ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 13-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
117-03 |
118-29 |
1-26 |
1.5% |
118-29 |
| High |
119-10 |
119-25 |
0-15 |
0.4% |
118-31 |
| Low |
116-30 |
117-22 |
0-24 |
0.6% |
116-04 |
| Close |
118-25 |
118-06 |
-0-19 |
-0.5% |
117-02 |
| Range |
2-12 |
2-04 |
-0-08 |
-11.2% |
2-28 |
| ATR |
1-19 |
1-20 |
0-01 |
2.4% |
0-00 |
| Volume |
449,740 |
523,682 |
73,942 |
16.4% |
3,103,063 |
|
| Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-28 |
123-20 |
119-11 |
|
| R3 |
122-24 |
121-17 |
118-25 |
|
| R2 |
120-21 |
120-21 |
118-18 |
|
| R1 |
119-14 |
119-14 |
118-12 |
119-00 |
| PP |
118-18 |
118-18 |
118-18 |
118-10 |
| S1 |
117-10 |
117-10 |
118-00 |
116-28 |
| S2 |
116-14 |
116-14 |
117-26 |
|
| S3 |
114-10 |
115-06 |
117-19 |
|
| S4 |
112-07 |
113-03 |
117-01 |
|
|
| 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 |
119-25 |
116-05 |
3-20 |
3.1% |
2-04 |
1.8% |
56% |
True |
False |
516,152 |
| 10 |
119-25 |
116-04 |
3-22 |
3.1% |
1-25 |
1.5% |
57% |
True |
False |
599,897 |
| 20 |
119-25 |
113-31 |
5-26 |
4.9% |
1-16 |
1.3% |
73% |
True |
False |
639,298 |
| 40 |
121-24 |
113-31 |
7-25 |
6.6% |
1-17 |
1.3% |
54% |
False |
False |
559,276 |
| 60 |
121-24 |
112-21 |
9-03 |
7.7% |
1-10 |
1.1% |
61% |
False |
False |
460,735 |
| 80 |
121-24 |
112-21 |
9-03 |
7.7% |
1-07 |
1.0% |
61% |
False |
False |
465,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-24 |
|
2.618 |
125-10 |
|
1.618 |
123-06 |
|
1.000 |
121-28 |
|
0.618 |
121-03 |
|
HIGH |
119-25 |
|
0.618 |
118-31 |
|
0.500 |
118-23 |
|
0.382 |
118-15 |
|
LOW |
117-22 |
|
0.618 |
116-12 |
|
1.000 |
115-18 |
|
1.618 |
114-08 |
|
2.618 |
112-05 |
|
4.250 |
108-23 |
|
|
| Fisher Pivots for day following 13-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-23 |
118-05 |
| PP |
118-18 |
118-05 |
| S1 |
118-12 |
118-04 |
|