ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 08-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2008 |
08-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
117-29 |
118-10 |
0-13 |
0.3% |
115-27 |
| High |
118-16 |
118-31 |
0-15 |
0.4% |
118-18 |
| Low |
117-18 |
117-21 |
0-03 |
0.1% |
115-25 |
| Close |
118-13 |
118-09 |
-0-04 |
-0.1% |
118-03 |
| Range |
0-30 |
1-10 |
0-12 |
40.0% |
2-25 |
| ATR |
1-10 |
1-10 |
0-00 |
0.0% |
0-00 |
| Volume |
374,593 |
292,333 |
-82,260 |
-22.0% |
749,634 |
|
| Daily Pivots for day following 08-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-08 |
121-18 |
119-00 |
|
| R3 |
120-30 |
120-08 |
118-21 |
|
| R2 |
119-20 |
119-20 |
118-17 |
|
| R1 |
118-30 |
118-30 |
118-13 |
118-20 |
| PP |
118-10 |
118-10 |
118-10 |
118-04 |
| S1 |
117-20 |
117-20 |
118-05 |
117-10 |
| S2 |
117-00 |
117-00 |
118-01 |
|
| S3 |
115-22 |
116-10 |
117-29 |
|
| S4 |
114-12 |
115-00 |
117-18 |
|
|
| 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 |
118-31 |
116-00 |
2-31 |
2.5% |
1-09 |
1.1% |
77% |
True |
False |
256,064 |
| 10 |
118-31 |
113-13 |
5-18 |
4.7% |
1-08 |
1.0% |
88% |
True |
False |
186,497 |
| 20 |
118-31 |
113-13 |
5-18 |
4.7% |
1-12 |
1.2% |
88% |
True |
False |
247,617 |
| 40 |
119-14 |
113-07 |
6-07 |
5.3% |
1-09 |
1.1% |
81% |
False |
False |
200,137 |
| 60 |
119-14 |
110-01 |
9-13 |
8.0% |
1-04 |
0.9% |
88% |
False |
False |
133,642 |
| 80 |
119-14 |
109-24 |
9-22 |
8.2% |
0-31 |
0.8% |
88% |
False |
False |
100,258 |
| 100 |
119-14 |
109-01 |
10-13 |
8.8% |
0-26 |
0.7% |
89% |
False |
False |
80,210 |
| 120 |
119-14 |
107-06 |
12-08 |
10.4% |
0-22 |
0.6% |
91% |
False |
False |
66,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-18 |
|
2.618 |
122-13 |
|
1.618 |
121-03 |
|
1.000 |
120-09 |
|
0.618 |
119-25 |
|
HIGH |
118-31 |
|
0.618 |
118-15 |
|
0.500 |
118-10 |
|
0.382 |
118-05 |
|
LOW |
117-21 |
|
0.618 |
116-27 |
|
1.000 |
116-11 |
|
1.618 |
115-17 |
|
2.618 |
114-07 |
|
4.250 |
112-02 |
|
|
| Fisher Pivots for day following 08-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-10 |
118-08 |
| PP |
118-10 |
118-07 |
| S1 |
118-09 |
118-06 |
|