ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 07-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2008 |
07-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
116-09 |
116-26 |
0-18 |
0.5% |
118-29 |
| High |
117-02 |
118-12 |
1-10 |
1.1% |
118-31 |
| Low |
116-06 |
116-05 |
0-00 |
0.0% |
116-04 |
| Close |
116-18 |
117-02 |
0-16 |
0.4% |
117-02 |
| Range |
0-28 |
2-07 |
1-11 |
153.6% |
2-28 |
| ATR |
1-12 |
1-14 |
0-02 |
4.3% |
0-00 |
| Volume |
514,959 |
566,407 |
51,448 |
10.0% |
3,103,063 |
|
| Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-28 |
122-22 |
118-10 |
|
| R3 |
121-20 |
120-15 |
117-22 |
|
| R2 |
119-14 |
119-14 |
117-16 |
|
| R1 |
118-08 |
118-08 |
117-09 |
118-27 |
| PP |
117-06 |
117-06 |
117-06 |
117-16 |
| S1 |
116-01 |
116-01 |
116-28 |
116-20 |
| S2 |
115-00 |
115-00 |
116-21 |
|
| S3 |
112-24 |
113-26 |
116-15 |
|
| S4 |
110-18 |
111-19 |
115-27 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-31 |
124-12 |
118-21 |
|
| R3 |
123-03 |
121-17 |
117-28 |
|
| R2 |
120-08 |
120-08 |
117-19 |
|
| R1 |
118-21 |
118-21 |
117-11 |
118-01 |
| PP |
117-12 |
117-12 |
117-12 |
117-02 |
| S1 |
115-26 |
115-26 |
116-26 |
115-05 |
| S2 |
114-17 |
114-17 |
116-18 |
|
| S3 |
111-21 |
112-30 |
116-09 |
|
| S4 |
108-26 |
110-03 |
115-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-31 |
116-04 |
2-28 |
2.4% |
1-16 |
1.3% |
34% |
False |
False |
620,612 |
| 10 |
118-31 |
114-16 |
4-15 |
3.8% |
1-12 |
1.2% |
58% |
False |
False |
770,213 |
| 20 |
118-31 |
113-31 |
5-00 |
4.3% |
1-11 |
1.1% |
62% |
False |
False |
618,805 |
| 40 |
121-24 |
113-31 |
7-25 |
6.6% |
1-12 |
1.2% |
40% |
False |
False |
549,675 |
| 60 |
121-24 |
112-21 |
9-03 |
7.8% |
1-08 |
1.1% |
49% |
False |
False |
449,264 |
| 80 |
121-24 |
112-21 |
9-03 |
7.8% |
1-03 |
0.9% |
49% |
False |
False |
458,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-26 |
|
2.618 |
124-06 |
|
1.618 |
121-31 |
|
1.000 |
120-19 |
|
0.618 |
119-24 |
|
HIGH |
118-12 |
|
0.618 |
117-17 |
|
0.500 |
117-08 |
|
0.382 |
117-00 |
|
LOW |
116-05 |
|
0.618 |
114-25 |
|
1.000 |
113-30 |
|
1.618 |
112-18 |
|
2.618 |
110-11 |
|
4.250 |
106-23 |
|
|
| Fisher Pivots for day following 07-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-08 |
117-08 |
| PP |
117-06 |
117-06 |
| S1 |
117-04 |
117-04 |
|