |
0-30 |
-1-05 |
-55.2% |
2-23 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.3% |
0-00 |
| Volume |
88,996 |
267,629 |
178,633 |
200.7% |
448,418 |
|
| Daily Pivots for day following 03-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-16 |
120-02 |
118-08 |
|
| R3 |
119-18 |
119-04 |
118-00 |
|
| R2 |
118-20 |
118-20 |
117-30 |
|
| R1 |
118-06 |
118-06 |
117-27 |
118-07 |
| PP |
117-22 |
117-22 |
117-22 |
117-22 |
| S1 |
117-08 |
117-08 |
117-21 |
117-09 |
| S2 |
116-24 |
116-24 |
117-18 |
|
| S3 |
115-26 |
116-10 |
117-16 |
|
| S4 |
114-28 |
115-12 |
117-08 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-07 |
122-06 |
117-06 |
|
| R3 |
120-16 |
119-15 |
116-14 |
|
| R2 |
117-25 |
117-25 |
116-06 |
|
| R1 |
116-24 |
116-24 |
115-30 |
117-08 |
| PP |
115-02 |
115-02 |
115-02 |
115-11 |
| S1 |
114-01 |
114-01 |
115-14 |
114-18 |
| S2 |
112-11 |
112-11 |
115-06 |
|
| S3 |
109-20 |
111-10 |
114-30 |
|
| S4 |
106-29 |
108-19 |
114-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-04 |
113-16 |
4-20 |
3.9% |
1-13 |
1.2% |
92% |
True |
False |
140,734 |
| 10 |
118-04 |
113-13 |
4-23 |
4.0% |
1-10 |
1.1% |
92% |
True |
False |
180,228 |
| 20 |
118-04 |
113-13 |
4-23 |
4.0% |
1-12 |
1.2% |
92% |
True |
False |
257,048 |
| 40 |
119-14 |
113-07 |
6-07 |
5.3% |
1-08 |
1.1% |
73% |
False |
False |
177,192 |
| 60 |
119-14 |
110-01 |
9-13 |
8.0% |
1-02 |
0.9% |
82% |
False |
False |
118,253 |
| 80 |
119-14 |
109-24 |
9-22 |
8.2% |
0-30 |
0.8% |
83% |
False |
False |
88,713 |
| 100 |
119-14 |
109-01 |
10-13 |
8.8% |
0-25 |
0.7% |
84% |
False |
False |
70,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-04 |
|
2.618 |
120-19 |
|
1.618 |
119-21 |
|
1.000 |
119-02 |
|
0.618 |
118-23 |
|
HIGH |
118-04 |
|
0.618 |
117-25 |
|
0.500 |
117-21 |
|
0.382 |
117-17 |
|
LOW |
117-06 |
|
0.618 |
116-19 |
|
1.000 |
116-08 |
|
1.618 |
115-21 |
|
2.618 |
114-23 |
|
4.250 |
113-06 |
|
|
| Fisher Pivots for day following 03-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-23 |
117-16 |
| PP |
117-22 |
117-07 |
| S1 |
117-21 |
116-30 |
|