ECBOT 30 Year Treasury Bond Future June 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 |
117-01 |
118-10 |
1-10 |
1.1% |
118-29 |
| High |
118-27 |
118-18 |
-0-10 |
-0.2% |
118-31 |
| Low |
116-31 |
116-15 |
-0-16 |
-0.4% |
116-04 |
| Close |
118-17 |
117-00 |
-1-18 |
-1.3% |
117-02 |
| Range |
1-28 |
2-02 |
0-06 |
10.8% |
2-28 |
| ATR |
1-15 |
1-17 |
0-01 |
2.9% |
0-00 |
| Volume |
504,660 |
536,275 |
31,615 |
6.3% |
3,103,063 |
|
| Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-18 |
122-11 |
118-04 |
|
| R3 |
121-16 |
120-09 |
117-18 |
|
| R2 |
119-13 |
119-13 |
117-12 |
|
| R1 |
118-06 |
118-06 |
117-06 |
117-24 |
| PP |
117-11 |
117-11 |
117-11 |
117-04 |
| S1 |
116-04 |
116-04 |
116-25 |
115-22 |
| S2 |
115-08 |
115-08 |
116-19 |
|
| S3 |
113-06 |
114-01 |
116-13 |
|
| S4 |
111-03 |
111-31 |
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 |
118-27 |
116-04 |
2-24 |
2.3% |
1-25 |
1.5% |
32% |
False |
False |
560,953 |
| 10 |
118-31 |
114-16 |
4-15 |
3.8% |
1-20 |
1.4% |
56% |
False |
False |
739,432 |
| 20 |
118-31 |
113-31 |
5-00 |
4.3% |
1-13 |
1.2% |
60% |
False |
False |
631,801 |
| 40 |
121-24 |
113-31 |
7-25 |
6.7% |
1-14 |
1.2% |
39% |
False |
False |
553,553 |
| 60 |
121-24 |
112-21 |
9-03 |
7.8% |
1-08 |
1.1% |
48% |
False |
False |
453,982 |
| 80 |
121-24 |
112-21 |
9-03 |
7.8% |
1-05 |
1.0% |
48% |
False |
False |
463,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-12 |
|
2.618 |
124-00 |
|
1.618 |
121-29 |
|
1.000 |
120-20 |
|
0.618 |
119-27 |
|
HIGH |
118-18 |
|
0.618 |
117-24 |
|
0.500 |
117-16 |
|
0.382 |
117-08 |
|
LOW |
116-15 |
|
0.618 |
115-06 |
|
1.000 |
114-12 |
|
1.618 |
113-03 |
|
2.618 |
111-01 |
|
4.250 |
107-20 |
|
|
| Fisher Pivots for day following 11-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-16 |
117-16 |
| PP |
117-11 |
117-10 |
| S1 |
117-05 |
117-05 |
|