ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 13-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2008 |
13-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
119-09 |
118-23 |
-0-18 |
-0.5% |
119-31 |
| High |
119-13 |
118-28 |
-0-17 |
-0.4% |
120-20 |
| Low |
117-31 |
117-19 |
-0-12 |
-0.3% |
117-01 |
| Close |
118-16 |
118-02 |
-0-14 |
-0.4% |
118-23 |
| Range |
1-14 |
1-09 |
-0-05 |
-10.9% |
3-19 |
| ATR |
1-18 |
1-18 |
-0-01 |
-1.3% |
0-00 |
| Volume |
327,435 |
369,131 |
41,696 |
12.7% |
2,357,346 |
|
| Daily Pivots for day following 13-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-01 |
121-10 |
118-25 |
|
| R3 |
120-24 |
120-01 |
118-13 |
|
| R2 |
119-15 |
119-15 |
118-10 |
|
| R1 |
118-24 |
118-24 |
118-06 |
118-15 |
| PP |
118-06 |
118-06 |
118-06 |
118-01 |
| S1 |
117-15 |
117-15 |
117-30 |
117-06 |
| S2 |
116-29 |
116-29 |
117-26 |
|
| S3 |
115-20 |
116-06 |
117-23 |
|
| S4 |
114-11 |
114-29 |
117-11 |
|
|
| 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 |
119-30 |
117-01 |
2-29 |
2.5% |
1-21 |
1.4% |
35% |
False |
False |
433,036 |
| 10 |
120-20 |
117-01 |
3-19 |
3.0% |
1-15 |
1.2% |
29% |
False |
False |
446,212 |
| 20 |
122-28 |
117-01 |
5-27 |
4.9% |
1-21 |
1.4% |
18% |
False |
False |
475,782 |
| 40 |
122-28 |
113-13 |
9-15 |
8.0% |
1-14 |
1.2% |
49% |
False |
False |
364,038 |
| 60 |
122-28 |
113-13 |
9-15 |
8.0% |
1-14 |
1.2% |
49% |
False |
False |
323,563 |
| 80 |
122-28 |
111-14 |
11-14 |
9.7% |
1-09 |
1.1% |
58% |
False |
False |
242,933 |
| 100 |
122-28 |
109-24 |
13-04 |
11.1% |
1-04 |
1.0% |
63% |
False |
False |
194,384 |
| 120 |
122-28 |
109-24 |
13-04 |
11.1% |
1-00 |
0.8% |
63% |
False |
False |
161,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-10 |
|
2.618 |
122-07 |
|
1.618 |
120-30 |
|
1.000 |
120-05 |
|
0.618 |
119-21 |
|
HIGH |
118-28 |
|
0.618 |
118-12 |
|
0.500 |
118-08 |
|
0.382 |
118-03 |
|
LOW |
117-19 |
|
0.618 |
116-26 |
|
1.000 |
116-10 |
|
1.618 |
115-17 |
|
2.618 |
114-08 |
|
4.250 |
112-05 |
|
|
| Fisher Pivots for day following 13-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-08 |
118-22 |
| PP |
118-06 |
118-15 |
| S1 |
118-04 |
118-09 |
|