ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 16-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
118-19 |
119-27 |
1-08 |
1.1% |
117-29 |
| High |
119-26 |
120-12 |
0-18 |
0.5% |
119-07 |
| Low |
118-17 |
118-27 |
0-10 |
0.3% |
117-06 |
| Close |
119-17 |
119-06 |
-0-11 |
-0.3% |
118-08 |
| Range |
1-09 |
1-17 |
0-08 |
19.5% |
2-01 |
| ATR |
1-08 |
1-09 |
0-01 |
1.5% |
0-00 |
| Volume |
301,115 |
430,539 |
129,424 |
43.0% |
1,844,613 |
|
| Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-02 |
123-05 |
120-01 |
|
| R3 |
122-17 |
121-20 |
119-19 |
|
| R2 |
121-00 |
121-00 |
119-15 |
|
| R1 |
120-03 |
120-03 |
119-10 |
119-25 |
| PP |
119-15 |
119-15 |
119-15 |
119-10 |
| S1 |
118-18 |
118-18 |
119-02 |
118-08 |
| S2 |
117-30 |
117-30 |
118-29 |
|
| S3 |
116-13 |
117-01 |
118-25 |
|
| S4 |
114-28 |
115-16 |
118-11 |
|
|
| 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 |
120-12 |
117-06 |
3-06 |
2.7% |
1-08 |
1.1% |
63% |
True |
False |
398,085 |
| 10 |
120-12 |
117-06 |
3-06 |
2.7% |
1-05 |
1.0% |
63% |
True |
False |
352,406 |
| 20 |
120-12 |
113-13 |
6-31 |
5.8% |
1-08 |
1.0% |
83% |
True |
False |
262,008 |
| 40 |
120-12 |
113-13 |
6-31 |
5.8% |
1-11 |
1.1% |
83% |
True |
False |
257,973 |
| 60 |
120-12 |
112-05 |
8-07 |
6.9% |
1-05 |
1.0% |
86% |
True |
False |
172,487 |
| 80 |
120-12 |
109-24 |
10-20 |
8.9% |
0-31 |
0.8% |
89% |
True |
False |
129,416 |
| 100 |
120-12 |
109-24 |
10-20 |
8.9% |
0-28 |
0.7% |
89% |
True |
False |
103,536 |
| 120 |
120-12 |
109-01 |
11-11 |
9.5% |
0-24 |
0.6% |
90% |
True |
False |
86,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-28 |
|
2.618 |
124-12 |
|
1.618 |
122-27 |
|
1.000 |
121-29 |
|
0.618 |
121-10 |
|
HIGH |
120-12 |
|
0.618 |
119-25 |
|
0.500 |
119-20 |
|
0.382 |
119-14 |
|
LOW |
118-27 |
|
0.618 |
117-29 |
|
1.000 |
117-10 |
|
1.618 |
116-12 |
|
2.618 |
114-27 |
|
4.250 |
112-11 |
|
|
| Fisher Pivots for day following 16-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-20 |
119-08 |
| PP |
119-15 |
119-07 |
| S1 |
119-10 |
119-06 |
|