ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 04-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2008 |
04-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
117-24 |
117-28 |
0-04 |
0.1% |
115-27 |
| High |
118-04 |
118-18 |
0-14 |
0.4% |
118-18 |
| Low |
117-06 |
117-13 |
0-07 |
0.2% |
115-25 |
| Close |
117-24 |
118-03 |
0-11 |
0.3% |
118-03 |
| Range |
0-30 |
1-05 |
0-07 |
23.3% |
2-25 |
| ATR |
1-11 |
1-11 |
0-00 |
-1.1% |
0-00 |
| Volume |
267,629 |
256,771 |
-10,858 |
-4.1% |
749,634 |
|
| Daily Pivots for day following 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-16 |
120-30 |
118-23 |
|
| R3 |
120-11 |
119-25 |
118-13 |
|
| R2 |
119-06 |
119-06 |
118-10 |
|
| R1 |
118-20 |
118-20 |
118-06 |
118-29 |
| PP |
118-01 |
118-01 |
118-01 |
118-05 |
| S1 |
117-15 |
117-15 |
118-00 |
117-24 |
| S2 |
116-28 |
116-28 |
117-28 |
|
| S3 |
115-23 |
116-10 |
117-25 |
|
| S4 |
114-18 |
115-05 |
117-15 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-26 |
124-24 |
119-20 |
|
| R3 |
123-01 |
121-31 |
118-27 |
|
| R2 |
120-08 |
120-08 |
118-19 |
|
| R1 |
119-06 |
119-06 |
118-11 |
119-23 |
| PP |
117-15 |
117-15 |
117-15 |
117-24 |
| S1 |
116-13 |
116-13 |
117-27 |
116-30 |
| S2 |
114-22 |
114-22 |
117-19 |
|
| S3 |
111-29 |
113-20 |
117-11 |
|
| S4 |
109-04 |
110-27 |
116-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-18 |
114-10 |
4-08 |
3.6% |
1-12 |
1.2% |
89% |
True |
False |
175,248 |
| 10 |
118-18 |
113-13 |
5-05 |
4.4% |
1-08 |
1.1% |
91% |
True |
False |
179,139 |
| 20 |
118-18 |
113-13 |
5-05 |
4.4% |
1-13 |
1.2% |
91% |
True |
False |
251,757 |
| 40 |
119-14 |
113-07 |
6-07 |
5.3% |
1-09 |
1.1% |
78% |
False |
False |
183,592 |
| 60 |
119-14 |
110-01 |
9-13 |
8.0% |
1-03 |
0.9% |
86% |
False |
False |
122,531 |
| 80 |
119-14 |
109-24 |
9-22 |
8.2% |
0-30 |
0.8% |
86% |
False |
False |
91,922 |
| 100 |
119-14 |
109-01 |
10-13 |
8.8% |
0-25 |
0.7% |
87% |
False |
False |
73,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-15 |
|
2.618 |
121-19 |
|
1.618 |
120-14 |
|
1.000 |
119-23 |
|
0.618 |
119-09 |
|
HIGH |
118-18 |
|
0.618 |
118-04 |
|
0.500 |
118-00 |
|
0.382 |
117-27 |
|
LOW |
117-13 |
|
0.618 |
116-22 |
|
1.000 |
116-08 |
|
1.618 |
115-17 |
|
2.618 |
114-12 |
|
4.250 |
112-16 |
|
|
| Fisher Pivots for day following 04-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-02 |
117-26 |
| PP |
118-01 |
117-18 |
| S1 |
118-00 |
117-09 |
|