ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 21-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
113-04 |
113-29 |
0-25 |
0.7% |
116-19 |
| High |
113-21 |
115-00 |
1-11 |
1.2% |
117-00 |
| Low |
112-31 |
113-29 |
0-30 |
0.8% |
113-28 |
| Close |
113-14 |
114-26 |
1-12 |
1.2% |
114-18 |
| Range |
0-22 |
1-03 |
0-13 |
59.1% |
3-04 |
| ATR |
|
|
|
|
|
| Volume |
2 |
4 |
2 |
100.0% |
329 |
|
| Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-27 |
117-14 |
115-13 |
|
| R3 |
116-24 |
116-11 |
115-04 |
|
| R2 |
115-21 |
115-21 |
115-00 |
|
| R1 |
115-08 |
115-08 |
114-29 |
115-14 |
| PP |
114-18 |
114-18 |
114-18 |
114-22 |
| S1 |
114-05 |
114-05 |
114-23 |
114-12 |
| S2 |
113-15 |
113-15 |
114-20 |
|
| S3 |
112-12 |
113-02 |
114-16 |
|
| S4 |
111-09 |
111-31 |
114-07 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-17 |
122-21 |
116-09 |
|
| R3 |
121-13 |
119-17 |
115-14 |
|
| R2 |
118-09 |
118-09 |
115-04 |
|
| R1 |
116-13 |
116-13 |
114-27 |
115-25 |
| PP |
115-05 |
115-05 |
115-05 |
114-26 |
| S1 |
113-09 |
113-09 |
114-09 |
112-21 |
| S2 |
112-01 |
112-01 |
114-00 |
|
| S3 |
108-29 |
110-05 |
113-22 |
|
| S4 |
105-25 |
107-01 |
112-27 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-21 |
|
2.618 |
117-28 |
|
1.618 |
116-25 |
|
1.000 |
116-03 |
|
0.618 |
115-22 |
|
HIGH |
115-00 |
|
0.618 |
114-19 |
|
0.500 |
114-14 |
|
0.382 |
114-10 |
|
LOW |
113-29 |
|
0.618 |
113-07 |
|
1.000 |
112-26 |
|
1.618 |
112-04 |
|
2.618 |
111-01 |
|
4.250 |
109-08 |
|
|
| Fisher Pivots for day following 21-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-22 |
114-17 |
| PP |
114-18 |
114-08 |
| S1 |
114-14 |
114-00 |
|