ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 07-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2008 |
07-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
117-28 |
117-29 |
0-01 |
0.0% |
115-27 |
| High |
118-18 |
118-16 |
-0-02 |
-0.1% |
118-18 |
| Low |
117-13 |
117-18 |
0-05 |
0.1% |
115-25 |
| Close |
118-03 |
118-13 |
0-10 |
0.3% |
118-03 |
| Range |
1-05 |
0-30 |
-0-07 |
-18.9% |
2-25 |
| ATR |
1-11 |
1-10 |
-0-01 |
-2.2% |
0-00 |
| Volume |
256,771 |
374,593 |
117,822 |
45.9% |
749,634 |
|
| Daily Pivots for day following 07-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-31 |
120-20 |
118-30 |
|
| R3 |
120-01 |
119-22 |
118-21 |
|
| R2 |
119-03 |
119-03 |
118-18 |
|
| R1 |
118-24 |
118-24 |
118-16 |
118-30 |
| PP |
118-05 |
118-05 |
118-05 |
118-08 |
| S1 |
117-26 |
117-26 |
118-10 |
118-00 |
| S2 |
117-07 |
117-07 |
118-08 |
|
| S3 |
116-09 |
116-28 |
118-05 |
|
| S4 |
115-11 |
115-30 |
117-28 |
|
|
| 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 |
115-25 |
2-25 |
2.3% |
1-07 |
1.0% |
94% |
False |
False |
224,845 |
| 10 |
118-18 |
113-13 |
5-05 |
4.4% |
1-08 |
1.1% |
97% |
False |
False |
182,759 |
| 20 |
118-18 |
113-13 |
5-05 |
4.4% |
1-13 |
1.2% |
97% |
False |
False |
252,862 |
| 40 |
119-14 |
113-07 |
6-07 |
5.3% |
1-09 |
1.1% |
83% |
False |
False |
192,935 |
| 60 |
119-14 |
110-01 |
9-13 |
7.9% |
1-03 |
0.9% |
89% |
False |
False |
128,775 |
| 80 |
119-14 |
109-24 |
9-22 |
8.2% |
0-30 |
0.8% |
89% |
False |
False |
96,604 |
| 100 |
119-14 |
109-01 |
10-13 |
8.8% |
0-26 |
0.7% |
90% |
False |
False |
77,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-16 |
|
2.618 |
120-31 |
|
1.618 |
120-01 |
|
1.000 |
119-14 |
|
0.618 |
119-03 |
|
HIGH |
118-16 |
|
0.618 |
118-05 |
|
0.500 |
118-01 |
|
0.382 |
117-29 |
|
LOW |
117-18 |
|
0.618 |
116-31 |
|
1.000 |
116-20 |
|
1.618 |
116-01 |
|
2.618 |
115-03 |
|
4.250 |
113-18 |
|
|
| Fisher Pivots for day following 07-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-09 |
118-07 |
| PP |
118-05 |
118-02 |
| S1 |
118-01 |
117-28 |
|