ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 14-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2008 |
14-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
118-23 |
117-22 |
-1-01 |
-0.9% |
119-31 |
| High |
118-28 |
117-30 |
-0-30 |
-0.8% |
120-20 |
| Low |
117-19 |
115-28 |
-1-23 |
-1.5% |
117-01 |
| Close |
118-02 |
116-13 |
-1-21 |
-1.4% |
118-23 |
| Range |
1-09 |
2-02 |
0-25 |
61.0% |
3-19 |
| ATR |
1-18 |
1-19 |
0-01 |
2.9% |
0-00 |
| Volume |
369,131 |
440,374 |
71,243 |
19.3% |
2,357,346 |
|
| Daily Pivots for day following 14-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-30 |
121-23 |
117-17 |
|
| R3 |
120-28 |
119-21 |
116-31 |
|
| R2 |
118-26 |
118-26 |
116-25 |
|
| R1 |
117-19 |
117-19 |
116-19 |
117-06 |
| PP |
116-24 |
116-24 |
116-24 |
116-17 |
| S1 |
115-17 |
115-17 |
116-07 |
115-04 |
| S2 |
114-22 |
114-22 |
116-01 |
|
| S3 |
112-20 |
113-15 |
115-27 |
|
| S4 |
110-18 |
111-13 |
115-09 |
|
|
| 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 |
119-25 |
115-28 |
3-29 |
3.4% |
1-16 |
1.3% |
14% |
False |
True |
443,959 |
| 10 |
120-20 |
115-28 |
4-24 |
4.1% |
1-18 |
1.3% |
11% |
False |
True |
448,821 |
| 20 |
122-28 |
115-28 |
7-00 |
6.0% |
1-22 |
1.4% |
8% |
False |
True |
476,273 |
| 40 |
122-28 |
113-13 |
9-15 |
8.1% |
1-15 |
1.3% |
32% |
False |
False |
369,140 |
| 60 |
122-28 |
113-13 |
9-15 |
8.1% |
1-15 |
1.3% |
32% |
False |
False |
330,740 |
| 80 |
122-28 |
112-05 |
10-23 |
9.2% |
1-10 |
1.1% |
40% |
False |
False |
248,434 |
| 100 |
122-28 |
109-24 |
13-04 |
11.3% |
1-04 |
1.0% |
51% |
False |
False |
198,787 |
| 120 |
122-28 |
109-24 |
13-04 |
11.3% |
1-00 |
0.9% |
51% |
False |
False |
165,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-22 |
|
2.618 |
123-11 |
|
1.618 |
121-09 |
|
1.000 |
120-00 |
|
0.618 |
119-07 |
|
HIGH |
117-30 |
|
0.618 |
117-05 |
|
0.500 |
116-29 |
|
0.382 |
116-21 |
|
LOW |
115-28 |
|
0.618 |
114-19 |
|
1.000 |
113-26 |
|
1.618 |
112-17 |
|
2.618 |
110-15 |
|
4.250 |
107-04 |
|
|
| Fisher Pivots for day following 14-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-29 |
117-20 |
| PP |
116-24 |
117-07 |
| S1 |
116-18 |
116-26 |
|