ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 26-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115-03 |
113-21 |
-1-14 |
-1.2% |
114-19 |
| High |
115-17 |
113-21 |
-1-28 |
-1.6% |
115-17 |
| Low |
113-27 |
113-20 |
-0-07 |
-0.2% |
112-31 |
| Close |
113-18 |
113-23 |
0-05 |
0.1% |
115-10 |
| Range |
1-22 |
0-01 |
-1-21 |
-98.1% |
2-18 |
| ATR |
0-00 |
1-01 |
1-01 |
|
0-00 |
| Volume |
17 |
8 |
-9 |
-52.9% |
34 |
|
| Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-24 |
113-25 |
113-24 |
|
| R3 |
113-23 |
113-24 |
113-23 |
|
| R2 |
113-22 |
113-22 |
113-23 |
|
| R1 |
113-23 |
113-23 |
113-23 |
113-22 |
| PP |
113-21 |
113-21 |
113-21 |
113-21 |
| S1 |
113-22 |
113-22 |
113-23 |
113-22 |
| S2 |
113-20 |
113-20 |
113-23 |
|
| S3 |
113-19 |
113-21 |
113-23 |
|
| S4 |
113-18 |
113-20 |
113-22 |
|
|
| 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 |
113-25 |
|
2.618 |
113-24 |
|
1.618 |
113-23 |
|
1.000 |
113-22 |
|
0.618 |
113-22 |
|
HIGH |
113-21 |
|
0.618 |
113-21 |
|
0.500 |
113-20 |
|
0.382 |
113-20 |
|
LOW |
113-20 |
|
0.618 |
113-19 |
|
1.000 |
113-19 |
|
1.618 |
113-18 |
|
2.618 |
113-17 |
|
4.250 |
113-16 |
|
|
| Fisher Pivots for day following 26-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-22 |
114-18 |
| PP |
113-21 |
114-09 |
| S1 |
113-20 |
114-00 |
|