ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 17-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2008 |
17-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
119-27 |
118-28 |
-0-31 |
-0.8% |
117-29 |
| High |
120-12 |
120-14 |
0-02 |
0.1% |
119-07 |
| Low |
118-27 |
118-26 |
-0-01 |
0.0% |
117-06 |
| Close |
119-06 |
120-03 |
0-29 |
0.8% |
118-08 |
| Range |
1-17 |
1-20 |
0-03 |
6.1% |
2-01 |
| ATR |
1-09 |
1-10 |
0-01 |
1.9% |
0-00 |
| Volume |
430,539 |
535,259 |
104,720 |
24.3% |
1,844,613 |
|
| Daily Pivots for day following 17-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-21 |
124-00 |
121-00 |
|
| R3 |
123-01 |
122-12 |
120-17 |
|
| R2 |
121-13 |
121-13 |
120-13 |
|
| R1 |
120-24 |
120-24 |
120-08 |
121-02 |
| PP |
119-25 |
119-25 |
119-25 |
119-30 |
| S1 |
119-04 |
119-04 |
119-30 |
119-14 |
| S2 |
118-05 |
118-05 |
119-25 |
|
| S3 |
116-17 |
117-16 |
119-21 |
|
| S4 |
114-29 |
115-28 |
119-06 |
|
|
| 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 |
120-14 |
117-06 |
3-08 |
2.7% |
1-09 |
1.1% |
89% |
True |
False |
429,952 |
| 10 |
120-14 |
117-06 |
3-08 |
2.7% |
1-07 |
1.0% |
89% |
True |
False |
379,169 |
| 20 |
120-14 |
113-13 |
7-01 |
5.9% |
1-08 |
1.0% |
95% |
True |
False |
279,698 |
| 40 |
120-14 |
113-13 |
7-01 |
5.9% |
1-12 |
1.1% |
95% |
True |
False |
270,958 |
| 60 |
120-14 |
112-09 |
8-05 |
6.8% |
1-06 |
1.0% |
96% |
True |
False |
181,406 |
| 80 |
120-14 |
110-01 |
10-13 |
8.7% |
1-00 |
0.8% |
97% |
True |
False |
136,105 |
| 100 |
120-14 |
109-24 |
10-22 |
8.9% |
0-29 |
0.7% |
97% |
True |
False |
108,888 |
| 120 |
120-14 |
109-01 |
11-13 |
9.5% |
0-24 |
0.6% |
97% |
True |
False |
90,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-11 |
|
2.618 |
124-22 |
|
1.618 |
123-02 |
|
1.000 |
122-02 |
|
0.618 |
121-14 |
|
HIGH |
120-14 |
|
0.618 |
119-26 |
|
0.500 |
119-20 |
|
0.382 |
119-14 |
|
LOW |
118-26 |
|
0.618 |
117-26 |
|
1.000 |
117-06 |
|
1.618 |
116-06 |
|
2.618 |
114-18 |
|
4.250 |
111-29 |
|
|
| Fisher Pivots for day following 17-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-30 |
119-28 |
| PP |
119-25 |
119-22 |
| S1 |
119-20 |
119-16 |
|