ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 23-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2008 |
23-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
120-18 |
121-11 |
0-25 |
0.6% |
118-09 |
| High |
121-18 |
122-28 |
1-10 |
1.1% |
120-14 |
| Low |
119-17 |
119-10 |
-0-07 |
-0.2% |
118-03 |
| Close |
120-25 |
121-14 |
0-21 |
0.5% |
119-19 |
| Range |
2-01 |
3-18 |
1-17 |
75.4% |
2-11 |
| ATR |
1-10 |
1-15 |
0-05 |
12.1% |
0-00 |
| Volume |
304,853 |
642,893 |
338,040 |
110.9% |
2,146,982 |
|
| Daily Pivots for day following 23-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-29 |
130-07 |
123-13 |
|
| R3 |
128-11 |
126-21 |
122-13 |
|
| R2 |
124-25 |
124-25 |
122-03 |
|
| R1 |
123-03 |
123-03 |
121-24 |
123-30 |
| PP |
121-07 |
121-07 |
121-07 |
121-20 |
| S1 |
119-17 |
119-17 |
121-04 |
120-12 |
| S2 |
117-21 |
117-21 |
120-25 |
|
| S3 |
114-03 |
115-31 |
120-15 |
|
| S4 |
110-17 |
112-13 |
119-15 |
|
|
| 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 |
122-28 |
118-26 |
4-02 |
3.3% |
1-29 |
1.6% |
65% |
True |
False |
474,042 |
| 10 |
122-28 |
117-06 |
5-22 |
4.7% |
1-16 |
1.2% |
75% |
True |
False |
427,241 |
| 20 |
122-28 |
113-13 |
9-15 |
7.8% |
1-12 |
1.1% |
85% |
True |
False |
306,869 |
| 40 |
122-28 |
113-13 |
9-15 |
7.8% |
1-14 |
1.2% |
85% |
True |
False |
304,232 |
| 60 |
122-28 |
112-09 |
10-19 |
8.7% |
1-08 |
1.0% |
86% |
True |
False |
204,794 |
| 80 |
122-28 |
110-01 |
12-27 |
10.6% |
1-02 |
0.9% |
89% |
True |
False |
153,656 |
| 100 |
122-28 |
109-24 |
13-04 |
10.8% |
0-31 |
0.8% |
89% |
True |
False |
122,932 |
| 120 |
122-28 |
109-01 |
13-27 |
11.4% |
0-26 |
0.7% |
90% |
True |
False |
102,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-00 |
|
2.618 |
132-06 |
|
1.618 |
128-20 |
|
1.000 |
126-14 |
|
0.618 |
125-02 |
|
HIGH |
122-28 |
|
0.618 |
121-16 |
|
0.500 |
121-03 |
|
0.382 |
120-22 |
|
LOW |
119-10 |
|
0.618 |
117-04 |
|
1.000 |
115-24 |
|
1.618 |
113-18 |
|
2.618 |
110-00 |
|
4.250 |
104-06 |
|
|
| Fisher Pivots for day following 23-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121-10 |
121-10 |
| PP |
121-07 |
121-07 |
| S1 |
121-03 |
121-03 |
|