ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 22-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2008 |
22-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115-01 |
116-03 |
1-02 |
0.9% |
115-26 |
| High |
116-14 |
116-21 |
0-07 |
0.2% |
116-21 |
| Low |
115-01 |
115-23 |
0-22 |
0.6% |
113-31 |
| Close |
116-03 |
115-29 |
-0-06 |
-0.2% |
115-29 |
| Range |
1-13 |
0-30 |
-0-15 |
-33.3% |
2-22 |
| ATR |
1-14 |
1-13 |
-0-01 |
-2.5% |
0-00 |
| Volume |
617,385 |
473,359 |
-144,026 |
-23.3% |
2,153,220 |
|
| Daily Pivots for day following 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-29 |
118-11 |
116-14 |
|
| R3 |
117-31 |
117-13 |
116-05 |
|
| R2 |
117-01 |
117-01 |
116-02 |
|
| R1 |
116-15 |
116-15 |
116-00 |
116-09 |
| PP |
116-03 |
116-03 |
116-03 |
116-00 |
| S1 |
115-17 |
115-17 |
115-26 |
115-11 |
| S2 |
115-05 |
115-05 |
115-24 |
|
| S3 |
114-07 |
114-19 |
115-21 |
|
| S4 |
113-09 |
113-21 |
115-12 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-18 |
122-14 |
117-12 |
|
| R3 |
120-28 |
119-24 |
116-21 |
|
| R2 |
118-06 |
118-06 |
116-13 |
|
| R1 |
117-02 |
117-02 |
116-05 |
117-20 |
| PP |
115-16 |
115-16 |
115-16 |
115-26 |
| S1 |
114-12 |
114-12 |
115-21 |
114-30 |
| S2 |
112-26 |
112-26 |
115-13 |
|
| S3 |
110-04 |
111-22 |
115-05 |
|
| S4 |
107-14 |
109-00 |
114-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-21 |
113-31 |
2-22 |
2.3% |
1-06 |
1.0% |
72% |
True |
False |
494,473 |
| 10 |
118-20 |
113-31 |
4-21 |
4.0% |
1-09 |
1.1% |
42% |
False |
False |
467,398 |
| 20 |
119-19 |
113-31 |
5-20 |
4.9% |
1-11 |
1.2% |
34% |
False |
False |
461,966 |
| 40 |
121-24 |
112-29 |
8-27 |
7.6% |
1-09 |
1.1% |
34% |
False |
False |
415,909 |
| 60 |
121-24 |
112-21 |
9-03 |
7.8% |
1-06 |
1.0% |
36% |
False |
False |
420,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-20 |
|
2.618 |
119-04 |
|
1.618 |
118-06 |
|
1.000 |
117-19 |
|
0.618 |
117-08 |
|
HIGH |
116-21 |
|
0.618 |
116-10 |
|
0.500 |
116-06 |
|
0.382 |
116-02 |
|
LOW |
115-23 |
|
0.618 |
115-04 |
|
1.000 |
114-25 |
|
1.618 |
114-06 |
|
2.618 |
113-08 |
|
4.250 |
111-24 |
|
|
| Fisher Pivots for day following 22-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-06 |
115-23 |
| PP |
116-03 |
115-16 |
| S1 |
116-00 |
115-10 |
|