ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 11-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2008 |
11-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
116-21 |
117-19 |
0-30 |
0.8% |
118-19 |
| High |
117-27 |
118-20 |
0-25 |
0.7% |
119-19 |
| Low |
116-17 |
117-19 |
1-02 |
0.9% |
116-00 |
| Close |
117-20 |
118-05 |
0-17 |
0.5% |
117-20 |
| Range |
1-10 |
1-01 |
-0-09 |
-21.4% |
3-19 |
| ATR |
1-15 |
1-14 |
-0-01 |
-2.1% |
0-00 |
| Volume |
451,470 |
329,555 |
-121,915 |
-27.0% |
2,246,406 |
|
| Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-07 |
120-23 |
118-23 |
|
| R3 |
120-06 |
119-22 |
118-14 |
|
| R2 |
119-05 |
119-05 |
118-11 |
|
| R1 |
118-21 |
118-21 |
118-08 |
118-29 |
| PP |
118-04 |
118-04 |
118-04 |
118-08 |
| S1 |
117-20 |
117-20 |
118-02 |
117-28 |
| S2 |
117-03 |
117-03 |
117-31 |
|
| S3 |
116-02 |
116-19 |
117-28 |
|
| S4 |
115-01 |
115-18 |
117-19 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-17 |
126-21 |
119-19 |
|
| R3 |
124-30 |
123-02 |
118-20 |
|
| R2 |
121-11 |
121-11 |
118-09 |
|
| R1 |
119-15 |
119-15 |
117-31 |
118-20 |
| PP |
117-24 |
117-24 |
117-24 |
117-10 |
| S1 |
115-28 |
115-28 |
117-09 |
115-00 |
| S2 |
114-05 |
114-05 |
116-31 |
|
| S3 |
110-18 |
112-09 |
116-20 |
|
| S4 |
106-31 |
108-22 |
115-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-19 |
116-00 |
3-19 |
3.0% |
1-18 |
1.3% |
60% |
False |
False |
457,441 |
| 10 |
119-19 |
116-00 |
3-19 |
3.0% |
1-12 |
1.2% |
60% |
False |
False |
448,508 |
| 20 |
121-24 |
116-00 |
5-24 |
4.9% |
1-14 |
1.2% |
38% |
False |
False |
475,305 |
| 40 |
121-24 |
112-21 |
9-03 |
7.7% |
1-06 |
1.0% |
60% |
False |
False |
365,072 |
| 60 |
121-24 |
112-21 |
9-03 |
7.7% |
1-02 |
0.9% |
60% |
False |
False |
406,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-00 |
|
2.618 |
121-10 |
|
1.618 |
120-09 |
|
1.000 |
119-21 |
|
0.618 |
119-08 |
|
HIGH |
118-20 |
|
0.618 |
118-07 |
|
0.500 |
118-04 |
|
0.382 |
118-00 |
|
LOW |
117-19 |
|
0.618 |
116-31 |
|
1.000 |
116-18 |
|
1.618 |
115-30 |
|
2.618 |
114-29 |
|
4.250 |
113-07 |
|
|
| Fisher Pivots for day following 11-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-04 |
117-29 |
| PP |
118-04 |
117-21 |
| S1 |
118-04 |
117-13 |
|