ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 26-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2008 |
26-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
118-06 |
118-30 |
0-25 |
0.7% |
119-13 |
| High |
119-07 |
119-20 |
0-12 |
0.3% |
121-00 |
| Low |
118-05 |
118-17 |
0-12 |
0.3% |
118-24 |
| Close |
119-02 |
118-26 |
-0-08 |
-0.2% |
120-30 |
| Range |
1-02 |
1-02 |
0-00 |
1.5% |
2-08 |
| ATR |
1-21 |
1-19 |
-0-01 |
-2.5% |
0-00 |
| Volume |
261,579 |
268,217 |
6,638 |
2.5% |
1,449,527 |
|
| Daily Pivots for day following 26-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-07 |
121-19 |
119-13 |
|
| R3 |
121-04 |
120-16 |
119-03 |
|
| R2 |
120-02 |
120-02 |
119-00 |
|
| R1 |
119-14 |
119-14 |
118-29 |
119-07 |
| PP |
119-00 |
119-00 |
119-00 |
118-28 |
| S1 |
118-12 |
118-12 |
118-23 |
118-04 |
| S2 |
117-29 |
117-29 |
118-20 |
|
| S3 |
116-26 |
117-09 |
118-17 |
|
| S4 |
115-24 |
116-06 |
118-07 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-00 |
126-07 |
122-06 |
|
| R3 |
124-24 |
123-31 |
121-18 |
|
| R2 |
122-16 |
122-16 |
121-12 |
|
| R1 |
121-23 |
121-23 |
121-05 |
122-04 |
| PP |
120-08 |
120-08 |
120-08 |
120-14 |
| S1 |
119-15 |
119-15 |
120-24 |
119-28 |
| S2 |
118-00 |
118-00 |
120-17 |
|
| S3 |
115-24 |
117-07 |
120-11 |
|
| S4 |
113-16 |
114-31 |
119-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-00 |
118-02 |
2-30 |
2.5% |
1-18 |
1.3% |
25% |
False |
False |
292,393 |
| 10 |
121-00 |
116-30 |
4-02 |
3.4% |
1-23 |
1.5% |
46% |
False |
False |
369,074 |
| 20 |
121-00 |
114-16 |
6-16 |
5.5% |
1-22 |
1.4% |
66% |
False |
False |
554,253 |
| 40 |
121-00 |
113-31 |
7-02 |
5.9% |
1-16 |
1.2% |
69% |
False |
False |
520,296 |
| 60 |
121-24 |
113-25 |
7-31 |
6.7% |
1-13 |
1.2% |
63% |
False |
False |
480,984 |
| 80 |
121-24 |
112-21 |
9-03 |
7.7% |
1-10 |
1.1% |
68% |
False |
False |
447,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-06 |
|
2.618 |
122-14 |
|
1.618 |
121-11 |
|
1.000 |
120-22 |
|
0.618 |
120-09 |
|
HIGH |
119-20 |
|
0.618 |
119-06 |
|
0.500 |
119-02 |
|
0.382 |
118-30 |
|
LOW |
118-17 |
|
0.618 |
117-28 |
|
1.000 |
117-14 |
|
1.618 |
116-25 |
|
2.618 |
115-23 |
|
4.250 |
113-30 |
|
|
| Fisher Pivots for day following 26-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-02 |
119-14 |
| PP |
119-00 |
119-08 |
| S1 |
118-29 |
119-01 |
|