ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 11-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
118-15 |
119-25 |
1-10 |
1.1% |
119-31 |
| High |
120-05 |
119-26 |
-0-10 |
-0.3% |
120-01 |
| Low |
118-15 |
117-26 |
-0-20 |
-0.5% |
117-12 |
| Close |
119-28 |
118-08 |
-1-19 |
-1.3% |
118-14 |
| Range |
1-22 |
2-00 |
0-10 |
18.5% |
2-21 |
| ATR |
1-18 |
1-19 |
0-01 |
2.2% |
0-00 |
| Volume |
17,598 |
8,922 |
-8,676 |
-49.3% |
628,244 |
|
| Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-20 |
123-14 |
119-12 |
|
| R3 |
122-20 |
121-14 |
118-26 |
|
| R2 |
120-20 |
120-20 |
118-20 |
|
| R1 |
119-14 |
119-14 |
118-14 |
119-02 |
| PP |
118-20 |
118-20 |
118-20 |
118-14 |
| S1 |
117-14 |
117-14 |
118-03 |
117-02 |
| S2 |
116-20 |
116-20 |
117-29 |
|
| S3 |
114-20 |
115-14 |
117-23 |
|
| S4 |
112-20 |
113-14 |
117-05 |
|
|
| 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 |
2.4% |
1-24 |
1.5% |
32% |
False |
False |
36,698 |
| 10 |
120-05 |
115-20 |
4-17 |
3.8% |
1-20 |
1.4% |
58% |
False |
False |
280,004 |
| 20 |
120-05 |
115-07 |
4-30 |
4.2% |
1-15 |
1.2% |
62% |
False |
False |
367,214 |
| 40 |
122-28 |
115-07 |
7-21 |
6.5% |
1-17 |
1.3% |
40% |
False |
False |
422,197 |
| 60 |
122-28 |
113-13 |
9-15 |
8.0% |
1-14 |
1.2% |
51% |
False |
False |
366,070 |
| 80 |
122-28 |
113-13 |
9-15 |
8.0% |
1-14 |
1.2% |
51% |
False |
False |
325,863 |
| 100 |
122-28 |
110-17 |
12-11 |
10.4% |
1-10 |
1.1% |
63% |
False |
False |
260,831 |
| 120 |
122-28 |
109-24 |
13-04 |
11.1% |
1-05 |
1.0% |
65% |
False |
False |
217,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-10 |
|
2.618 |
125-02 |
|
1.618 |
123-02 |
|
1.000 |
121-26 |
|
0.618 |
121-02 |
|
HIGH |
119-26 |
|
0.618 |
119-02 |
|
0.500 |
118-26 |
|
0.382 |
118-19 |
|
LOW |
117-26 |
|
0.618 |
116-19 |
|
1.000 |
115-26 |
|
1.618 |
114-19 |
|
2.618 |
112-19 |
|
4.250 |
109-10 |
|
|
| Fisher Pivots for day following 11-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-26 |
118-28 |
| PP |
118-20 |
118-21 |
| S1 |
118-14 |
118-15 |
|