ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 18-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2008 |
18-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
118-28 |
120-03 |
1-07 |
1.0% |
118-09 |
| High |
120-14 |
120-06 |
-0-08 |
-0.2% |
120-14 |
| Low |
118-26 |
119-13 |
0-19 |
0.5% |
118-03 |
| Close |
120-03 |
119-19 |
-0-16 |
-0.4% |
119-19 |
| Range |
1-20 |
0-25 |
-0-27 |
-51.9% |
2-11 |
| ATR |
1-10 |
1-09 |
-0-01 |
-2.9% |
0-00 |
| Volume |
535,259 |
456,670 |
-78,589 |
-14.7% |
2,146,982 |
|
| Daily Pivots for day following 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-02 |
121-20 |
120-01 |
|
| R3 |
121-09 |
120-27 |
119-26 |
|
| R2 |
120-16 |
120-16 |
119-24 |
|
| R1 |
120-02 |
120-02 |
119-21 |
119-28 |
| PP |
119-23 |
119-23 |
119-23 |
119-21 |
| S1 |
119-09 |
119-09 |
119-17 |
119-04 |
| S2 |
118-30 |
118-30 |
119-14 |
|
| S3 |
118-05 |
118-16 |
119-12 |
|
| S4 |
117-12 |
117-23 |
119-05 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-13 |
125-11 |
120-28 |
|
| R3 |
124-02 |
123-00 |
120-08 |
|
| R2 |
121-23 |
121-23 |
120-01 |
|
| R1 |
120-21 |
120-21 |
119-26 |
121-06 |
| PP |
119-12 |
119-12 |
119-12 |
119-20 |
| S1 |
118-10 |
118-10 |
119-12 |
118-27 |
| S2 |
117-01 |
117-01 |
119-05 |
|
| S3 |
114-22 |
115-31 |
118-30 |
|
| S4 |
112-11 |
113-20 |
118-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-14 |
118-03 |
2-11 |
2.0% |
1-05 |
1.0% |
64% |
False |
False |
429,396 |
| 10 |
120-14 |
117-06 |
3-08 |
2.7% |
1-06 |
1.0% |
74% |
False |
False |
399,159 |
| 20 |
120-14 |
113-13 |
7-01 |
5.9% |
1-07 |
1.0% |
88% |
False |
False |
289,149 |
| 40 |
120-14 |
113-13 |
7-01 |
5.9% |
1-12 |
1.1% |
88% |
False |
False |
281,822 |
| 60 |
120-14 |
112-09 |
8-05 |
6.8% |
1-06 |
1.0% |
90% |
False |
False |
189,012 |
| 80 |
120-14 |
110-01 |
10-13 |
8.7% |
1-00 |
0.8% |
92% |
False |
False |
141,812 |
| 100 |
120-14 |
109-24 |
10-22 |
8.9% |
0-29 |
0.8% |
92% |
False |
False |
113,455 |
| 120 |
120-14 |
109-01 |
11-13 |
9.5% |
0-25 |
0.6% |
93% |
False |
False |
94,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-16 |
|
2.618 |
122-07 |
|
1.618 |
121-14 |
|
1.000 |
120-31 |
|
0.618 |
120-21 |
|
HIGH |
120-06 |
|
0.618 |
119-28 |
|
0.500 |
119-26 |
|
0.382 |
119-23 |
|
LOW |
119-13 |
|
0.618 |
118-30 |
|
1.000 |
118-20 |
|
1.618 |
118-05 |
|
2.618 |
117-12 |
|
4.250 |
116-03 |
|
|
| Fisher Pivots for day following 18-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-26 |
119-20 |
| PP |
119-23 |
119-20 |
| S1 |
119-21 |
119-19 |
|