ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 19-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
121-09 |
120-15 |
-0-26 |
-0.7% |
118-15 |
| High |
121-16 |
121-14 |
-0-02 |
0.0% |
121-17 |
| Low |
120-08 |
120-15 |
0-08 |
0.2% |
117-26 |
| Close |
120-20 |
121-06 |
0-18 |
0.5% |
120-22 |
| Range |
1-08 |
0-31 |
-0-09 |
-22.5% |
3-22 |
| ATR |
1-22 |
1-20 |
-0-02 |
-3.0% |
0-00 |
| Volume |
15,517 |
17,734 |
2,217 |
14.3% |
60,683 |
|
| Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-30 |
123-17 |
121-23 |
|
| R3 |
122-31 |
122-18 |
121-15 |
|
| R2 |
122-00 |
122-00 |
121-12 |
|
| R1 |
121-19 |
121-19 |
121-09 |
121-26 |
| PP |
121-01 |
121-01 |
121-01 |
121-04 |
| S1 |
120-20 |
120-20 |
121-03 |
120-26 |
| S2 |
120-02 |
120-02 |
121-00 |
|
| S3 |
119-03 |
119-21 |
120-29 |
|
| S4 |
118-04 |
118-22 |
120-21 |
|
|
| 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 |
118-29 |
2-24 |
2.3% |
1-21 |
1.4% |
83% |
False |
False |
13,006 |
| 10 |
121-21 |
117-16 |
4-04 |
3.4% |
1-24 |
1.4% |
89% |
False |
False |
18,892 |
| 20 |
121-21 |
115-14 |
6-07 |
5.1% |
1-19 |
1.3% |
92% |
False |
False |
248,415 |
| 40 |
122-28 |
115-07 |
7-21 |
6.3% |
1-20 |
1.3% |
78% |
False |
False |
362,922 |
| 60 |
122-28 |
113-13 |
9-15 |
7.8% |
1-16 |
1.2% |
82% |
False |
False |
337,772 |
| 80 |
122-28 |
113-13 |
9-15 |
7.8% |
1-16 |
1.2% |
82% |
False |
False |
325,974 |
| 100 |
122-28 |
112-09 |
10-19 |
8.7% |
1-12 |
1.1% |
84% |
False |
False |
261,622 |
| 120 |
122-28 |
110-01 |
12-27 |
10.6% |
1-07 |
1.0% |
87% |
False |
False |
218,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-18 |
|
2.618 |
123-31 |
|
1.618 |
123-00 |
|
1.000 |
122-13 |
|
0.618 |
122-01 |
|
HIGH |
121-14 |
|
0.618 |
121-02 |
|
0.500 |
120-30 |
|
0.382 |
120-27 |
|
LOW |
120-15 |
|
0.618 |
119-28 |
|
1.000 |
119-16 |
|
1.618 |
118-29 |
|
2.618 |
117-30 |
|
4.250 |
116-11 |
|
|
| Fisher Pivots for day following 19-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121-04 |
121-03 |
| PP |
121-01 |
121-01 |
| S1 |
120-30 |
120-30 |
|