ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 20-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2008 |
20-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
117-01 |
115-27 |
-1-06 |
-1.0% |
118-28 |
| High |
117-03 |
116-12 |
-0-23 |
-0.6% |
119-25 |
| Low |
115-20 |
115-07 |
-0-13 |
-0.4% |
115-28 |
| Close |
116-02 |
115-29 |
-0-05 |
-0.1% |
117-00 |
| Range |
1-15 |
1-05 |
-0-10 |
-21.3% |
3-29 |
| ATR |
1-18 |
1-17 |
-0-01 |
-1.8% |
0-00 |
| Volume |
314,484 |
421,502 |
107,018 |
34.0% |
2,165,298 |
|
| Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-10 |
118-24 |
116-17 |
|
| R3 |
118-05 |
117-19 |
116-07 |
|
| R2 |
117-00 |
117-00 |
116-04 |
|
| R1 |
116-14 |
116-14 |
116-00 |
116-23 |
| PP |
115-27 |
115-27 |
115-27 |
115-31 |
| S1 |
115-09 |
115-09 |
115-26 |
115-18 |
| S2 |
114-22 |
114-22 |
115-22 |
|
| S3 |
113-17 |
114-04 |
115-19 |
|
| S4 |
112-12 |
112-31 |
115-09 |
|
|
| 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 |
118-28 |
115-07 |
3-21 |
3.2% |
1-13 |
1.2% |
19% |
False |
True |
425,880 |
| 10 |
120-10 |
115-07 |
5-03 |
4.4% |
1-16 |
1.3% |
13% |
False |
True |
439,578 |
| 20 |
122-28 |
115-07 |
7-21 |
6.6% |
1-20 |
1.4% |
9% |
False |
True |
477,429 |
| 40 |
122-28 |
113-13 |
9-15 |
8.2% |
1-15 |
1.3% |
26% |
False |
False |
382,451 |
| 60 |
122-28 |
113-13 |
9-15 |
8.2% |
1-15 |
1.3% |
26% |
False |
False |
351,827 |
| 80 |
122-28 |
112-09 |
10-19 |
9.1% |
1-10 |
1.1% |
34% |
False |
False |
264,924 |
| 100 |
122-28 |
110-01 |
12-27 |
11.1% |
1-05 |
1.0% |
46% |
False |
False |
211,982 |
| 120 |
122-28 |
109-24 |
13-04 |
11.3% |
1-01 |
0.9% |
47% |
False |
False |
176,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-09 |
|
2.618 |
119-13 |
|
1.618 |
118-08 |
|
1.000 |
117-17 |
|
0.618 |
117-03 |
|
HIGH |
116-12 |
|
0.618 |
115-30 |
|
0.500 |
115-26 |
|
0.382 |
115-21 |
|
LOW |
115-07 |
|
0.618 |
114-16 |
|
1.000 |
114-02 |
|
1.618 |
113-11 |
|
2.618 |
112-06 |
|
4.250 |
110-10 |
|
|
| Fisher Pivots for day following 20-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-28 |
116-08 |
| PP |
115-27 |
116-04 |
| S1 |
115-26 |
116-00 |
|