ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 04-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2008 |
04-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
119-19 |
119-31 |
0-12 |
0.3% |
119-31 |
| High |
120-09 |
119-31 |
-0-10 |
-0.3% |
120-16 |
| Low |
119-00 |
118-31 |
-0-01 |
0.0% |
117-27 |
| Close |
119-25 |
119-06 |
-0-19 |
-0.5% |
119-25 |
| Range |
1-09 |
1-00 |
-0-09 |
-22.0% |
2-21 |
| ATR |
1-18 |
1-17 |
-0-01 |
-2.6% |
0-00 |
| Volume |
549,480 |
575,965 |
26,485 |
4.8% |
2,182,800 |
|
| Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-12 |
121-25 |
119-24 |
|
| R3 |
121-12 |
120-25 |
119-15 |
|
| R2 |
120-12 |
120-12 |
119-12 |
|
| R1 |
119-25 |
119-25 |
119-09 |
119-18 |
| PP |
119-12 |
119-12 |
119-12 |
119-09 |
| S1 |
118-25 |
118-25 |
119-03 |
118-18 |
| S2 |
118-12 |
118-12 |
119-00 |
|
| S3 |
117-12 |
117-25 |
118-29 |
|
| S4 |
116-12 |
116-25 |
118-20 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-11 |
126-07 |
121-08 |
|
| R3 |
124-22 |
123-18 |
120-16 |
|
| R2 |
122-01 |
122-01 |
120-09 |
|
| R1 |
120-29 |
120-29 |
120-01 |
120-04 |
| PP |
119-12 |
119-12 |
119-12 |
119-00 |
| S1 |
118-08 |
118-08 |
119-17 |
117-16 |
| S2 |
116-23 |
116-23 |
119-09 |
|
| S3 |
114-02 |
115-19 |
119-02 |
|
| S4 |
111-13 |
112-30 |
118-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-09 |
117-27 |
2-14 |
2.0% |
1-11 |
1.1% |
55% |
False |
False |
447,375 |
| 10 |
122-28 |
117-27 |
5-01 |
4.2% |
1-25 |
1.5% |
27% |
False |
False |
517,078 |
| 20 |
122-28 |
117-06 |
5-22 |
4.8% |
1-15 |
1.2% |
35% |
False |
False |
458,118 |
| 40 |
122-28 |
113-13 |
9-15 |
7.9% |
1-14 |
1.2% |
61% |
False |
False |
354,937 |
| 60 |
122-28 |
113-07 |
9-21 |
8.1% |
1-11 |
1.1% |
62% |
False |
False |
275,101 |
| 80 |
122-28 |
110-01 |
12-27 |
10.8% |
1-06 |
1.0% |
71% |
False |
False |
206,428 |
| 100 |
122-28 |
109-24 |
13-04 |
11.0% |
1-02 |
0.9% |
72% |
False |
False |
165,161 |
| 120 |
122-28 |
109-01 |
13-27 |
11.6% |
0-29 |
0.8% |
73% |
False |
False |
137,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-07 |
|
2.618 |
122-19 |
|
1.618 |
121-19 |
|
1.000 |
120-31 |
|
0.618 |
120-19 |
|
HIGH |
119-31 |
|
0.618 |
119-19 |
|
0.500 |
119-15 |
|
0.382 |
119-11 |
|
LOW |
118-31 |
|
0.618 |
118-11 |
|
1.000 |
117-31 |
|
1.618 |
117-11 |
|
2.618 |
116-11 |
|
4.250 |
114-23 |
|
|
| Fisher Pivots for day following 04-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-15 |
119-17 |
| PP |
119-12 |
119-13 |
| S1 |
119-09 |
119-10 |
|