ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 25-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2008 |
25-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
119-22 |
118-11 |
-1-11 |
-1.1% |
120-18 |
| High |
120-26 |
120-05 |
-0-21 |
-0.5% |
122-28 |
| Low |
118-06 |
118-06 |
0-00 |
0.0% |
118-06 |
| Close |
118-31 |
119-28 |
0-29 |
0.8% |
119-28 |
| Range |
2-20 |
1-31 |
-0-21 |
-25.0% |
4-22 |
| ATR |
1-19 |
1-20 |
0-01 |
1.6% |
0-00 |
| Volume |
810,381 |
653,888 |
-156,493 |
-19.3% |
2,412,015 |
|
| Daily Pivots for day following 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-10 |
124-18 |
120-31 |
|
| R3 |
123-11 |
122-19 |
120-13 |
|
| R2 |
121-12 |
121-12 |
120-08 |
|
| R1 |
120-20 |
120-20 |
120-02 |
121-00 |
| PP |
119-13 |
119-13 |
119-13 |
119-19 |
| S1 |
118-21 |
118-21 |
119-22 |
119-01 |
| S2 |
117-14 |
117-14 |
119-16 |
|
| S3 |
115-15 |
116-22 |
119-11 |
|
| S4 |
113-16 |
114-23 |
118-25 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-12 |
131-26 |
122-14 |
|
| R3 |
129-22 |
127-04 |
121-05 |
|
| R2 |
125-00 |
125-00 |
120-24 |
|
| R1 |
122-14 |
122-14 |
120-10 |
121-12 |
| PP |
120-10 |
120-10 |
120-10 |
119-25 |
| S1 |
117-24 |
117-24 |
119-14 |
116-22 |
| S2 |
115-20 |
115-20 |
119-00 |
|
| S3 |
110-30 |
113-02 |
118-19 |
|
| S4 |
106-08 |
108-12 |
117-10 |
|
|
| 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% |
2-06 |
1.8% |
36% |
False |
True |
573,737 |
| 10 |
122-28 |
117-06 |
5-22 |
4.7% |
1-24 |
1.4% |
47% |
False |
False |
501,844 |
| 20 |
122-28 |
113-16 |
9-12 |
7.8% |
1-16 |
1.3% |
68% |
False |
False |
368,202 |
| 40 |
122-28 |
113-13 |
9-15 |
7.9% |
1-14 |
1.2% |
68% |
False |
False |
337,483 |
| 60 |
122-28 |
112-09 |
10-19 |
8.8% |
1-10 |
1.1% |
72% |
False |
False |
229,178 |
| 80 |
122-28 |
110-01 |
12-27 |
10.7% |
1-04 |
0.9% |
77% |
False |
False |
171,959 |
| 100 |
122-28 |
109-24 |
13-04 |
10.9% |
1-00 |
0.8% |
77% |
False |
False |
137,575 |
| 120 |
122-28 |
109-01 |
13-27 |
11.5% |
0-27 |
0.7% |
78% |
False |
False |
114,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-17 |
|
2.618 |
125-10 |
|
1.618 |
123-11 |
|
1.000 |
122-04 |
|
0.618 |
121-12 |
|
HIGH |
120-05 |
|
0.618 |
119-13 |
|
0.500 |
119-06 |
|
0.382 |
118-30 |
|
LOW |
118-06 |
|
0.618 |
116-31 |
|
1.000 |
116-07 |
|
1.618 |
115-00 |
|
2.618 |
113-01 |
|
4.250 |
109-26 |
|
|
| Fisher Pivots for day following 25-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-20 |
120-17 |
| PP |
119-13 |
120-10 |
| S1 |
119-06 |
120-03 |
|