ECBOT 30 Year Treasury Bond Future September 2008
Trading Metrics calculated at close of trading on 03-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
116-00 |
117-00 |
1-00 |
0.9% |
115-03 |
High |
117-04 |
117-05 |
0-01 |
0.0% |
117-04 |
Low |
116-00 |
117-00 |
1-00 |
0.9% |
113-12 |
Close |
117-11 |
117-08 |
-0-03 |
-0.1% |
117-11 |
Range |
1-04 |
0-05 |
-0-31 |
-86.1% |
3-24 |
ATR |
1-04 |
1-02 |
-0-02 |
-5.0% |
0-00 |
Volume |
8 |
27 |
19 |
237.5% |
57 |
|
Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-19 |
117-19 |
117-11 |
|
R3 |
117-14 |
117-14 |
117-09 |
|
R2 |
117-09 |
117-09 |
117-09 |
|
R1 |
117-09 |
117-09 |
117-08 |
117-09 |
PP |
117-04 |
117-04 |
117-04 |
117-04 |
S1 |
117-04 |
117-04 |
117-08 |
117-04 |
S2 |
116-31 |
116-31 |
117-07 |
|
S3 |
116-26 |
116-31 |
117-07 |
|
S4 |
116-21 |
116-26 |
117-05 |
|
|
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 |
117-26 |
2.618 |
117-18 |
1.618 |
117-13 |
1.000 |
117-10 |
0.618 |
117-08 |
HIGH |
117-05 |
0.618 |
117-03 |
0.500 |
117-02 |
0.382 |
117-02 |
LOW |
117-00 |
0.618 |
116-29 |
1.000 |
116-27 |
1.618 |
116-24 |
2.618 |
116-19 |
4.250 |
116-11 |
|
|
Fisher Pivots for day following 03-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
117-06 |
116-19 |
PP |
117-04 |
115-30 |
S1 |
117-02 |
115-08 |
|