ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 29-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2008 |
29-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
119-31 |
119-28 |
-0-03 |
-0.1% |
120-18 |
| High |
120-16 |
120-04 |
-0-12 |
-0.3% |
122-28 |
| Low |
119-20 |
118-24 |
-0-28 |
-0.7% |
118-06 |
| Close |
119-31 |
119-10 |
-0-21 |
-0.5% |
119-28 |
| Range |
0-28 |
1-12 |
0-16 |
57.1% |
4-22 |
| ATR |
1-19 |
1-18 |
0-00 |
-0.9% |
0-00 |
| Volume |
521,887 |
335,656 |
-186,231 |
-35.7% |
2,412,015 |
|
| Daily Pivots for day following 29-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-17 |
122-25 |
120-02 |
|
| R3 |
122-05 |
121-13 |
119-22 |
|
| R2 |
120-25 |
120-25 |
119-18 |
|
| R1 |
120-01 |
120-01 |
119-14 |
119-23 |
| PP |
119-13 |
119-13 |
119-13 |
119-08 |
| S1 |
118-21 |
118-21 |
119-06 |
118-11 |
| S2 |
118-01 |
118-01 |
119-02 |
|
| S3 |
116-21 |
117-09 |
118-30 |
|
| S4 |
115-09 |
115-29 |
118-18 |
|
|
| 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% |
2-03 |
1.7% |
24% |
False |
False |
592,941 |
| 10 |
122-28 |
118-06 |
4-22 |
3.9% |
1-24 |
1.5% |
24% |
False |
False |
499,314 |
| 20 |
122-28 |
115-25 |
7-03 |
5.9% |
1-15 |
1.2% |
50% |
False |
False |
400,539 |
| 40 |
122-28 |
113-13 |
9-15 |
7.9% |
1-14 |
1.2% |
62% |
False |
False |
346,510 |
| 60 |
122-28 |
112-09 |
10-19 |
8.9% |
1-11 |
1.1% |
66% |
False |
False |
243,461 |
| 80 |
122-28 |
110-01 |
12-27 |
10.8% |
1-04 |
0.9% |
72% |
False |
False |
182,677 |
| 100 |
122-28 |
109-24 |
13-04 |
11.0% |
1-01 |
0.9% |
73% |
False |
False |
146,150 |
| 120 |
122-28 |
109-01 |
13-27 |
11.6% |
0-28 |
0.7% |
74% |
False |
False |
121,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-31 |
|
2.618 |
123-23 |
|
1.618 |
122-11 |
|
1.000 |
121-16 |
|
0.618 |
120-31 |
|
HIGH |
120-04 |
|
0.618 |
119-19 |
|
0.500 |
119-14 |
|
0.382 |
119-09 |
|
LOW |
118-24 |
|
0.618 |
117-29 |
|
1.000 |
117-12 |
|
1.618 |
116-17 |
|
2.618 |
115-05 |
|
4.250 |
112-29 |
|
|
| Fisher Pivots for day following 29-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-14 |
119-11 |
| PP |
119-13 |
119-11 |
| S1 |
119-11 |
119-10 |
|