ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 12-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
118-28 |
119-09 |
0-13 |
0.3% |
119-31 |
| High |
119-25 |
119-13 |
-0-12 |
-0.3% |
120-20 |
| Low |
118-20 |
117-31 |
-0-21 |
-0.6% |
117-01 |
| Close |
119-09 |
118-16 |
-0-25 |
-0.7% |
118-23 |
| Range |
1-05 |
1-14 |
0-09 |
24.3% |
3-19 |
| ATR |
1-19 |
1-18 |
0-00 |
-0.6% |
0-00 |
| Volume |
444,447 |
327,435 |
-117,012 |
-26.3% |
2,357,346 |
|
| Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-30 |
122-05 |
119-09 |
|
| R3 |
121-16 |
120-23 |
118-29 |
|
| R2 |
120-02 |
120-02 |
118-24 |
|
| R1 |
119-09 |
119-09 |
118-20 |
118-30 |
| PP |
118-20 |
118-20 |
118-20 |
118-15 |
| S1 |
117-27 |
117-27 |
118-12 |
117-16 |
| S2 |
117-06 |
117-06 |
118-08 |
|
| S3 |
115-24 |
116-13 |
118-03 |
|
| S4 |
114-10 |
114-31 |
117-23 |
|
|
| 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 |
120-10 |
117-01 |
3-09 |
2.8% |
1-20 |
1.4% |
45% |
False |
False |
453,277 |
| 10 |
120-20 |
117-01 |
3-19 |
3.0% |
1-17 |
1.3% |
41% |
False |
False |
445,448 |
| 20 |
122-28 |
117-01 |
5-27 |
4.9% |
1-21 |
1.4% |
25% |
False |
False |
472,381 |
| 40 |
122-28 |
113-13 |
9-15 |
8.0% |
1-14 |
1.2% |
54% |
False |
False |
362,975 |
| 60 |
122-28 |
113-13 |
9-15 |
8.0% |
1-14 |
1.2% |
54% |
False |
False |
317,503 |
| 80 |
122-28 |
110-20 |
12-08 |
10.3% |
1-09 |
1.1% |
64% |
False |
False |
238,321 |
| 100 |
122-28 |
109-24 |
13-04 |
11.1% |
1-04 |
0.9% |
67% |
False |
False |
190,693 |
| 120 |
122-28 |
109-24 |
13-04 |
11.1% |
1-00 |
0.8% |
67% |
False |
False |
158,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-16 |
|
2.618 |
123-05 |
|
1.618 |
121-23 |
|
1.000 |
120-27 |
|
0.618 |
120-09 |
|
HIGH |
119-13 |
|
0.618 |
118-27 |
|
0.500 |
118-22 |
|
0.382 |
118-17 |
|
LOW |
117-31 |
|
0.618 |
117-03 |
|
1.000 |
116-17 |
|
1.618 |
115-21 |
|
2.618 |
114-07 |
|
4.250 |
111-28 |
|
|
| Fisher Pivots for day following 12-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-22 |
118-20 |
| PP |
118-20 |
118-19 |
| S1 |
118-18 |
118-17 |
|