ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 11-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2008 |
11-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
117-15 |
118-28 |
1-13 |
1.2% |
119-31 |
| High |
118-31 |
119-25 |
0-26 |
0.7% |
120-20 |
| Low |
117-15 |
118-20 |
1-05 |
1.0% |
117-01 |
| Close |
118-23 |
119-09 |
0-18 |
0.5% |
118-23 |
| Range |
1-16 |
1-05 |
-0-11 |
-22.9% |
3-19 |
| ATR |
1-20 |
1-19 |
-0-01 |
-2.0% |
0-00 |
| Volume |
638,408 |
444,447 |
-193,961 |
-30.4% |
2,357,346 |
|
| Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-22 |
122-05 |
119-29 |
|
| R3 |
121-17 |
121-00 |
119-19 |
|
| R2 |
120-12 |
120-12 |
119-16 |
|
| R1 |
119-27 |
119-27 |
119-12 |
120-04 |
| PP |
119-07 |
119-07 |
119-07 |
119-12 |
| S1 |
118-22 |
118-22 |
119-06 |
118-30 |
| S2 |
118-02 |
118-02 |
119-02 |
|
| S3 |
116-29 |
117-17 |
118-31 |
|
| S4 |
115-24 |
116-12 |
118-21 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-18 |
127-24 |
120-22 |
|
| R3 |
125-31 |
124-05 |
119-23 |
|
| R2 |
122-12 |
122-12 |
119-12 |
|
| R1 |
120-18 |
120-18 |
119-02 |
119-22 |
| PP |
118-25 |
118-25 |
118-25 |
118-11 |
| S1 |
116-31 |
116-31 |
118-12 |
116-02 |
| S2 |
115-06 |
115-06 |
118-02 |
|
| S3 |
111-19 |
113-12 |
117-23 |
|
| S4 |
108-00 |
109-25 |
116-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-20 |
117-01 |
3-19 |
3.0% |
1-22 |
1.4% |
63% |
False |
False |
445,165 |
| 10 |
120-20 |
117-01 |
3-19 |
3.0% |
1-17 |
1.3% |
63% |
False |
False |
446,270 |
| 20 |
122-28 |
117-01 |
5-27 |
4.9% |
1-20 |
1.3% |
39% |
False |
False |
477,179 |
| 40 |
122-28 |
113-13 |
9-15 |
7.9% |
1-14 |
1.2% |
62% |
False |
False |
365,498 |
| 60 |
122-28 |
113-13 |
9-15 |
7.9% |
1-13 |
1.2% |
62% |
False |
False |
312,080 |
| 80 |
122-28 |
110-17 |
12-11 |
10.3% |
1-08 |
1.1% |
71% |
False |
False |
234,236 |
| 100 |
122-28 |
109-24 |
13-04 |
11.0% |
1-03 |
0.9% |
73% |
False |
False |
187,418 |
| 120 |
122-28 |
109-01 |
13-27 |
11.6% |
0-31 |
0.8% |
74% |
False |
False |
156,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-22 |
|
2.618 |
122-26 |
|
1.618 |
121-21 |
|
1.000 |
120-30 |
|
0.618 |
120-16 |
|
HIGH |
119-25 |
|
0.618 |
119-11 |
|
0.500 |
119-06 |
|
0.382 |
119-02 |
|
LOW |
118-20 |
|
0.618 |
117-29 |
|
1.000 |
117-15 |
|
1.618 |
116-24 |
|
2.618 |
115-19 |
|
4.250 |
113-23 |
|
|
| Fisher Pivots for day following 11-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-08 |
119-00 |
| PP |
119-07 |
118-24 |
| S1 |
119-06 |
118-16 |
|