ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 26-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
116-30 |
115-30 |
-1-00 |
-0.9% |
117-01 |
| High |
117-00 |
116-07 |
-0-25 |
-0.7% |
117-27 |
| Low |
115-17 |
115-14 |
-0-03 |
-0.1% |
115-07 |
| Close |
115-27 |
116-00 |
0-05 |
0.1% |
117-02 |
| Range |
1-15 |
0-25 |
-0-22 |
-46.8% |
2-20 |
| ATR |
1-16 |
1-14 |
-0-02 |
-3.4% |
0-00 |
| Volume |
442,149 |
448,625 |
6,476 |
1.5% |
1,932,621 |
|
| Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-07 |
117-29 |
116-14 |
|
| R3 |
117-14 |
117-04 |
116-07 |
|
| R2 |
116-21 |
116-21 |
116-05 |
|
| R1 |
116-11 |
116-11 |
116-02 |
116-16 |
| PP |
115-28 |
115-28 |
115-28 |
115-31 |
| S1 |
115-18 |
115-18 |
115-30 |
115-23 |
| S2 |
115-03 |
115-03 |
115-27 |
|
| S3 |
114-10 |
114-25 |
115-25 |
|
| S4 |
113-17 |
114-00 |
115-18 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-19 |
123-14 |
118-16 |
|
| R3 |
121-31 |
120-26 |
117-25 |
|
| R2 |
119-11 |
119-11 |
117-17 |
|
| R1 |
118-06 |
118-06 |
117-10 |
118-24 |
| PP |
116-23 |
116-23 |
116-23 |
117-00 |
| S1 |
115-18 |
115-18 |
116-26 |
116-04 |
| S2 |
114-03 |
114-03 |
116-19 |
|
| S3 |
111-15 |
112-30 |
116-11 |
|
| S4 |
108-27 |
110-10 |
115-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-27 |
115-07 |
2-20 |
2.3% |
1-05 |
1.0% |
30% |
False |
False |
501,782 |
| 10 |
119-13 |
115-07 |
4-06 |
3.6% |
1-10 |
1.1% |
19% |
False |
False |
454,424 |
| 20 |
120-20 |
115-07 |
5-13 |
4.7% |
1-13 |
1.2% |
14% |
False |
False |
450,347 |
| 40 |
122-28 |
114-10 |
8-18 |
7.4% |
1-15 |
1.3% |
20% |
False |
False |
420,217 |
| 60 |
122-28 |
113-13 |
9-15 |
8.2% |
1-14 |
1.2% |
27% |
False |
False |
379,993 |
| 80 |
122-28 |
112-09 |
10-19 |
9.1% |
1-11 |
1.2% |
35% |
False |
False |
290,991 |
| 100 |
122-28 |
110-01 |
12-27 |
11.1% |
1-06 |
1.0% |
46% |
False |
False |
232,854 |
| 120 |
122-28 |
109-24 |
13-04 |
11.3% |
1-03 |
0.9% |
48% |
False |
False |
194,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-17 |
|
2.618 |
118-08 |
|
1.618 |
117-15 |
|
1.000 |
117-00 |
|
0.618 |
116-22 |
|
HIGH |
116-07 |
|
0.618 |
115-29 |
|
0.500 |
115-26 |
|
0.382 |
115-24 |
|
LOW |
115-14 |
|
0.618 |
114-31 |
|
1.000 |
114-21 |
|
1.618 |
114-06 |
|
2.618 |
113-13 |
|
4.250 |
112-04 |
|
|
| Fisher Pivots for day following 26-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-30 |
116-20 |
| PP |
115-28 |
116-14 |
| S1 |
115-26 |
116-07 |
|