ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 14-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
120-30 |
119-25 |
-1-05 |
-1.0% |
118-15 |
| High |
121-12 |
121-17 |
0-05 |
0.1% |
121-17 |
| Low |
118-29 |
119-12 |
0-15 |
0.4% |
117-26 |
| Close |
119-12 |
120-22 |
1-10 |
1.1% |
120-22 |
| Range |
2-15 |
2-05 |
-0-10 |
-12.7% |
3-22 |
| ATR |
1-23 |
1-24 |
0-01 |
1.8% |
0-00 |
| Volume |
8,187 |
10,149 |
1,962 |
24.0% |
60,683 |
|
| Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-00 |
126-00 |
121-28 |
|
| R3 |
124-27 |
123-27 |
121-09 |
|
| R2 |
122-22 |
122-22 |
121-03 |
|
| R1 |
121-22 |
121-22 |
120-29 |
122-06 |
| PP |
120-17 |
120-17 |
120-17 |
120-25 |
| S1 |
119-17 |
119-17 |
120-16 |
120-01 |
| S2 |
118-12 |
118-12 |
120-10 |
|
| S3 |
116-07 |
117-12 |
120-04 |
|
| S4 |
114-02 |
115-07 |
119-17 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-04 |
129-20 |
122-24 |
|
| R3 |
127-14 |
125-29 |
121-23 |
|
| R2 |
123-23 |
123-23 |
121-12 |
|
| R1 |
122-07 |
122-07 |
121-01 |
122-31 |
| PP |
120-01 |
120-01 |
120-01 |
120-13 |
| S1 |
118-16 |
118-16 |
120-12 |
119-08 |
| S2 |
116-10 |
116-10 |
120-01 |
|
| S3 |
112-20 |
114-26 |
119-22 |
|
| S4 |
108-29 |
111-03 |
118-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-17 |
117-26 |
3-22 |
3.1% |
2-06 |
1.8% |
78% |
True |
False |
12,136 |
| 10 |
121-17 |
117-12 |
4-05 |
3.4% |
1-27 |
1.5% |
80% |
True |
False |
68,892 |
| 20 |
121-17 |
115-07 |
6-10 |
5.2% |
1-19 |
1.3% |
87% |
True |
False |
312,075 |
| 40 |
122-28 |
115-07 |
7-21 |
6.3% |
1-20 |
1.4% |
72% |
False |
False |
394,174 |
| 60 |
122-28 |
113-13 |
9-15 |
7.8% |
1-16 |
1.2% |
77% |
False |
False |
350,119 |
| 80 |
122-28 |
113-13 |
9-15 |
7.8% |
1-16 |
1.2% |
77% |
False |
False |
326,074 |
| 100 |
122-28 |
112-05 |
10-23 |
8.9% |
1-11 |
1.1% |
80% |
False |
False |
261,162 |
| 120 |
122-28 |
109-24 |
13-04 |
10.9% |
1-06 |
1.0% |
83% |
False |
False |
217,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-22 |
|
2.618 |
127-06 |
|
1.618 |
125-01 |
|
1.000 |
123-22 |
|
0.618 |
122-28 |
|
HIGH |
121-17 |
|
0.618 |
120-23 |
|
0.500 |
120-14 |
|
0.382 |
120-06 |
|
LOW |
119-12 |
|
0.618 |
118-01 |
|
1.000 |
117-07 |
|
1.618 |
115-28 |
|
2.618 |
113-23 |
|
4.250 |
110-07 |
|
|
| Fisher Pivots for day following 14-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-20 |
120-14 |
| PP |
120-17 |
120-05 |
| S1 |
120-14 |
119-28 |
|