ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 07-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2008 |
07-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
119-31 |
119-21 |
-0-10 |
-0.3% |
119-31 |
| High |
120-10 |
119-30 |
-0-12 |
-0.3% |
120-16 |
| Low |
119-07 |
117-01 |
-2-06 |
-1.8% |
117-27 |
| Close |
119-12 |
117-26 |
-1-18 |
-1.3% |
119-25 |
| Range |
1-03 |
2-29 |
1-26 |
165.7% |
2-21 |
| ATR |
1-17 |
1-20 |
0-03 |
6.5% |
0-00 |
| Volume |
470,338 |
385,759 |
-84,579 |
-18.0% |
2,182,800 |
|
| Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-31 |
125-10 |
119-13 |
|
| R3 |
124-02 |
122-13 |
118-20 |
|
| R2 |
121-05 |
121-05 |
118-11 |
|
| R1 |
119-16 |
119-16 |
118-03 |
118-28 |
| PP |
118-08 |
118-08 |
118-08 |
117-30 |
| S1 |
116-19 |
116-19 |
117-17 |
115-31 |
| S2 |
115-11 |
115-11 |
117-09 |
|
| S3 |
112-14 |
113-22 |
117-00 |
|
| S4 |
109-17 |
110-25 |
116-07 |
|
|
| 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 |
120-20 |
117-01 |
3-19 |
3.1% |
1-20 |
1.4% |
22% |
False |
True |
453,683 |
| 10 |
120-20 |
117-01 |
3-19 |
3.1% |
1-18 |
1.3% |
22% |
False |
True |
455,562 |
| 20 |
122-28 |
117-01 |
5-27 |
5.0% |
1-20 |
1.4% |
13% |
False |
True |
464,805 |
| 40 |
122-28 |
113-13 |
9-15 |
8.0% |
1-15 |
1.3% |
47% |
False |
False |
354,011 |
| 60 |
122-28 |
113-07 |
9-21 |
8.2% |
1-13 |
1.2% |
48% |
False |
False |
294,044 |
| 80 |
122-28 |
110-05 |
12-23 |
10.8% |
1-08 |
1.1% |
60% |
False |
False |
220,703 |
| 100 |
122-28 |
109-24 |
13-04 |
11.1% |
1-03 |
0.9% |
61% |
False |
False |
176,590 |
| 120 |
122-28 |
109-01 |
13-27 |
11.8% |
0-31 |
0.8% |
63% |
False |
False |
147,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-09 |
|
2.618 |
127-17 |
|
1.618 |
124-20 |
|
1.000 |
122-27 |
|
0.618 |
121-23 |
|
HIGH |
119-30 |
|
0.618 |
118-26 |
|
0.500 |
118-16 |
|
0.382 |
118-05 |
|
LOW |
117-01 |
|
0.618 |
115-08 |
|
1.000 |
114-04 |
|
1.618 |
112-11 |
|
2.618 |
109-14 |
|
4.250 |
104-22 |
|
|
| Fisher Pivots for day following 07-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-16 |
118-26 |
| PP |
118-08 |
118-16 |
| S1 |
118-01 |
118-05 |
|