ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 28-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2008 |
28-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
119-02 |
118-00 |
-1-02 |
-0.9% |
120-27 |
| High |
119-06 |
119-00 |
-0-05 |
-0.1% |
120-27 |
| Low |
117-23 |
117-20 |
-0-02 |
-0.1% |
117-20 |
| Close |
118-06 |
118-17 |
0-12 |
0.3% |
118-17 |
| Range |
1-14 |
1-12 |
-0-02 |
-5.4% |
3-06 |
| ATR |
1-19 |
1-19 |
-0-01 |
-1.0% |
0-00 |
| Volume |
324,096 |
224,568 |
-99,528 |
-30.7% |
1,297,233 |
|
| Daily Pivots for day following 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-17 |
121-29 |
119-09 |
|
| R3 |
121-05 |
120-17 |
118-29 |
|
| R2 |
119-25 |
119-25 |
118-25 |
|
| R1 |
119-05 |
119-05 |
118-21 |
119-15 |
| PP |
118-13 |
118-13 |
118-13 |
118-18 |
| S1 |
117-25 |
117-25 |
118-13 |
118-03 |
| S2 |
117-01 |
117-01 |
118-09 |
|
| S3 |
115-21 |
116-13 |
118-05 |
|
| S4 |
114-09 |
115-01 |
117-25 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-20 |
126-25 |
120-09 |
|
| R3 |
125-13 |
123-18 |
119-13 |
|
| R2 |
122-07 |
122-07 |
119-04 |
|
| R1 |
120-12 |
120-12 |
118-26 |
119-22 |
| PP |
119-00 |
119-00 |
119-00 |
118-21 |
| S1 |
117-05 |
117-05 |
118-08 |
116-16 |
| S2 |
115-26 |
115-26 |
117-30 |
|
| S3 |
112-19 |
113-31 |
117-21 |
|
| S4 |
109-13 |
110-24 |
116-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-27 |
117-20 |
3-06 |
2.7% |
1-18 |
1.3% |
28% |
False |
True |
259,446 |
| 10 |
121-00 |
117-20 |
3-12 |
2.8% |
1-18 |
1.3% |
26% |
False |
True |
326,599 |
| 20 |
121-00 |
116-04 |
4-29 |
4.1% |
1-21 |
1.4% |
49% |
False |
False |
463,248 |
| 40 |
121-00 |
113-31 |
7-02 |
5.9% |
1-15 |
1.3% |
65% |
False |
False |
514,560 |
| 60 |
121-24 |
113-31 |
7-25 |
6.6% |
1-13 |
1.2% |
59% |
False |
False |
486,374 |
| 80 |
121-24 |
112-21 |
9-03 |
7.7% |
1-10 |
1.1% |
65% |
False |
False |
432,722 |
| 100 |
121-24 |
112-21 |
9-03 |
7.7% |
1-04 |
1.0% |
65% |
False |
False |
446,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-28 |
|
2.618 |
122-20 |
|
1.618 |
121-08 |
|
1.000 |
120-12 |
|
0.618 |
119-28 |
|
HIGH |
119-00 |
|
0.618 |
118-16 |
|
0.500 |
118-10 |
|
0.382 |
118-05 |
|
LOW |
117-20 |
|
0.618 |
116-25 |
|
1.000 |
116-08 |
|
1.618 |
115-13 |
|
2.618 |
114-01 |
|
4.250 |
111-26 |
|
|
| Fisher Pivots for day following 28-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-15 |
118-20 |
| PP |
118-13 |
118-19 |
| S1 |
118-10 |
118-18 |
|