ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 31-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2008 |
31-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
118-00 |
118-28 |
0-28 |
0.7% |
120-27 |
| High |
119-00 |
119-19 |
0-18 |
0.5% |
120-27 |
| Low |
117-20 |
118-17 |
0-28 |
0.8% |
117-20 |
| Close |
118-17 |
118-26 |
0-08 |
0.2% |
118-17 |
| Range |
1-12 |
1-02 |
-0-10 |
-22.7% |
3-06 |
| ATR |
1-19 |
1-17 |
-0-01 |
-2.3% |
0-00 |
| Volume |
224,568 |
336,331 |
111,763 |
49.8% |
1,297,233 |
|
| Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-05 |
121-17 |
119-12 |
|
| R3 |
121-03 |
120-15 |
119-03 |
|
| R2 |
120-01 |
120-01 |
119-00 |
|
| R1 |
119-13 |
119-13 |
118-29 |
119-06 |
| PP |
118-31 |
118-31 |
118-31 |
118-28 |
| S1 |
118-11 |
118-11 |
118-22 |
118-04 |
| S2 |
117-29 |
117-29 |
118-19 |
|
| S3 |
116-27 |
117-09 |
118-16 |
|
| S4 |
115-25 |
116-07 |
118-07 |
|
|
| 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 |
119-20 |
117-20 |
1-31 |
1.7% |
1-07 |
1.0% |
59% |
False |
False |
282,958 |
| 10 |
121-00 |
117-20 |
3-12 |
2.8% |
1-14 |
1.2% |
34% |
False |
False |
308,309 |
| 20 |
121-00 |
116-04 |
4-29 |
4.1% |
1-20 |
1.4% |
55% |
False |
False |
435,987 |
| 40 |
121-00 |
113-31 |
7-02 |
5.9% |
1-16 |
1.2% |
69% |
False |
False |
509,148 |
| 60 |
121-24 |
113-31 |
7-25 |
6.6% |
1-13 |
1.2% |
62% |
False |
False |
487,512 |
| 80 |
121-24 |
112-21 |
9-03 |
7.7% |
1-10 |
1.1% |
68% |
False |
False |
431,684 |
| 100 |
121-24 |
112-21 |
9-03 |
7.7% |
1-05 |
1.0% |
68% |
False |
False |
445,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-04 |
|
2.618 |
122-12 |
|
1.618 |
121-10 |
|
1.000 |
120-21 |
|
0.618 |
120-08 |
|
HIGH |
119-19 |
|
0.618 |
119-06 |
|
0.500 |
119-02 |
|
0.382 |
118-30 |
|
LOW |
118-17 |
|
0.618 |
117-28 |
|
1.000 |
117-15 |
|
1.618 |
116-26 |
|
2.618 |
115-24 |
|
4.250 |
114-00 |
|
|
| Fisher Pivots for day following 31-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-02 |
118-24 |
| PP |
118-31 |
118-22 |
| S1 |
118-28 |
118-20 |
|