ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 10-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
116-00 |
116-00 |
0-00 |
0.0% |
117-00 |
| High |
116-16 |
117-00 |
0-16 |
0.4% |
117-05 |
| Low |
115-00 |
116-00 |
1-00 |
0.9% |
114-29 |
| Close |
115-22 |
117-04 |
1-14 |
1.2% |
115-22 |
| Range |
1-16 |
1-00 |
-0-16 |
-33.3% |
2-08 |
| ATR |
1-05 |
1-05 |
0-00 |
1.0% |
0-00 |
| Volume |
5 |
29 |
24 |
480.0% |
66 |
|
| Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-23 |
119-13 |
117-22 |
|
| R3 |
118-23 |
118-13 |
117-13 |
|
| R2 |
117-23 |
117-23 |
117-10 |
|
| R1 |
117-13 |
117-13 |
117-07 |
117-18 |
| PP |
116-23 |
116-23 |
116-23 |
116-25 |
| S1 |
116-13 |
116-13 |
117-01 |
116-18 |
| S2 |
115-23 |
115-23 |
116-30 |
|
| S3 |
114-23 |
115-13 |
116-27 |
|
| S4 |
113-23 |
114-13 |
116-18 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-21 |
121-14 |
116-30 |
|
| R3 |
120-13 |
119-06 |
116-10 |
|
| R2 |
118-05 |
118-05 |
116-03 |
|
| R1 |
116-30 |
116-30 |
115-29 |
116-14 |
| PP |
115-29 |
115-29 |
115-29 |
115-21 |
| S1 |
114-22 |
114-22 |
115-15 |
114-06 |
| S2 |
113-21 |
113-21 |
115-09 |
|
| S3 |
111-13 |
112-14 |
115-02 |
|
| S4 |
109-05 |
110-06 |
114-14 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-08 |
|
2.618 |
119-20 |
|
1.618 |
118-20 |
|
1.000 |
118-00 |
|
0.618 |
117-20 |
|
HIGH |
117-00 |
|
0.618 |
116-20 |
|
0.500 |
116-16 |
|
0.382 |
116-12 |
|
LOW |
116-00 |
|
0.618 |
115-12 |
|
1.000 |
115-00 |
|
1.618 |
114-12 |
|
2.618 |
113-12 |
|
4.250 |
111-24 |
|
|
| Fisher Pivots for day following 10-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-29 |
116-24 |
| PP |
116-23 |
116-11 |
| S1 |
116-16 |
115-30 |
|