ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 18-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
120-16 |
121-09 |
0-24 |
0.6% |
118-15 |
| High |
121-21 |
121-16 |
-0-06 |
-0.1% |
121-17 |
| Low |
120-09 |
120-08 |
-0-02 |
0.0% |
117-26 |
| Close |
121-16 |
120-20 |
-0-27 |
-0.7% |
120-22 |
| Range |
1-12 |
1-08 |
-0-04 |
-9.1% |
3-22 |
| ATR |
1-23 |
1-22 |
-0-01 |
-1.9% |
0-00 |
| Volume |
13,445 |
15,517 |
2,072 |
15.4% |
60,683 |
|
| Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-17 |
123-27 |
121-10 |
|
| R3 |
123-09 |
122-19 |
121-00 |
|
| R2 |
122-01 |
122-01 |
120-28 |
|
| R1 |
121-11 |
121-11 |
120-24 |
121-02 |
| PP |
120-25 |
120-25 |
120-25 |
120-21 |
| S1 |
120-03 |
120-03 |
120-17 |
119-26 |
| S2 |
119-17 |
119-17 |
120-13 |
|
| S3 |
118-09 |
118-27 |
120-10 |
|
| S4 |
117-01 |
117-19 |
119-30 |
|
|
| 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 |
121-21 |
118-08 |
3-13 |
2.8% |
1-31 |
1.6% |
70% |
False |
False |
12,625 |
| 10 |
121-21 |
117-12 |
4-09 |
3.5% |
1-28 |
1.5% |
76% |
False |
False |
24,661 |
| 20 |
121-21 |
115-07 |
6-14 |
5.3% |
1-19 |
1.3% |
84% |
False |
False |
268,604 |
| 40 |
122-28 |
115-07 |
7-21 |
6.3% |
1-20 |
1.4% |
71% |
False |
False |
370,100 |
| 60 |
122-28 |
113-13 |
9-15 |
7.8% |
1-16 |
1.2% |
76% |
False |
False |
343,116 |
| 80 |
122-28 |
113-13 |
9-15 |
7.8% |
1-16 |
1.2% |
76% |
False |
False |
325,961 |
| 100 |
122-28 |
112-09 |
10-19 |
8.8% |
1-12 |
1.1% |
79% |
False |
False |
261,447 |
| 120 |
122-28 |
110-01 |
12-27 |
10.6% |
1-07 |
1.0% |
83% |
False |
False |
217,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-26 |
|
2.618 |
124-24 |
|
1.618 |
123-16 |
|
1.000 |
122-24 |
|
0.618 |
122-08 |
|
HIGH |
121-16 |
|
0.618 |
121-00 |
|
0.500 |
120-28 |
|
0.382 |
120-23 |
|
LOW |
120-08 |
|
0.618 |
119-15 |
|
1.000 |
119-00 |
|
1.618 |
118-07 |
|
2.618 |
116-31 |
|
4.250 |
114-30 |
|
|
| Fisher Pivots for day following 18-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-28 |
120-19 |
| PP |
120-25 |
120-18 |
| S1 |
120-23 |
120-16 |
|