ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 11-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2008 |
11-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
118-17 |
117-14 |
-1-03 |
-0.9% |
117-29 |
| High |
118-27 |
118-16 |
-0-11 |
-0.3% |
119-07 |
| Low |
117-10 |
117-06 |
-0-04 |
-0.1% |
117-06 |
| Close |
117-14 |
118-08 |
0-26 |
0.7% |
118-08 |
| Range |
1-17 |
1-10 |
-0-07 |
-14.3% |
2-01 |
| ATR |
1-10 |
1-10 |
0-00 |
0.0% |
0-00 |
| Volume |
375,925 |
459,450 |
83,525 |
22.2% |
1,844,613 |
|
| Daily Pivots for day following 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-29 |
121-13 |
118-31 |
|
| R3 |
120-19 |
120-03 |
118-20 |
|
| R2 |
119-09 |
119-09 |
118-16 |
|
| R1 |
118-25 |
118-25 |
118-12 |
119-01 |
| PP |
117-31 |
117-31 |
117-31 |
118-04 |
| S1 |
117-15 |
117-15 |
118-04 |
117-23 |
| S2 |
116-21 |
116-21 |
118-00 |
|
| S3 |
115-11 |
116-05 |
117-28 |
|
| S4 |
114-01 |
114-27 |
117-17 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-10 |
123-10 |
119-12 |
|
| R3 |
122-09 |
121-09 |
118-26 |
|
| R2 |
120-08 |
120-08 |
118-20 |
|
| R1 |
119-08 |
119-08 |
118-14 |
119-24 |
| PP |
118-07 |
118-07 |
118-07 |
118-15 |
| S1 |
117-07 |
117-07 |
118-02 |
117-23 |
| S2 |
116-06 |
116-06 |
117-28 |
|
| S3 |
114-05 |
115-06 |
117-22 |
|
| S4 |
112-04 |
113-05 |
117-04 |
|
|
| 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% |
1-06 |
1.0% |
52% |
False |
True |
368,922 |
| 10 |
119-07 |
114-10 |
4-29 |
4.1% |
1-09 |
1.1% |
80% |
False |
False |
272,085 |
| 20 |
119-07 |
113-13 |
5-26 |
4.9% |
1-09 |
1.1% |
83% |
False |
False |
253,817 |
| 40 |
119-14 |
113-13 |
6-01 |
5.1% |
1-10 |
1.1% |
80% |
False |
False |
229,530 |
| 60 |
119-14 |
110-17 |
8-29 |
7.5% |
1-05 |
1.0% |
87% |
False |
False |
153,254 |
| 80 |
119-14 |
109-24 |
9-22 |
8.2% |
0-31 |
0.8% |
88% |
False |
False |
114,978 |
| 100 |
119-14 |
109-01 |
10-13 |
8.8% |
0-27 |
0.7% |
89% |
False |
False |
91,986 |
| 120 |
119-14 |
108-08 |
11-06 |
9.5% |
0-23 |
0.6% |
89% |
False |
False |
76,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-02 |
|
2.618 |
121-30 |
|
1.618 |
120-20 |
|
1.000 |
119-26 |
|
0.618 |
119-10 |
|
HIGH |
118-16 |
|
0.618 |
118-00 |
|
0.500 |
117-27 |
|
0.382 |
117-22 |
|
LOW |
117-06 |
|
0.618 |
116-12 |
|
1.000 |
115-28 |
|
1.618 |
115-02 |
|
2.618 |
113-24 |
|
4.250 |
111-20 |
|
|
| Fisher Pivots for day following 11-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-04 |
118-08 |
| PP |
117-31 |
118-07 |
| S1 |
117-27 |
118-06 |
|