ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 05-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2008 |
05-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
119-14 |
118-20 |
-0-26 |
-0.7% |
116-30 |
| High |
119-27 |
119-15 |
-0-12 |
-0.3% |
120-00 |
| Low |
118-12 |
117-12 |
-1-00 |
-0.8% |
115-14 |
| Close |
119-00 |
117-18 |
-1-14 |
-1.2% |
119-22 |
| Range |
1-15 |
2-03 |
0-20 |
42.6% |
4-18 |
| ATR |
1-16 |
1-17 |
0-01 |
2.9% |
0-00 |
| Volume |
158,906 |
75,421 |
-83,485 |
-52.5% |
3,036,054 |
|
| Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-13 |
123-02 |
118-22 |
|
| R3 |
122-10 |
120-31 |
118-04 |
|
| R2 |
120-07 |
120-07 |
117-30 |
|
| R1 |
118-28 |
118-28 |
117-24 |
118-16 |
| PP |
118-04 |
118-04 |
118-04 |
117-30 |
| S1 |
116-25 |
116-25 |
117-11 |
116-13 |
| S2 |
116-01 |
116-01 |
117-05 |
|
| S3 |
113-30 |
114-22 |
116-31 |
|
| S4 |
111-27 |
112-19 |
116-13 |
|
|
| 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 |
116-07 |
3-26 |
3.2% |
1-22 |
1.4% |
35% |
False |
False |
421,088 |
| 10 |
120-01 |
115-14 |
4-19 |
3.9% |
1-13 |
1.2% |
46% |
False |
False |
477,938 |
| 20 |
120-10 |
115-07 |
5-03 |
4.3% |
1-15 |
1.2% |
46% |
False |
False |
458,758 |
| 40 |
122-28 |
115-07 |
7-21 |
6.5% |
1-16 |
1.3% |
30% |
False |
False |
456,245 |
| 60 |
122-28 |
113-13 |
9-15 |
8.1% |
1-15 |
1.2% |
44% |
False |
False |
388,451 |
| 80 |
122-28 |
113-07 |
9-21 |
8.2% |
1-12 |
1.2% |
45% |
False |
False |
324,590 |
| 100 |
122-28 |
110-01 |
12-27 |
10.9% |
1-08 |
1.1% |
59% |
False |
False |
259,763 |
| 120 |
122-28 |
109-24 |
13-04 |
11.2% |
1-04 |
1.0% |
59% |
False |
False |
216,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-12 |
|
2.618 |
124-30 |
|
1.618 |
122-27 |
|
1.000 |
121-18 |
|
0.618 |
120-24 |
|
HIGH |
119-15 |
|
0.618 |
118-21 |
|
0.500 |
118-14 |
|
0.382 |
118-06 |
|
LOW |
117-12 |
|
0.618 |
116-03 |
|
1.000 |
115-09 |
|
1.618 |
114-00 |
|
2.618 |
111-29 |
|
4.250 |
108-15 |
|
|
| Fisher Pivots for day following 05-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-14 |
118-22 |
| PP |
118-04 |
118-10 |
| S1 |
117-27 |
117-30 |
|