ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 06-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2008 |
06-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
118-20 |
117-24 |
-0-28 |
-0.7% |
116-30 |
| High |
119-15 |
118-12 |
-1-02 |
-0.9% |
120-00 |
| Low |
117-12 |
117-16 |
0-04 |
0.1% |
115-14 |
| Close |
117-18 |
117-30 |
0-13 |
0.3% |
119-22 |
| Range |
2-03 |
0-28 |
-1-07 |
-58.2% |
4-18 |
| ATR |
1-17 |
1-16 |
-0-02 |
-3.1% |
0-00 |
| Volume |
75,421 |
55,695 |
-19,726 |
-26.2% |
3,036,054 |
|
| Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-18 |
120-04 |
118-14 |
|
| R3 |
119-22 |
119-08 |
118-06 |
|
| R2 |
118-26 |
118-26 |
118-04 |
|
| R1 |
118-12 |
118-12 |
118-01 |
118-20 |
| PP |
117-30 |
117-30 |
117-30 |
118-02 |
| S1 |
117-16 |
117-16 |
117-28 |
117-24 |
| S2 |
117-02 |
117-02 |
117-25 |
|
| S3 |
116-06 |
116-20 |
117-23 |
|
| S4 |
115-10 |
115-24 |
117-15 |
|
|
| 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 |
117-12 |
2-21 |
2.3% |
1-14 |
1.2% |
22% |
False |
False |
286,508 |
| 10 |
120-01 |
115-14 |
4-19 |
3.9% |
1-12 |
1.2% |
55% |
False |
False |
421,449 |
| 20 |
120-01 |
115-07 |
4-26 |
4.1% |
1-15 |
1.2% |
57% |
False |
False |
438,026 |
| 40 |
122-28 |
115-07 |
7-21 |
6.5% |
1-16 |
1.3% |
36% |
False |
False |
450,329 |
| 60 |
122-28 |
113-13 |
9-15 |
8.0% |
1-14 |
1.2% |
48% |
False |
False |
382,759 |
| 80 |
122-28 |
113-07 |
9-21 |
8.2% |
1-12 |
1.2% |
49% |
False |
False |
325,233 |
| 100 |
122-28 |
110-01 |
12-27 |
10.9% |
1-08 |
1.1% |
62% |
False |
False |
260,317 |
| 120 |
122-28 |
109-24 |
13-04 |
11.1% |
1-04 |
1.0% |
63% |
False |
False |
216,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-04 |
|
2.618 |
120-22 |
|
1.618 |
119-26 |
|
1.000 |
119-08 |
|
0.618 |
118-30 |
|
HIGH |
118-12 |
|
0.618 |
118-02 |
|
0.500 |
117-30 |
|
0.382 |
117-27 |
|
LOW |
117-16 |
|
0.618 |
116-31 |
|
1.000 |
116-20 |
|
1.618 |
116-03 |
|
2.618 |
115-07 |
|
4.250 |
113-26 |
|
|
| Fisher Pivots for day following 06-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-30 |
118-20 |
| PP |
117-30 |
118-12 |
| S1 |
117-30 |
118-06 |
|