ECBOT 30 Year Treasury Bond Future June 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 |
117-19 |
118-02 |
0-15 |
0.4% |
118-19 |
| High |
118-20 |
118-08 |
-0-12 |
-0.3% |
119-19 |
| Low |
117-19 |
116-28 |
-0-23 |
-0.6% |
116-00 |
| Close |
118-05 |
117-12 |
-0-25 |
-0.7% |
117-20 |
| Range |
1-01 |
1-12 |
0-11 |
33.3% |
3-19 |
| ATR |
1-14 |
1-14 |
0-00 |
-0.3% |
0-00 |
| Volume |
329,555 |
374,481 |
44,926 |
13.6% |
2,246,406 |
|
| Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-20 |
120-28 |
118-04 |
|
| R3 |
120-08 |
119-16 |
117-24 |
|
| R2 |
118-28 |
118-28 |
117-20 |
|
| R1 |
118-04 |
118-04 |
117-16 |
117-26 |
| PP |
117-16 |
117-16 |
117-16 |
117-11 |
| S1 |
116-24 |
116-24 |
117-08 |
116-14 |
| S2 |
116-04 |
116-04 |
117-04 |
|
| S3 |
114-24 |
115-12 |
117-00 |
|
| S4 |
113-12 |
114-00 |
116-20 |
|
|
| 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 |
119-08 |
116-00 |
3-08 |
2.8% |
1-16 |
1.3% |
42% |
False |
False |
437,996 |
| 10 |
119-19 |
116-00 |
3-19 |
3.1% |
1-12 |
1.2% |
38% |
False |
False |
449,620 |
| 20 |
121-24 |
116-00 |
5-24 |
4.9% |
1-16 |
1.3% |
24% |
False |
False |
478,395 |
| 40 |
121-24 |
112-21 |
9-03 |
7.7% |
1-06 |
1.0% |
52% |
False |
False |
366,214 |
| 60 |
121-24 |
112-21 |
9-03 |
7.7% |
1-03 |
0.9% |
52% |
False |
False |
406,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-03 |
|
2.618 |
121-27 |
|
1.618 |
120-15 |
|
1.000 |
119-20 |
|
0.618 |
119-03 |
|
HIGH |
118-08 |
|
0.618 |
117-23 |
|
0.500 |
117-18 |
|
0.382 |
117-13 |
|
LOW |
116-28 |
|
0.618 |
116-01 |
|
1.000 |
115-16 |
|
1.618 |
114-21 |
|
2.618 |
113-09 |
|
4.250 |
111-01 |
|
|
| Fisher Pivots for day following 12-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-18 |
117-18 |
| PP |
117-16 |
117-16 |
| S1 |
117-14 |
117-14 |
|