ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 14-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
118-29 |
118-07 |
-0-22 |
-0.6% |
117-01 |
| High |
119-25 |
120-12 |
0-20 |
0.5% |
120-12 |
| Low |
117-22 |
118-04 |
0-14 |
0.4% |
116-15 |
| Close |
118-06 |
119-17 |
1-11 |
1.1% |
119-17 |
| Range |
2-04 |
2-08 |
0-05 |
7.4% |
3-30 |
| ATR |
1-20 |
1-21 |
0-01 |
2.8% |
0-00 |
| Volume |
523,682 |
519,231 |
-4,451 |
-0.8% |
2,533,588 |
|
| Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-05 |
125-03 |
120-25 |
|
| R3 |
123-28 |
122-27 |
120-05 |
|
| R2 |
121-20 |
121-20 |
119-30 |
|
| R1 |
120-18 |
120-18 |
119-24 |
121-03 |
| PP |
119-11 |
119-11 |
119-11 |
119-20 |
| S1 |
118-10 |
118-10 |
119-10 |
118-26 |
| S2 |
117-03 |
117-03 |
119-04 |
|
| S3 |
114-26 |
116-01 |
118-29 |
|
| S4 |
112-18 |
113-25 |
118-09 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-18 |
128-31 |
121-22 |
|
| R3 |
126-20 |
125-02 |
120-20 |
|
| R2 |
122-23 |
122-23 |
120-08 |
|
| R1 |
121-04 |
121-04 |
119-29 |
121-30 |
| PP |
118-26 |
118-26 |
118-26 |
119-06 |
| S1 |
117-06 |
117-06 |
119-05 |
118-00 |
| S2 |
114-28 |
114-28 |
118-26 |
|
| S3 |
110-30 |
113-09 |
118-14 |
|
| S4 |
107-01 |
109-12 |
117-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-12 |
116-15 |
3-30 |
3.3% |
2-04 |
1.8% |
78% |
True |
False |
506,717 |
| 10 |
120-12 |
116-04 |
4-09 |
3.6% |
1-26 |
1.5% |
80% |
True |
False |
563,665 |
| 20 |
120-12 |
113-31 |
6-14 |
5.4% |
1-17 |
1.3% |
87% |
True |
False |
635,404 |
| 40 |
121-24 |
113-31 |
7-25 |
6.5% |
1-17 |
1.3% |
71% |
False |
False |
558,848 |
| 60 |
121-24 |
112-29 |
8-27 |
7.4% |
1-10 |
1.1% |
75% |
False |
False |
466,228 |
| 80 |
121-24 |
112-21 |
9-03 |
7.6% |
1-07 |
1.0% |
76% |
False |
False |
466,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-01 |
|
2.618 |
126-10 |
|
1.618 |
124-02 |
|
1.000 |
122-21 |
|
0.618 |
121-25 |
|
HIGH |
120-12 |
|
0.618 |
119-17 |
|
0.500 |
119-08 |
|
0.382 |
119-00 |
|
LOW |
118-04 |
|
0.618 |
116-23 |
|
1.000 |
115-28 |
|
1.618 |
114-15 |
|
2.618 |
112-06 |
|
4.250 |
108-16 |
|
|
| Fisher Pivots for day following 14-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-14 |
119-08 |
| PP |
119-11 |
118-30 |
| S1 |
119-08 |
118-21 |
|