ECBOT 30 Year Treasury Bond Future September 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 |
113-29 |
115-03 |
1-06 |
1.0% |
114-19 |
| High |
115-00 |
115-17 |
0-17 |
0.5% |
115-17 |
| Low |
113-29 |
114-27 |
0-30 |
0.8% |
112-31 |
| Close |
114-26 |
115-10 |
0-16 |
0.4% |
115-10 |
| Range |
1-03 |
0-22 |
-0-13 |
-37.1% |
2-18 |
| ATR |
|
|
|
|
|
| Volume |
4 |
4 |
0 |
0.0% |
34 |
|
| Daily Pivots for day following 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-09 |
117-00 |
115-22 |
|
| R3 |
116-19 |
116-10 |
115-16 |
|
| R2 |
115-29 |
115-29 |
115-14 |
|
| R1 |
115-20 |
115-20 |
115-12 |
115-24 |
| PP |
115-07 |
115-07 |
115-07 |
115-10 |
| S1 |
114-30 |
114-30 |
115-08 |
115-02 |
| S2 |
114-17 |
114-17 |
115-06 |
|
| S3 |
113-27 |
114-08 |
115-04 |
|
| S4 |
113-05 |
113-18 |
114-30 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-09 |
121-12 |
116-23 |
|
| R3 |
119-23 |
118-26 |
116-01 |
|
| R2 |
117-05 |
117-05 |
115-25 |
|
| R1 |
116-08 |
116-08 |
115-18 |
116-22 |
| PP |
114-19 |
114-19 |
114-19 |
114-27 |
| S1 |
113-22 |
113-22 |
115-02 |
114-04 |
| S2 |
112-01 |
112-01 |
114-27 |
|
| S3 |
109-15 |
111-04 |
114-19 |
|
| S4 |
106-29 |
108-18 |
113-29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-14 |
|
2.618 |
117-11 |
|
1.618 |
116-21 |
|
1.000 |
116-07 |
|
0.618 |
115-31 |
|
HIGH |
115-17 |
|
0.618 |
115-09 |
|
0.500 |
115-06 |
|
0.382 |
115-03 |
|
LOW |
114-27 |
|
0.618 |
114-13 |
|
1.000 |
114-05 |
|
1.618 |
113-23 |
|
2.618 |
113-01 |
|
4.250 |
111-30 |
|
|
| Fisher Pivots for day following 22-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-09 |
114-31 |
| PP |
115-07 |
114-19 |
| S1 |
115-06 |
114-08 |
|