ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 27-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2008 |
27-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
114-23 |
115-01 |
0-10 |
0.3% |
115-26 |
| High |
115-01 |
115-15 |
0-14 |
0.4% |
116-21 |
| Low |
114-21 |
114-16 |
-0-05 |
-0.1% |
113-31 |
| Close |
114-29 |
115-04 |
0-07 |
0.2% |
115-29 |
| Range |
0-12 |
0-31 |
0-19 |
158.3% |
2-22 |
| ATR |
1-10 |
1-09 |
-0-01 |
-1.9% |
0-00 |
| Volume |
784,504 |
1,086,180 |
301,676 |
38.5% |
2,153,220 |
|
| Daily Pivots for day following 27-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-30 |
117-16 |
115-21 |
|
| R3 |
116-31 |
116-17 |
115-13 |
|
| R2 |
116-00 |
116-00 |
115-10 |
|
| R1 |
115-18 |
115-18 |
115-07 |
115-25 |
| PP |
115-01 |
115-01 |
115-01 |
115-04 |
| S1 |
114-19 |
114-19 |
115-01 |
114-26 |
| S2 |
114-02 |
114-02 |
114-30 |
|
| S3 |
113-03 |
113-20 |
114-27 |
|
| S4 |
112-04 |
112-21 |
114-19 |
|
|
| 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 |
114-16 |
2-05 |
1.9% |
0-31 |
0.8% |
29% |
False |
True |
705,133 |
| 10 |
117-23 |
113-31 |
3-24 |
3.3% |
1-05 |
1.0% |
31% |
False |
False |
595,340 |
| 20 |
119-19 |
113-31 |
5-20 |
4.9% |
1-09 |
1.1% |
21% |
False |
False |
522,480 |
| 40 |
121-24 |
113-31 |
7-25 |
6.8% |
1-08 |
1.1% |
15% |
False |
False |
468,098 |
| 60 |
121-24 |
112-21 |
9-03 |
7.9% |
1-06 |
1.0% |
27% |
False |
False |
412,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-19 |
|
2.618 |
118-00 |
|
1.618 |
117-01 |
|
1.000 |
116-14 |
|
0.618 |
116-02 |
|
HIGH |
115-15 |
|
0.618 |
115-03 |
|
0.500 |
115-00 |
|
0.382 |
114-28 |
|
LOW |
114-16 |
|
0.618 |
113-29 |
|
1.000 |
113-17 |
|
1.618 |
112-30 |
|
2.618 |
111-31 |
|
4.250 |
110-12 |
|
|
| Fisher Pivots for day following 27-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-02 |
115-06 |
| PP |
115-01 |
115-05 |
| S1 |
115-00 |
115-04 |
|