ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 20-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
118-31 |
120-12 |
1-14 |
1.2% |
117-01 |
| High |
120-16 |
121-00 |
0-16 |
0.4% |
120-12 |
| Low |
118-24 |
119-28 |
1-04 |
0.9% |
116-15 |
| Close |
120-05 |
120-30 |
0-26 |
0.7% |
119-17 |
| Range |
1-24 |
1-04 |
-0-19 |
-34.2% |
3-30 |
| ATR |
1-20 |
1-19 |
-0-01 |
-2.2% |
0-00 |
| Volume |
440,724 |
272,675 |
-168,049 |
-38.1% |
2,533,588 |
|
| Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-01 |
123-20 |
121-19 |
|
| R3 |
122-29 |
122-16 |
121-09 |
|
| R2 |
121-24 |
121-24 |
121-05 |
|
| R1 |
121-11 |
121-11 |
121-02 |
121-18 |
| PP |
120-20 |
120-20 |
120-20 |
120-23 |
| S1 |
120-07 |
120-07 |
120-27 |
120-13 |
| S2 |
119-15 |
119-15 |
120-24 |
|
| S3 |
118-11 |
119-02 |
120-20 |
|
| S4 |
117-06 |
117-30 |
120-10 |
|
|
| 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 |
121-00 |
118-04 |
2-28 |
2.4% |
1-18 |
1.3% |
98% |
True |
False |
393,751 |
| 10 |
121-00 |
116-05 |
4-28 |
4.0% |
1-27 |
1.5% |
99% |
True |
False |
454,952 |
| 20 |
121-00 |
114-16 |
6-16 |
5.4% |
1-18 |
1.3% |
99% |
True |
False |
607,930 |
| 40 |
121-00 |
113-31 |
7-02 |
5.8% |
1-16 |
1.2% |
99% |
True |
False |
539,509 |
| 60 |
121-24 |
112-29 |
8-27 |
7.3% |
1-12 |
1.1% |
91% |
False |
False |
472,717 |
| 80 |
121-24 |
112-21 |
9-03 |
7.5% |
1-10 |
1.1% |
91% |
False |
False |
470,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-28 |
|
2.618 |
124-00 |
|
1.618 |
122-28 |
|
1.000 |
122-05 |
|
0.618 |
121-23 |
|
HIGH |
121-00 |
|
0.618 |
120-19 |
|
0.500 |
120-14 |
|
0.382 |
120-10 |
|
LOW |
119-28 |
|
0.618 |
119-05 |
|
1.000 |
118-24 |
|
1.618 |
118-01 |
|
2.618 |
116-28 |
|
4.250 |
115-01 |
|
|
| Fisher Pivots for day following 20-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-25 |
120-19 |
| PP |
120-20 |
120-08 |
| S1 |
120-14 |
119-28 |
|