ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 04-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2008 |
04-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
117-00 |
116-19 |
-0-13 |
-0.3% |
115-03 |
| High |
117-05 |
116-19 |
-0-18 |
-0.5% |
117-04 |
| Low |
117-00 |
116-00 |
-1-00 |
-0.9% |
113-12 |
| Close |
117-08 |
116-14 |
-0-26 |
-0.7% |
117-11 |
| Range |
0-05 |
0-19 |
0-14 |
280.0% |
3-24 |
| ATR |
1-02 |
1-03 |
0-00 |
1.1% |
0-00 |
| Volume |
27 |
16 |
-11 |
-40.7% |
57 |
|
| Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-04 |
117-28 |
116-24 |
|
| R3 |
117-17 |
117-09 |
116-19 |
|
| R2 |
116-30 |
116-30 |
116-17 |
|
| R1 |
116-22 |
116-22 |
116-16 |
116-16 |
| PP |
116-11 |
116-11 |
116-11 |
116-08 |
| S1 |
116-03 |
116-03 |
116-12 |
115-30 |
| S2 |
115-24 |
115-24 |
116-11 |
|
| S3 |
115-05 |
115-16 |
116-09 |
|
| S4 |
114-18 |
114-29 |
116-04 |
|
|
| 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 |
119-04 |
|
2.618 |
118-05 |
|
1.618 |
117-18 |
|
1.000 |
117-06 |
|
0.618 |
116-31 |
|
HIGH |
116-19 |
|
0.618 |
116-12 |
|
0.500 |
116-10 |
|
0.382 |
116-07 |
|
LOW |
116-00 |
|
0.618 |
115-20 |
|
1.000 |
115-13 |
|
1.618 |
115-01 |
|
2.618 |
114-14 |
|
4.250 |
113-15 |
|
|
| Fisher Pivots for day following 04-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-12 |
116-18 |
| PP |
116-11 |
116-17 |
| S1 |
116-10 |
116-16 |
|