ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 15-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2008 |
15-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
117-22 |
116-17 |
-1-05 |
-1.0% |
118-28 |
| High |
117-30 |
117-08 |
-0-22 |
-0.6% |
119-25 |
| Low |
115-28 |
116-05 |
0-09 |
0.2% |
115-28 |
| Close |
116-13 |
117-00 |
0-19 |
0.5% |
117-00 |
| Range |
2-02 |
1-03 |
-0-31 |
-47.0% |
3-29 |
| ATR |
1-19 |
1-18 |
-0-01 |
-2.2% |
0-00 |
| Volume |
440,374 |
583,911 |
143,537 |
32.6% |
2,165,298 |
|
| Daily Pivots for day following 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-03 |
119-20 |
117-19 |
|
| R3 |
119-00 |
118-17 |
117-10 |
|
| R2 |
117-29 |
117-29 |
117-06 |
|
| R1 |
117-14 |
117-14 |
117-03 |
117-22 |
| PP |
116-26 |
116-26 |
116-26 |
116-29 |
| S1 |
116-11 |
116-11 |
116-29 |
116-18 |
| S2 |
115-23 |
115-23 |
116-26 |
|
| S3 |
114-20 |
115-08 |
116-22 |
|
| S4 |
113-17 |
114-05 |
116-13 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-09 |
127-01 |
119-05 |
|
| R3 |
125-12 |
123-04 |
118-02 |
|
| R2 |
121-15 |
121-15 |
117-23 |
|
| R1 |
119-07 |
119-07 |
117-11 |
118-12 |
| PP |
117-18 |
117-18 |
117-18 |
117-04 |
| S1 |
115-10 |
115-10 |
116-21 |
114-16 |
| S2 |
113-21 |
113-21 |
116-09 |
|
| S3 |
109-24 |
111-13 |
115-30 |
|
| S4 |
105-27 |
107-16 |
114-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-25 |
115-28 |
3-29 |
3.3% |
1-13 |
1.2% |
29% |
False |
False |
433,059 |
| 10 |
120-20 |
115-28 |
4-24 |
4.1% |
1-17 |
1.3% |
24% |
False |
False |
452,264 |
| 20 |
122-28 |
115-28 |
7-00 |
6.0% |
1-21 |
1.4% |
16% |
False |
False |
478,706 |
| 40 |
122-28 |
113-13 |
9-15 |
8.1% |
1-15 |
1.2% |
38% |
False |
False |
379,202 |
| 60 |
122-28 |
113-13 |
9-15 |
8.1% |
1-15 |
1.2% |
38% |
False |
False |
340,208 |
| 80 |
122-28 |
112-09 |
10-19 |
9.1% |
1-09 |
1.1% |
45% |
False |
False |
255,731 |
| 100 |
122-28 |
110-01 |
12-27 |
11.0% |
1-04 |
1.0% |
54% |
False |
False |
204,625 |
| 120 |
122-28 |
109-24 |
13-04 |
11.2% |
1-01 |
0.9% |
55% |
False |
False |
170,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-29 |
|
2.618 |
120-04 |
|
1.618 |
119-01 |
|
1.000 |
118-11 |
|
0.618 |
117-30 |
|
HIGH |
117-08 |
|
0.618 |
116-27 |
|
0.500 |
116-22 |
|
0.382 |
116-18 |
|
LOW |
116-05 |
|
0.618 |
115-15 |
|
1.000 |
115-02 |
|
1.618 |
114-12 |
|
2.618 |
113-09 |
|
4.250 |
111-16 |
|
|
| Fisher Pivots for day following 15-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-29 |
117-12 |
| PP |
116-26 |
117-08 |
| S1 |
116-22 |
117-04 |
|