ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 29-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
113-12 |
116-00 |
2-20 |
2.3% |
115-03 |
| High |
115-17 |
117-04 |
1-19 |
1.4% |
117-04 |
| Low |
113-12 |
116-00 |
2-20 |
2.3% |
113-12 |
| Close |
115-14 |
117-11 |
1-29 |
1.7% |
117-11 |
| Range |
2-05 |
1-04 |
-1-01 |
-47.8% |
3-24 |
| ATR |
1-03 |
1-04 |
0-01 |
3.9% |
0-00 |
| Volume |
18 |
8 |
-10 |
-55.6% |
57 |
|
| Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-06 |
119-29 |
117-31 |
|
| R3 |
119-02 |
118-25 |
117-21 |
|
| R2 |
117-30 |
117-30 |
117-18 |
|
| R1 |
117-21 |
117-21 |
117-14 |
117-26 |
| PP |
116-26 |
116-26 |
116-26 |
116-29 |
| S1 |
116-17 |
116-17 |
117-08 |
116-22 |
| S2 |
115-22 |
115-22 |
117-04 |
|
| S3 |
114-18 |
115-13 |
117-01 |
|
| S4 |
113-14 |
114-09 |
116-23 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-06 |
126-01 |
119-13 |
|
| R3 |
123-14 |
122-09 |
118-12 |
|
| R2 |
119-22 |
119-22 |
118-01 |
|
| R1 |
118-17 |
118-17 |
117-22 |
119-04 |
| PP |
115-30 |
115-30 |
115-30 |
116-08 |
| S1 |
114-25 |
114-25 |
117-00 |
115-12 |
| S2 |
112-06 |
112-06 |
116-21 |
|
| S3 |
108-14 |
111-01 |
116-10 |
|
| S4 |
104-22 |
107-09 |
115-09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-29 |
|
2.618 |
120-02 |
|
1.618 |
118-30 |
|
1.000 |
118-08 |
|
0.618 |
117-26 |
|
HIGH |
117-04 |
|
0.618 |
116-22 |
|
0.500 |
116-18 |
|
0.382 |
116-14 |
|
LOW |
116-00 |
|
0.618 |
115-10 |
|
1.000 |
114-28 |
|
1.618 |
114-06 |
|
2.618 |
113-02 |
|
4.250 |
111-07 |
|
|
| Fisher Pivots for day following 29-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-03 |
116-21 |
| PP |
116-26 |
115-30 |
| S1 |
116-18 |
115-08 |
|