ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 21-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115-27 |
116-09 |
0-14 |
0.4% |
118-28 |
| High |
116-12 |
117-21 |
1-09 |
1.1% |
119-25 |
| Low |
115-07 |
116-09 |
1-02 |
0.9% |
115-28 |
| Close |
115-29 |
117-08 |
1-11 |
1.2% |
117-00 |
| Range |
1-05 |
1-12 |
0-07 |
18.9% |
3-29 |
| ATR |
1-17 |
1-17 |
0-01 |
1.1% |
0-00 |
| Volume |
421,502 |
620,583 |
199,081 |
47.2% |
2,165,298 |
|
| Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-06 |
120-19 |
118-00 |
|
| R3 |
119-26 |
119-07 |
117-20 |
|
| R2 |
118-14 |
118-14 |
117-16 |
|
| R1 |
117-27 |
117-27 |
117-12 |
118-04 |
| PP |
117-02 |
117-02 |
117-02 |
117-07 |
| S1 |
116-15 |
116-15 |
117-04 |
116-24 |
| S2 |
115-22 |
115-22 |
117-00 |
|
| S3 |
114-10 |
115-03 |
116-28 |
|
| S4 |
112-30 |
113-23 |
116-16 |
|
|
| 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 |
117-30 |
115-07 |
2-23 |
2.3% |
1-14 |
1.2% |
75% |
False |
False |
476,170 |
| 10 |
119-30 |
115-07 |
4-23 |
4.0% |
1-17 |
1.3% |
43% |
False |
False |
454,603 |
| 20 |
120-26 |
115-07 |
5-19 |
4.8% |
1-17 |
1.3% |
36% |
False |
False |
476,314 |
| 40 |
122-28 |
113-13 |
9-15 |
8.1% |
1-14 |
1.2% |
41% |
False |
False |
391,591 |
| 60 |
122-28 |
113-13 |
9-15 |
8.1% |
1-15 |
1.3% |
41% |
False |
False |
361,592 |
| 80 |
122-28 |
112-09 |
10-19 |
9.0% |
1-10 |
1.1% |
47% |
False |
False |
272,674 |
| 100 |
122-28 |
110-01 |
12-27 |
11.0% |
1-05 |
1.0% |
56% |
False |
False |
218,187 |
| 120 |
122-28 |
109-24 |
13-04 |
11.2% |
1-02 |
0.9% |
57% |
False |
False |
181,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-16 |
|
2.618 |
121-08 |
|
1.618 |
119-28 |
|
1.000 |
119-01 |
|
0.618 |
118-16 |
|
HIGH |
117-21 |
|
0.618 |
117-04 |
|
0.500 |
116-31 |
|
0.382 |
116-26 |
|
LOW |
116-09 |
|
0.618 |
115-14 |
|
1.000 |
114-29 |
|
1.618 |
114-02 |
|
2.618 |
112-22 |
|
4.250 |
110-14 |
|
|
| Fisher Pivots for day following 21-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-05 |
116-31 |
| PP |
117-02 |
116-23 |
| S1 |
116-31 |
116-14 |
|