ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 24-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2008 |
24-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
121-11 |
119-22 |
-1-21 |
-1.4% |
118-09 |
| High |
122-28 |
120-26 |
-2-02 |
-1.7% |
120-14 |
| Low |
119-10 |
118-06 |
-1-04 |
-0.9% |
118-03 |
| Close |
121-14 |
118-31 |
-2-15 |
-2.0% |
119-19 |
| Range |
3-18 |
2-20 |
-0-30 |
-26.3% |
2-11 |
| ATR |
1-15 |
1-19 |
0-04 |
8.5% |
0-00 |
| Volume |
642,893 |
810,381 |
167,488 |
26.1% |
2,146,982 |
|
| Daily Pivots for day following 24-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-06 |
125-23 |
120-13 |
|
| R3 |
124-18 |
123-03 |
119-22 |
|
| R2 |
121-30 |
121-30 |
119-14 |
|
| R1 |
120-15 |
120-15 |
119-07 |
119-28 |
| PP |
119-10 |
119-10 |
119-10 |
119-01 |
| S1 |
117-27 |
117-27 |
118-23 |
117-08 |
| S2 |
116-22 |
116-22 |
118-16 |
|
| S3 |
114-02 |
115-07 |
118-08 |
|
| S4 |
111-14 |
112-19 |
117-17 |
|
|
| 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 |
118-06 |
4-22 |
3.9% |
2-04 |
1.8% |
17% |
False |
True |
550,011 |
| 10 |
122-28 |
117-06 |
5-22 |
4.8% |
1-22 |
1.4% |
31% |
False |
False |
474,048 |
| 20 |
122-28 |
113-13 |
9-15 |
8.0% |
1-15 |
1.2% |
59% |
False |
False |
337,579 |
| 40 |
122-28 |
113-13 |
9-15 |
8.0% |
1-14 |
1.2% |
59% |
False |
False |
324,238 |
| 60 |
122-28 |
112-09 |
10-19 |
8.9% |
1-09 |
1.1% |
63% |
False |
False |
218,282 |
| 80 |
122-28 |
110-01 |
12-27 |
10.8% |
1-03 |
0.9% |
70% |
False |
False |
163,785 |
| 100 |
122-28 |
109-24 |
13-04 |
11.0% |
1-00 |
0.8% |
70% |
False |
False |
131,036 |
| 120 |
122-28 |
109-01 |
13-27 |
11.6% |
0-27 |
0.7% |
72% |
False |
False |
109,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-31 |
|
2.618 |
127-22 |
|
1.618 |
125-02 |
|
1.000 |
123-14 |
|
0.618 |
122-14 |
|
HIGH |
120-26 |
|
0.618 |
119-26 |
|
0.500 |
119-16 |
|
0.382 |
119-06 |
|
LOW |
118-06 |
|
0.618 |
116-18 |
|
1.000 |
115-18 |
|
1.618 |
113-30 |
|
2.618 |
111-10 |
|
4.250 |
107-01 |
|
|
| Fisher Pivots for day following 24-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-16 |
120-17 |
| PP |
119-10 |
120-00 |
| S1 |
119-05 |
119-16 |
|