ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 09-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2008 |
09-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
118-10 |
118-26 |
0-16 |
0.4% |
115-27 |
| High |
118-31 |
119-07 |
0-08 |
0.2% |
118-18 |
| Low |
117-21 |
118-12 |
0-23 |
0.6% |
115-25 |
| Close |
118-09 |
118-26 |
0-17 |
0.4% |
118-03 |
| Range |
1-10 |
0-27 |
-0-15 |
-35.7% |
2-25 |
| ATR |
1-10 |
1-09 |
-0-01 |
-2.0% |
0-00 |
| Volume |
292,333 |
342,312 |
49,979 |
17.1% |
749,634 |
|
| Daily Pivots for day following 09-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-11 |
120-29 |
119-09 |
|
| R3 |
120-16 |
120-02 |
119-01 |
|
| R2 |
119-21 |
119-21 |
118-31 |
|
| R1 |
119-07 |
119-07 |
118-28 |
119-08 |
| PP |
118-26 |
118-26 |
118-26 |
118-26 |
| S1 |
118-12 |
118-12 |
118-24 |
118-12 |
| S2 |
117-31 |
117-31 |
118-21 |
|
| S3 |
117-04 |
117-17 |
118-19 |
|
| S4 |
116-09 |
116-22 |
118-11 |
|
|
| 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 |
119-07 |
117-06 |
2-01 |
1.7% |
1-01 |
0.9% |
80% |
True |
False |
306,727 |
| 10 |
119-07 |
113-13 |
5-26 |
4.9% |
1-08 |
1.1% |
93% |
True |
False |
201,110 |
| 20 |
119-07 |
113-13 |
5-26 |
4.9% |
1-11 |
1.1% |
93% |
True |
False |
243,217 |
| 40 |
119-14 |
113-07 |
6-07 |
5.2% |
1-10 |
1.1% |
90% |
False |
False |
208,663 |
| 60 |
119-14 |
110-05 |
9-09 |
7.8% |
1-04 |
0.9% |
93% |
False |
False |
139,335 |
| 80 |
119-14 |
109-24 |
9-22 |
8.2% |
0-31 |
0.8% |
94% |
False |
False |
104,537 |
| 100 |
119-14 |
109-01 |
10-13 |
8.8% |
0-26 |
0.7% |
94% |
False |
False |
83,633 |
| 120 |
119-14 |
107-06 |
12-08 |
10.3% |
0-23 |
0.6% |
95% |
False |
False |
69,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-26 |
|
2.618 |
121-14 |
|
1.618 |
120-19 |
|
1.000 |
120-02 |
|
0.618 |
119-24 |
|
HIGH |
119-07 |
|
0.618 |
118-29 |
|
0.500 |
118-26 |
|
0.382 |
118-22 |
|
LOW |
118-12 |
|
0.618 |
117-27 |
|
1.000 |
117-17 |
|
1.618 |
117-00 |
|
2.618 |
116-05 |
|
4.250 |
114-25 |
|
|
| Fisher Pivots for day following 09-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-26 |
118-22 |
| PP |
118-26 |
118-17 |
| S1 |
118-26 |
118-12 |
|