ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 05-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2008 |
05-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
116-19 |
116-06 |
-0-13 |
-0.3% |
115-03 |
| High |
116-19 |
116-06 |
-0-13 |
-0.3% |
117-04 |
| Low |
116-00 |
114-29 |
-1-03 |
-0.9% |
113-12 |
| Close |
116-14 |
114-30 |
-1-16 |
-1.3% |
117-11 |
| Range |
0-19 |
1-09 |
0-22 |
115.8% |
3-24 |
| ATR |
1-03 |
1-04 |
0-01 |
2.9% |
0-00 |
| Volume |
16 |
18 |
2 |
12.5% |
57 |
|
| Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-06 |
118-11 |
115-21 |
|
| R3 |
117-29 |
117-02 |
115-09 |
|
| R2 |
116-20 |
116-20 |
115-06 |
|
| R1 |
115-25 |
115-25 |
115-02 |
115-18 |
| PP |
115-11 |
115-11 |
115-11 |
115-08 |
| S1 |
114-16 |
114-16 |
114-26 |
114-09 |
| S2 |
114-02 |
114-02 |
114-22 |
|
| S3 |
112-25 |
113-07 |
114-19 |
|
| S4 |
111-16 |
111-30 |
114-07 |
|
|
| 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 |
121-20 |
|
2.618 |
119-17 |
|
1.618 |
118-08 |
|
1.000 |
117-15 |
|
0.618 |
116-31 |
|
HIGH |
116-06 |
|
0.618 |
115-22 |
|
0.500 |
115-18 |
|
0.382 |
115-13 |
|
LOW |
114-29 |
|
0.618 |
114-04 |
|
1.000 |
113-20 |
|
1.618 |
112-27 |
|
2.618 |
111-18 |
|
4.250 |
109-15 |
|
|
| Fisher Pivots for day following 05-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-18 |
116-01 |
| PP |
115-11 |
115-21 |
| S1 |
115-04 |
115-10 |
|