ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 19-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2008 |
19-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
116-17 |
117-01 |
0-16 |
0.4% |
118-28 |
| High |
117-08 |
117-03 |
-0-05 |
-0.1% |
119-25 |
| Low |
116-05 |
115-20 |
-0-17 |
-0.5% |
115-28 |
| Close |
117-00 |
116-02 |
-0-30 |
-0.8% |
117-00 |
| Range |
1-03 |
1-15 |
0-12 |
34.3% |
3-29 |
| ATR |
1-18 |
1-18 |
0-00 |
-0.4% |
0-00 |
| Volume |
583,911 |
314,484 |
-269,427 |
-46.1% |
2,165,298 |
|
| Daily Pivots for day following 19-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-21 |
119-27 |
116-28 |
|
| R3 |
119-06 |
118-12 |
116-15 |
|
| R2 |
117-23 |
117-23 |
116-11 |
|
| R1 |
116-29 |
116-29 |
116-06 |
116-18 |
| PP |
116-08 |
116-08 |
116-08 |
116-03 |
| S1 |
115-14 |
115-14 |
115-30 |
115-04 |
| S2 |
114-25 |
114-25 |
115-25 |
|
| S3 |
113-10 |
113-31 |
115-21 |
|
| S4 |
111-27 |
112-16 |
115-08 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-09 |
127-01 |
119-05 |
|
| R3 |
125-12 |
123-04 |
118-02 |
|
| R2 |
121-15 |
121-15 |
117-23 |
|
| R1 |
119-07 |
119-07 |
117-11 |
118-12 |
| PP |
117-18 |
117-18 |
117-18 |
117-04 |
| S1 |
115-10 |
115-10 |
116-21 |
114-16 |
| S2 |
113-21 |
113-21 |
116-09 |
|
| S3 |
109-24 |
111-13 |
115-30 |
|
| S4 |
105-27 |
107-16 |
114-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-13 |
115-20 |
3-25 |
3.3% |
1-15 |
1.3% |
12% |
False |
True |
407,067 |
| 10 |
120-20 |
115-20 |
5-00 |
4.3% |
1-19 |
1.4% |
9% |
False |
True |
426,116 |
| 20 |
122-28 |
115-20 |
7-08 |
6.2% |
1-22 |
1.5% |
6% |
False |
True |
471,597 |
| 40 |
122-28 |
113-13 |
9-15 |
8.2% |
1-14 |
1.3% |
28% |
False |
False |
380,373 |
| 60 |
122-28 |
113-13 |
9-15 |
8.2% |
1-15 |
1.3% |
28% |
False |
False |
345,080 |
| 80 |
122-28 |
112-09 |
10-19 |
9.1% |
1-10 |
1.1% |
36% |
False |
False |
259,658 |
| 100 |
122-28 |
110-01 |
12-27 |
11.1% |
1-04 |
1.0% |
47% |
False |
False |
207,769 |
| 120 |
122-28 |
109-24 |
13-04 |
11.3% |
1-01 |
0.9% |
48% |
False |
False |
173,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-11 |
|
2.618 |
120-30 |
|
1.618 |
119-15 |
|
1.000 |
118-18 |
|
0.618 |
118-00 |
|
HIGH |
117-03 |
|
0.618 |
116-17 |
|
0.500 |
116-12 |
|
0.382 |
116-06 |
|
LOW |
115-20 |
|
0.618 |
114-23 |
|
1.000 |
114-05 |
|
1.618 |
113-08 |
|
2.618 |
111-25 |
|
4.250 |
109-12 |
|
|
| Fisher Pivots for day following 19-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-12 |
116-25 |
| PP |
116-08 |
116-17 |
| S1 |
116-05 |
116-10 |
|