ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 03-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
117-03 |
118-29 |
1-26 |
1.5% |
115-27 |
| High |
118-29 |
118-31 |
0-02 |
0.1% |
118-29 |
| Low |
117-03 |
117-30 |
0-28 |
0.7% |
114-16 |
| Close |
118-20 |
118-18 |
-0-02 |
-0.1% |
118-20 |
| Range |
1-26 |
1-00 |
-0-26 |
-44.0% |
4-13 |
| ATR |
1-13 |
1-12 |
-0-01 |
-2.0% |
0-00 |
| Volume |
881,552 |
678,444 |
-203,108 |
-23.0% |
4,599,071 |
|
| Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-17 |
121-02 |
119-04 |
|
| R3 |
120-17 |
120-02 |
118-27 |
|
| R2 |
119-16 |
119-16 |
118-24 |
|
| R1 |
119-01 |
119-01 |
118-21 |
118-24 |
| PP |
118-16 |
118-16 |
118-16 |
118-12 |
| S1 |
118-01 |
118-01 |
118-15 |
117-24 |
| S2 |
117-15 |
117-15 |
118-12 |
|
| S3 |
116-15 |
117-00 |
118-09 |
|
| S4 |
115-14 |
116-00 |
118-00 |
|
|
| 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 |
118-31 |
114-16 |
4-15 |
3.8% |
1-08 |
1.1% |
91% |
True |
False |
942,655 |
| 10 |
118-31 |
113-31 |
5-00 |
4.2% |
1-07 |
1.0% |
92% |
True |
False |
743,073 |
| 20 |
119-19 |
113-31 |
5-20 |
4.7% |
1-10 |
1.1% |
82% |
False |
False |
587,321 |
| 40 |
121-24 |
113-31 |
7-25 |
6.6% |
1-10 |
1.1% |
59% |
False |
False |
523,785 |
| 60 |
121-24 |
112-21 |
9-03 |
7.7% |
1-07 |
1.0% |
65% |
False |
False |
434,873 |
| 80 |
121-24 |
112-21 |
9-03 |
7.7% |
1-01 |
0.9% |
65% |
False |
False |
448,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-09 |
|
2.618 |
121-20 |
|
1.618 |
120-20 |
|
1.000 |
120-00 |
|
0.618 |
119-19 |
|
HIGH |
118-31 |
|
0.618 |
118-19 |
|
0.500 |
118-15 |
|
0.382 |
118-11 |
|
LOW |
117-30 |
|
0.618 |
117-10 |
|
1.000 |
116-30 |
|
1.618 |
116-10 |
|
2.618 |
115-09 |
|
4.250 |
113-20 |
|
|
| Fisher Pivots for day following 03-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-17 |
118-02 |
| PP |
118-16 |
117-18 |
| S1 |
118-15 |
117-02 |
|