ECBOT 30 Year Treasury Bond Future June 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 |
116-25 |
115-28 |
-0-29 |
-0.8% |
117-19 |
| High |
116-26 |
116-03 |
-0-23 |
-0.6% |
118-20 |
| Low |
114-24 |
115-00 |
0-08 |
0.2% |
114-24 |
| Close |
115-07 |
115-27 |
0-20 |
0.5% |
115-27 |
| Range |
2-02 |
1-03 |
-0-31 |
-47.0% |
3-28 |
| ATR |
1-15 |
1-14 |
-0-01 |
-1.8% |
0-00 |
| Volume |
597,105 |
319,148 |
-277,957 |
-46.6% |
2,069,295 |
|
| Daily Pivots for day following 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-30 |
118-15 |
116-14 |
|
| R3 |
117-27 |
117-12 |
116-05 |
|
| R2 |
116-24 |
116-24 |
116-01 |
|
| R1 |
116-09 |
116-09 |
115-30 |
115-31 |
| PP |
115-21 |
115-21 |
115-21 |
115-16 |
| S1 |
115-06 |
115-06 |
115-24 |
114-28 |
| S2 |
114-18 |
114-18 |
115-21 |
|
| S3 |
113-15 |
114-03 |
115-17 |
|
| S4 |
112-12 |
113-00 |
115-08 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-01 |
125-26 |
117-31 |
|
| R3 |
124-05 |
121-30 |
116-29 |
|
| R2 |
120-09 |
120-09 |
116-18 |
|
| R1 |
118-02 |
118-02 |
116-06 |
117-08 |
| PP |
116-13 |
116-13 |
116-13 |
116-00 |
| S1 |
114-06 |
114-06 |
115-16 |
113-12 |
| S2 |
112-17 |
112-17 |
115-04 |
|
| S3 |
108-21 |
110-10 |
114-25 |
|
| S4 |
104-25 |
106-14 |
113-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-20 |
114-24 |
3-28 |
3.3% |
1-11 |
1.2% |
28% |
False |
False |
413,859 |
| 10 |
119-19 |
114-24 |
4-27 |
4.2% |
1-14 |
1.2% |
23% |
False |
False |
431,570 |
| 20 |
121-24 |
114-24 |
7-00 |
6.0% |
1-17 |
1.3% |
16% |
False |
False |
475,382 |
| 40 |
121-24 |
112-29 |
8-27 |
7.6% |
1-08 |
1.1% |
33% |
False |
False |
382,875 |
| 60 |
121-24 |
112-21 |
9-03 |
7.9% |
1-05 |
1.0% |
35% |
False |
False |
408,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-24 |
|
2.618 |
118-31 |
|
1.618 |
117-28 |
|
1.000 |
117-06 |
|
0.618 |
116-25 |
|
HIGH |
116-03 |
|
0.618 |
115-22 |
|
0.500 |
115-18 |
|
0.382 |
115-13 |
|
LOW |
115-00 |
|
0.618 |
114-10 |
|
1.000 |
113-29 |
|
1.618 |
113-07 |
|
2.618 |
112-04 |
|
4.250 |
110-11 |
|
|
| Fisher Pivots for day following 15-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-24 |
116-08 |
| PP |
115-21 |
116-03 |
| S1 |
115-18 |
115-31 |
|