ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 08-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2008 |
08-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
119-21 |
117-15 |
-2-06 |
-1.8% |
119-31 |
| High |
119-30 |
118-31 |
-0-31 |
-0.8% |
120-20 |
| Low |
117-01 |
117-15 |
0-14 |
0.4% |
117-01 |
| Close |
117-26 |
118-23 |
0-29 |
0.8% |
118-23 |
| Range |
2-29 |
1-16 |
-1-13 |
-48.4% |
3-19 |
| ATR |
1-20 |
1-20 |
0-00 |
-0.5% |
0-00 |
| Volume |
385,759 |
638,408 |
252,649 |
65.5% |
2,357,346 |
|
| Daily Pivots for day following 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-28 |
122-10 |
119-17 |
|
| R3 |
121-12 |
120-26 |
119-04 |
|
| R2 |
119-28 |
119-28 |
119-00 |
|
| R1 |
119-10 |
119-10 |
118-27 |
119-19 |
| PP |
118-12 |
118-12 |
118-12 |
118-17 |
| S1 |
117-26 |
117-26 |
118-19 |
118-03 |
| S2 |
116-28 |
116-28 |
118-14 |
|
| S3 |
115-12 |
116-10 |
118-10 |
|
| S4 |
113-28 |
114-26 |
117-29 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-18 |
127-24 |
120-22 |
|
| R3 |
125-31 |
124-05 |
119-23 |
|
| R2 |
122-12 |
122-12 |
119-12 |
|
| R1 |
120-18 |
120-18 |
119-02 |
119-22 |
| PP |
118-25 |
118-25 |
118-25 |
118-11 |
| S1 |
116-31 |
116-31 |
118-12 |
116-02 |
| S2 |
115-06 |
115-06 |
118-02 |
|
| S3 |
111-19 |
113-12 |
117-23 |
|
| S4 |
108-00 |
109-25 |
116-24 |
|
|
| 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 |
3.0% |
1-21 |
1.4% |
47% |
False |
False |
471,469 |
| 10 |
120-20 |
117-01 |
3-19 |
3.0% |
1-16 |
1.3% |
47% |
False |
False |
454,014 |
| 20 |
122-28 |
117-01 |
5-27 |
4.9% |
1-20 |
1.4% |
29% |
False |
False |
477,929 |
| 40 |
122-28 |
113-13 |
9-15 |
8.0% |
1-15 |
1.2% |
56% |
False |
False |
362,262 |
| 60 |
122-28 |
113-13 |
9-15 |
8.0% |
1-13 |
1.2% |
56% |
False |
False |
304,672 |
| 80 |
122-28 |
110-05 |
12-23 |
10.7% |
1-08 |
1.1% |
67% |
False |
False |
228,682 |
| 100 |
122-28 |
109-24 |
13-04 |
11.1% |
1-03 |
0.9% |
68% |
False |
False |
182,974 |
| 120 |
122-28 |
109-01 |
13-27 |
11.7% |
0-31 |
0.8% |
70% |
False |
False |
152,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-11 |
|
2.618 |
122-29 |
|
1.618 |
121-13 |
|
1.000 |
120-15 |
|
0.618 |
119-29 |
|
HIGH |
118-31 |
|
0.618 |
118-13 |
|
0.500 |
118-07 |
|
0.382 |
118-01 |
|
LOW |
117-15 |
|
0.618 |
116-17 |
|
1.000 |
115-31 |
|
1.618 |
115-01 |
|
2.618 |
113-17 |
|
4.250 |
111-03 |
|
|
| Fisher Pivots for day following 08-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-18 |
118-22 |
| PP |
118-12 |
118-22 |
| S1 |
118-07 |
118-22 |
|