ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 04-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2008 |
04-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
119-31 |
119-14 |
-0-16 |
-0.4% |
116-30 |
| High |
120-01 |
119-27 |
-0-06 |
-0.2% |
120-00 |
| Low |
119-02 |
118-12 |
-0-22 |
-0.6% |
115-14 |
| Close |
119-22 |
119-00 |
-0-22 |
-0.6% |
119-22 |
| Range |
0-31 |
1-15 |
0-16 |
51.6% |
4-18 |
| ATR |
1-16 |
1-16 |
0-00 |
-0.1% |
0-00 |
| Volume |
312,368 |
158,906 |
-153,462 |
-49.1% |
3,036,054 |
|
| Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-15 |
122-23 |
119-26 |
|
| R3 |
122-00 |
121-08 |
119-13 |
|
| R2 |
120-17 |
120-17 |
119-09 |
|
| R1 |
119-25 |
119-25 |
119-04 |
119-14 |
| PP |
119-02 |
119-02 |
119-02 |
118-29 |
| S1 |
118-10 |
118-10 |
118-28 |
117-30 |
| S2 |
117-19 |
117-19 |
118-23 |
|
| S3 |
116-04 |
116-27 |
118-19 |
|
| S4 |
114-21 |
115-12 |
118-06 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-02 |
130-14 |
122-06 |
|
| R3 |
127-16 |
125-28 |
120-30 |
|
| R2 |
122-30 |
122-30 |
120-17 |
|
| R1 |
121-10 |
121-10 |
120-03 |
122-04 |
| PP |
118-12 |
118-12 |
118-12 |
118-25 |
| S1 |
116-24 |
116-24 |
119-09 |
117-18 |
| S2 |
113-26 |
113-26 |
118-27 |
|
| S3 |
109-08 |
112-06 |
118-14 |
|
| S4 |
104-22 |
107-20 |
117-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-01 |
115-20 |
4-13 |
3.7% |
1-16 |
1.3% |
77% |
False |
False |
523,310 |
| 10 |
120-01 |
115-07 |
4-26 |
4.0% |
1-10 |
1.1% |
79% |
False |
False |
512,546 |
| 20 |
120-20 |
115-07 |
5-13 |
4.5% |
1-15 |
1.2% |
70% |
False |
False |
469,331 |
| 40 |
122-28 |
115-07 |
7-21 |
6.4% |
1-15 |
1.2% |
49% |
False |
False |
463,725 |
| 60 |
122-28 |
113-13 |
9-15 |
8.0% |
1-14 |
1.2% |
59% |
False |
False |
393,069 |
| 80 |
122-28 |
113-07 |
9-21 |
8.1% |
1-12 |
1.2% |
60% |
False |
False |
323,658 |
| 100 |
122-28 |
110-01 |
12-27 |
10.8% |
1-08 |
1.0% |
70% |
False |
False |
259,009 |
| 120 |
122-28 |
109-24 |
13-04 |
11.0% |
1-04 |
0.9% |
70% |
False |
False |
215,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-03 |
|
2.618 |
123-22 |
|
1.618 |
122-07 |
|
1.000 |
121-10 |
|
0.618 |
120-24 |
|
HIGH |
119-27 |
|
0.618 |
119-09 |
|
0.500 |
119-04 |
|
0.382 |
118-30 |
|
LOW |
118-12 |
|
0.618 |
117-15 |
|
1.000 |
116-29 |
|
1.618 |
116-00 |
|
2.618 |
114-17 |
|
4.250 |
112-04 |
|
|
| Fisher Pivots for day following 04-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-04 |
119-04 |
| PP |
119-02 |
119-03 |
| S1 |
119-01 |
119-01 |
|