ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 28-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
113-18 |
113-12 |
-0-06 |
-0.2% |
114-19 |
| High |
114-00 |
115-17 |
1-17 |
1.3% |
115-17 |
| Low |
113-12 |
113-12 |
0-00 |
0.0% |
112-31 |
| Close |
113-30 |
115-14 |
1-16 |
1.3% |
115-10 |
| Range |
0-20 |
2-05 |
1-17 |
245.0% |
2-18 |
| ATR |
1-00 |
1-03 |
0-03 |
8.1% |
0-00 |
| Volume |
6 |
18 |
12 |
200.0% |
34 |
|
| Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-08 |
120-16 |
116-20 |
|
| R3 |
119-03 |
118-11 |
116-01 |
|
| R2 |
116-30 |
116-30 |
115-27 |
|
| R1 |
116-06 |
116-06 |
115-20 |
116-18 |
| PP |
114-25 |
114-25 |
114-25 |
114-31 |
| S1 |
114-01 |
114-01 |
115-08 |
114-13 |
| S2 |
112-20 |
112-20 |
115-01 |
|
| S3 |
110-15 |
111-28 |
114-27 |
|
| S4 |
108-10 |
109-23 |
114-08 |
|
|
| 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 |
124-22 |
|
2.618 |
121-06 |
|
1.618 |
119-01 |
|
1.000 |
117-22 |
|
0.618 |
116-28 |
|
HIGH |
115-17 |
|
0.618 |
114-23 |
|
0.500 |
114-14 |
|
0.382 |
114-06 |
|
LOW |
113-12 |
|
0.618 |
112-01 |
|
1.000 |
111-07 |
|
1.618 |
109-28 |
|
2.618 |
107-23 |
|
4.250 |
104-07 |
|
|
| Fisher Pivots for day following 28-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-04 |
115-04 |
| PP |
114-25 |
114-25 |
| S1 |
114-14 |
114-14 |
|