ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 01-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2008 |
01-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
119-03 |
119-19 |
0-16 |
0.4% |
119-31 |
| High |
119-31 |
120-09 |
0-10 |
0.3% |
120-16 |
| Low |
118-25 |
119-00 |
0-07 |
0.2% |
117-27 |
| Close |
119-10 |
119-25 |
0-15 |
0.4% |
119-25 |
| Range |
1-06 |
1-09 |
0-03 |
7.9% |
2-21 |
| ATR |
1-19 |
1-18 |
-0-01 |
-1.4% |
0-00 |
| Volume |
414,285 |
549,480 |
135,195 |
32.6% |
2,182,800 |
|
| Daily Pivots for day following 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-17 |
122-30 |
120-16 |
|
| R3 |
122-08 |
121-21 |
120-04 |
|
| R2 |
120-31 |
120-31 |
120-01 |
|
| R1 |
120-12 |
120-12 |
119-29 |
120-22 |
| PP |
119-22 |
119-22 |
119-22 |
119-27 |
| S1 |
119-03 |
119-03 |
119-21 |
119-12 |
| S2 |
118-13 |
118-13 |
119-17 |
|
| S3 |
117-04 |
117-26 |
119-14 |
|
| S4 |
115-27 |
116-17 |
119-02 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-11 |
126-07 |
121-08 |
|
| R3 |
124-22 |
123-18 |
120-16 |
|
| R2 |
122-01 |
122-01 |
120-09 |
|
| R1 |
120-29 |
120-29 |
120-01 |
120-04 |
| PP |
119-12 |
119-12 |
119-12 |
119-00 |
| S1 |
118-08 |
118-08 |
119-17 |
117-16 |
| S2 |
116-23 |
116-23 |
119-09 |
|
| S3 |
114-02 |
115-19 |
119-02 |
|
| S4 |
111-13 |
112-30 |
118-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-16 |
117-27 |
2-21 |
2.2% |
1-11 |
1.1% |
73% |
False |
False |
436,560 |
| 10 |
122-28 |
117-27 |
5-01 |
4.2% |
1-24 |
1.5% |
39% |
False |
False |
505,148 |
| 20 |
122-28 |
117-06 |
5-22 |
4.7% |
1-16 |
1.2% |
46% |
False |
False |
442,159 |
| 40 |
122-28 |
113-13 |
9-15 |
7.9% |
1-14 |
1.2% |
67% |
False |
False |
349,604 |
| 60 |
122-28 |
113-07 |
9-21 |
8.1% |
1-11 |
1.1% |
68% |
False |
False |
265,514 |
| 80 |
122-28 |
110-01 |
12-27 |
10.7% |
1-06 |
1.0% |
76% |
False |
False |
199,229 |
| 100 |
122-28 |
109-24 |
13-04 |
11.0% |
1-02 |
0.9% |
76% |
False |
False |
159,402 |
| 120 |
122-28 |
109-01 |
13-27 |
11.6% |
0-29 |
0.8% |
78% |
False |
False |
132,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-23 |
|
2.618 |
123-20 |
|
1.618 |
122-11 |
|
1.000 |
121-18 |
|
0.618 |
121-02 |
|
HIGH |
120-09 |
|
0.618 |
119-25 |
|
0.500 |
119-20 |
|
0.382 |
119-16 |
|
LOW |
119-00 |
|
0.618 |
118-07 |
|
1.000 |
117-23 |
|
1.618 |
116-30 |
|
2.618 |
115-21 |
|
4.250 |
113-18 |
|
|
| Fisher Pivots for day following 01-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-24 |
119-17 |
| PP |
119-22 |
119-10 |
| S1 |
119-20 |
119-02 |
|