ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 29-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115-04 |
117-03 |
1-31 |
1.7% |
115-27 |
| High |
117-08 |
118-29 |
1-21 |
1.4% |
118-29 |
| Low |
115-04 |
117-03 |
1-31 |
1.7% |
114-16 |
| Close |
116-20 |
118-20 |
2-00 |
1.7% |
118-20 |
| Range |
2-04 |
1-26 |
-0-10 |
-14.7% |
4-13 |
| ATR |
1-11 |
1-13 |
0-02 |
4.9% |
0-00 |
| Volume |
1,282,598 |
881,552 |
-401,046 |
-31.3% |
4,599,071 |
|
| Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-21 |
122-30 |
119-20 |
|
| R3 |
121-27 |
121-04 |
119-04 |
|
| R2 |
120-01 |
120-01 |
118-31 |
|
| R1 |
119-10 |
119-10 |
118-25 |
119-22 |
| PP |
118-07 |
118-07 |
118-07 |
118-12 |
| S1 |
117-16 |
117-16 |
118-15 |
117-28 |
| S2 |
116-13 |
116-13 |
118-09 |
|
| S3 |
114-19 |
115-22 |
118-04 |
|
| S4 |
112-25 |
113-28 |
117-20 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-18 |
129-00 |
121-02 |
|
| R3 |
126-05 |
124-19 |
119-27 |
|
| R2 |
121-24 |
121-24 |
119-14 |
|
| R1 |
120-06 |
120-06 |
119-01 |
120-31 |
| PP |
117-11 |
117-11 |
117-11 |
117-24 |
| S1 |
115-25 |
115-25 |
118-07 |
116-18 |
| S2 |
112-30 |
112-30 |
117-26 |
|
| S3 |
108-17 |
111-12 |
117-13 |
|
| S4 |
104-04 |
106-31 |
116-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-29 |
114-16 |
4-13 |
3.7% |
1-09 |
1.1% |
94% |
True |
False |
919,814 |
| 10 |
118-29 |
113-31 |
4-30 |
4.2% |
1-08 |
1.0% |
94% |
True |
False |
707,143 |
| 20 |
119-19 |
113-31 |
5-20 |
4.7% |
1-11 |
1.1% |
83% |
False |
False |
582,309 |
| 40 |
121-24 |
113-31 |
7-25 |
6.6% |
1-09 |
1.1% |
60% |
False |
False |
513,275 |
| 60 |
121-24 |
112-21 |
9-03 |
7.7% |
1-07 |
1.0% |
66% |
False |
False |
430,250 |
| 80 |
121-24 |
112-21 |
9-03 |
7.7% |
1-01 |
0.9% |
66% |
False |
False |
447,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-20 |
|
2.618 |
123-21 |
|
1.618 |
121-27 |
|
1.000 |
120-23 |
|
0.618 |
120-01 |
|
HIGH |
118-29 |
|
0.618 |
118-07 |
|
0.500 |
118-00 |
|
0.382 |
117-25 |
|
LOW |
117-03 |
|
0.618 |
115-31 |
|
1.000 |
115-09 |
|
1.618 |
114-05 |
|
2.618 |
112-11 |
|
4.250 |
109-12 |
|
|
| Fisher Pivots for day following 29-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-13 |
118-00 |
| PP |
118-07 |
117-11 |
| S1 |
118-00 |
116-22 |
|