ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 20-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2008 |
20-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115-26 |
114-20 |
-1-06 |
-1.0% |
117-19 |
| High |
115-26 |
115-04 |
-0-22 |
-0.6% |
118-20 |
| Low |
114-16 |
113-31 |
-0-17 |
-0.5% |
114-24 |
| Close |
114-28 |
114-23 |
-0-05 |
-0.1% |
115-27 |
| Range |
1-10 |
1-05 |
-0-05 |
-11.9% |
3-28 |
| ATR |
1-14 |
1-13 |
-0-01 |
-1.4% |
0-00 |
| Volume |
428,999 |
633,477 |
204,478 |
47.7% |
2,069,295 |
|
| Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-02 |
117-18 |
115-11 |
|
| R3 |
116-29 |
116-13 |
115-01 |
|
| R2 |
115-24 |
115-24 |
114-30 |
|
| R1 |
115-08 |
115-08 |
114-26 |
115-16 |
| PP |
114-19 |
114-19 |
114-19 |
114-24 |
| S1 |
114-03 |
114-03 |
114-20 |
114-11 |
| S2 |
113-14 |
113-14 |
114-16 |
|
| S3 |
112-09 |
112-30 |
114-13 |
|
| S4 |
111-04 |
111-25 |
114-03 |
|
|
| 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 |
117-23 |
113-31 |
3-24 |
3.3% |
1-12 |
1.2% |
20% |
False |
True |
485,547 |
| 10 |
119-08 |
113-31 |
5-09 |
4.6% |
1-14 |
1.3% |
14% |
False |
True |
461,771 |
| 20 |
121-24 |
113-31 |
7-25 |
6.8% |
1-16 |
1.3% |
10% |
False |
True |
480,993 |
| 40 |
121-24 |
112-29 |
8-27 |
7.7% |
1-08 |
1.1% |
20% |
False |
False |
394,584 |
| 60 |
121-24 |
112-21 |
9-03 |
7.9% |
1-06 |
1.0% |
23% |
False |
False |
415,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-01 |
|
2.618 |
118-05 |
|
1.618 |
117-00 |
|
1.000 |
116-09 |
|
0.618 |
115-27 |
|
HIGH |
115-04 |
|
0.618 |
114-22 |
|
0.500 |
114-18 |
|
0.382 |
114-13 |
|
LOW |
113-31 |
|
0.618 |
113-08 |
|
1.000 |
112-26 |
|
1.618 |
112-03 |
|
2.618 |
110-30 |
|
4.250 |
109-02 |
|
|
| Fisher Pivots for day following 20-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-21 |
115-01 |
| PP |
114-19 |
114-30 |
| S1 |
114-18 |
114-26 |
|