ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 10-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
118-16 |
118-15 |
-0-01 |
0.0% |
119-31 |
| High |
119-22 |
120-05 |
0-16 |
0.4% |
120-01 |
| Low |
117-18 |
118-15 |
0-29 |
0.8% |
117-12 |
| Close |
118-14 |
119-28 |
1-14 |
1.2% |
118-14 |
| Range |
2-04 |
1-22 |
-0-14 |
-20.0% |
2-21 |
| ATR |
1-17 |
1-18 |
0-00 |
0.9% |
0-00 |
| Volume |
25,854 |
17,598 |
-8,256 |
-31.9% |
628,244 |
|
| Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-18 |
123-29 |
120-25 |
|
| R3 |
122-28 |
122-07 |
120-10 |
|
| R2 |
121-06 |
121-06 |
120-05 |
|
| R1 |
120-17 |
120-17 |
120-00 |
120-27 |
| PP |
119-16 |
119-16 |
119-16 |
119-21 |
| S1 |
118-27 |
118-27 |
119-23 |
119-05 |
| S2 |
117-26 |
117-26 |
119-18 |
|
| S3 |
116-04 |
117-05 |
119-13 |
|
| S4 |
114-14 |
115-15 |
118-30 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-18 |
125-05 |
119-28 |
|
| R3 |
123-30 |
122-16 |
119-05 |
|
| R2 |
121-08 |
121-08 |
118-29 |
|
| R1 |
119-27 |
119-27 |
118-21 |
119-07 |
| PP |
118-20 |
118-20 |
118-20 |
118-10 |
| S1 |
117-06 |
117-06 |
118-06 |
116-18 |
| S2 |
115-30 |
115-30 |
117-30 |
|
| S3 |
113-10 |
114-17 |
117-22 |
|
| S4 |
110-20 |
111-28 |
116-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-05 |
117-12 |
2-25 |
2.3% |
1-21 |
1.4% |
89% |
True |
False |
66,694 |
| 10 |
120-05 |
115-14 |
4-23 |
3.9% |
1-16 |
1.3% |
94% |
True |
False |
323,974 |
| 20 |
120-05 |
115-07 |
4-30 |
4.1% |
1-14 |
1.2% |
94% |
True |
False |
388,990 |
| 40 |
122-28 |
115-07 |
7-21 |
6.4% |
1-17 |
1.3% |
61% |
False |
False |
433,460 |
| 60 |
122-28 |
113-13 |
9-15 |
7.9% |
1-14 |
1.2% |
68% |
False |
False |
371,171 |
| 80 |
122-28 |
113-13 |
9-15 |
7.9% |
1-13 |
1.2% |
68% |
False |
False |
325,752 |
| 100 |
122-28 |
110-05 |
12-23 |
10.6% |
1-09 |
1.1% |
76% |
False |
False |
260,743 |
| 120 |
122-28 |
109-24 |
13-04 |
11.0% |
1-05 |
1.0% |
77% |
False |
False |
217,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-10 |
|
2.618 |
124-18 |
|
1.618 |
122-28 |
|
1.000 |
121-27 |
|
0.618 |
121-06 |
|
HIGH |
120-05 |
|
0.618 |
119-16 |
|
0.500 |
119-10 |
|
0.382 |
119-04 |
|
LOW |
118-15 |
|
0.618 |
117-14 |
|
1.000 |
116-25 |
|
1.618 |
115-24 |
|
2.618 |
114-02 |
|
4.250 |
111-10 |
|
|
| Fisher Pivots for day following 10-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-22 |
119-17 |
| PP |
119-16 |
119-06 |
| S1 |
119-10 |
118-27 |
|