ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 15-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2008 |
15-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
118-09 |
118-19 |
0-10 |
0.3% |
117-29 |
| High |
118-23 |
119-26 |
1-03 |
0.9% |
119-07 |
| Low |
118-03 |
118-17 |
0-14 |
0.4% |
117-06 |
| Close |
118-16 |
119-17 |
1-01 |
0.9% |
118-08 |
| Range |
0-20 |
1-09 |
0-21 |
105.0% |
2-01 |
| ATR |
1-08 |
1-08 |
0-00 |
0.3% |
0-00 |
| Volume |
423,399 |
301,115 |
-122,284 |
-28.9% |
1,844,613 |
|
| Daily Pivots for day following 15-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-04 |
122-20 |
120-08 |
|
| R3 |
121-27 |
121-11 |
119-28 |
|
| R2 |
120-18 |
120-18 |
119-25 |
|
| R1 |
120-02 |
120-02 |
119-21 |
120-10 |
| PP |
119-09 |
119-09 |
119-09 |
119-14 |
| S1 |
118-25 |
118-25 |
119-13 |
119-01 |
| S2 |
118-00 |
118-00 |
119-09 |
|
| S3 |
116-23 |
117-16 |
119-06 |
|
| S4 |
115-14 |
116-07 |
118-26 |
|
|
| 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 |
119-26 |
117-06 |
2-20 |
2.2% |
1-04 |
0.9% |
89% |
True |
False |
380,440 |
| 10 |
119-26 |
116-00 |
3-26 |
3.2% |
1-06 |
1.0% |
93% |
True |
False |
318,252 |
| 20 |
119-26 |
113-13 |
6-13 |
5.4% |
1-07 |
1.0% |
96% |
True |
False |
252,295 |
| 40 |
119-26 |
113-13 |
6-13 |
5.4% |
1-10 |
1.1% |
96% |
True |
False |
247,454 |
| 60 |
119-26 |
111-14 |
8-12 |
7.0% |
1-05 |
1.0% |
97% |
True |
False |
165,317 |
| 80 |
119-26 |
109-24 |
10-02 |
8.4% |
1-00 |
0.8% |
97% |
True |
False |
124,034 |
| 100 |
119-26 |
109-24 |
10-02 |
8.4% |
0-28 |
0.7% |
97% |
True |
False |
99,230 |
| 120 |
119-26 |
108-23 |
11-03 |
9.3% |
0-24 |
0.6% |
97% |
True |
False |
82,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-08 |
|
2.618 |
123-05 |
|
1.618 |
121-28 |
|
1.000 |
121-03 |
|
0.618 |
120-19 |
|
HIGH |
119-26 |
|
0.618 |
119-10 |
|
0.500 |
119-06 |
|
0.382 |
119-01 |
|
LOW |
118-17 |
|
0.618 |
117-24 |
|
1.000 |
117-08 |
|
1.618 |
116-15 |
|
2.618 |
115-06 |
|
4.250 |
113-03 |
|
|
| Fisher Pivots for day following 15-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-13 |
119-06 |
| PP |
119-09 |
118-27 |
| S1 |
119-06 |
118-16 |
|