ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 27-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2008 |
27-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115-30 |
116-02 |
0-04 |
0.1% |
117-01 |
| High |
116-07 |
116-25 |
0-18 |
0.5% |
117-27 |
| Low |
115-14 |
115-20 |
0-06 |
0.2% |
115-07 |
| Close |
116-00 |
116-07 |
0-07 |
0.2% |
117-02 |
| Range |
0-25 |
1-05 |
0-12 |
48.0% |
2-20 |
| ATR |
1-14 |
1-14 |
-0-01 |
-1.4% |
0-00 |
| Volume |
448,625 |
586,532 |
137,907 |
30.7% |
1,932,621 |
|
| Daily Pivots for day following 27-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-22 |
119-03 |
116-27 |
|
| R3 |
118-17 |
117-30 |
116-17 |
|
| R2 |
117-12 |
117-12 |
116-14 |
|
| R1 |
116-25 |
116-25 |
116-10 |
117-02 |
| PP |
116-07 |
116-07 |
116-07 |
116-11 |
| S1 |
115-20 |
115-20 |
116-04 |
115-30 |
| S2 |
115-02 |
115-02 |
116-00 |
|
| S3 |
113-29 |
114-15 |
115-29 |
|
| S4 |
112-24 |
113-10 |
115-19 |
|
|
| 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 |
115-14 |
2-13 |
2.1% |
1-05 |
1.0% |
32% |
False |
False |
534,788 |
| 10 |
118-28 |
115-07 |
3-21 |
3.1% |
1-09 |
1.1% |
27% |
False |
False |
480,334 |
| 20 |
120-20 |
115-07 |
5-13 |
4.7% |
1-13 |
1.2% |
18% |
False |
False |
462,891 |
| 40 |
122-28 |
115-07 |
7-21 |
6.6% |
1-14 |
1.2% |
13% |
False |
False |
431,715 |
| 60 |
122-28 |
113-13 |
9-15 |
8.1% |
1-13 |
1.2% |
30% |
False |
False |
385,303 |
| 80 |
122-28 |
112-09 |
10-19 |
9.1% |
1-11 |
1.2% |
37% |
False |
False |
298,319 |
| 100 |
122-28 |
110-01 |
12-27 |
11.1% |
1-06 |
1.0% |
48% |
False |
False |
238,720 |
| 120 |
122-28 |
109-24 |
13-04 |
11.3% |
1-03 |
0.9% |
49% |
False |
False |
198,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-22 |
|
2.618 |
119-26 |
|
1.618 |
118-21 |
|
1.000 |
117-30 |
|
0.618 |
117-16 |
|
HIGH |
116-25 |
|
0.618 |
116-11 |
|
0.500 |
116-06 |
|
0.382 |
116-02 |
|
LOW |
115-20 |
|
0.618 |
114-29 |
|
1.000 |
114-15 |
|
1.618 |
113-24 |
|
2.618 |
112-19 |
|
4.250 |
110-23 |
|
|
| Fisher Pivots for day following 27-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-07 |
116-07 |
| PP |
116-07 |
116-07 |
| S1 |
116-06 |
116-07 |
|