ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 22-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2008 |
22-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
116-09 |
117-11 |
1-02 |
0.9% |
117-01 |
| High |
117-21 |
117-27 |
0-06 |
0.2% |
117-27 |
| Low |
116-09 |
116-28 |
0-19 |
0.5% |
115-07 |
| Close |
117-08 |
117-02 |
-0-06 |
-0.2% |
117-02 |
| Range |
1-12 |
0-31 |
-0-13 |
-29.5% |
2-20 |
| ATR |
1-17 |
1-16 |
-0-01 |
-2.6% |
0-00 |
| Volume |
620,583 |
576,052 |
-44,531 |
-7.2% |
1,932,621 |
|
| Daily Pivots for day following 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-05 |
119-19 |
117-19 |
|
| R3 |
119-06 |
118-20 |
117-11 |
|
| R2 |
118-07 |
118-07 |
117-08 |
|
| R1 |
117-21 |
117-21 |
117-05 |
117-14 |
| PP |
117-08 |
117-08 |
117-08 |
117-05 |
| S1 |
116-22 |
116-22 |
116-31 |
116-16 |
| S2 |
116-09 |
116-09 |
116-28 |
|
| S3 |
115-10 |
115-23 |
116-25 |
|
| S4 |
114-11 |
114-24 |
116-17 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-19 |
123-14 |
118-16 |
|
| R3 |
121-31 |
120-26 |
117-25 |
|
| R2 |
119-11 |
119-11 |
117-17 |
|
| R1 |
118-06 |
118-06 |
117-10 |
118-24 |
| PP |
116-23 |
116-23 |
116-23 |
117-00 |
| S1 |
115-18 |
115-18 |
116-26 |
116-04 |
| S2 |
114-03 |
114-03 |
116-19 |
|
| S3 |
111-15 |
112-30 |
116-11 |
|
| S4 |
108-27 |
110-10 |
115-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-27 |
115-07 |
2-20 |
2.2% |
1-07 |
1.0% |
70% |
True |
False |
503,306 |
| 10 |
119-25 |
115-07 |
4-18 |
3.9% |
1-11 |
1.2% |
40% |
False |
False |
473,632 |
| 20 |
120-20 |
115-07 |
5-13 |
4.6% |
1-14 |
1.2% |
34% |
False |
False |
464,597 |
| 40 |
122-28 |
113-13 |
9-15 |
8.1% |
1-15 |
1.2% |
39% |
False |
False |
401,088 |
| 60 |
122-28 |
113-13 |
9-15 |
8.1% |
1-14 |
1.2% |
39% |
False |
False |
371,024 |
| 80 |
122-28 |
112-09 |
10-19 |
9.0% |
1-10 |
1.1% |
45% |
False |
False |
279,861 |
| 100 |
122-28 |
110-01 |
12-27 |
11.0% |
1-05 |
1.0% |
55% |
False |
False |
223,948 |
| 120 |
122-28 |
109-24 |
13-04 |
11.2% |
1-02 |
0.9% |
56% |
False |
False |
186,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-31 |
|
2.618 |
120-12 |
|
1.618 |
119-13 |
|
1.000 |
118-26 |
|
0.618 |
118-14 |
|
HIGH |
117-27 |
|
0.618 |
117-15 |
|
0.500 |
117-12 |
|
0.382 |
117-08 |
|
LOW |
116-28 |
|
0.618 |
116-09 |
|
1.000 |
115-29 |
|
1.618 |
115-10 |
|
2.618 |
114-11 |
|
4.250 |
112-24 |
|
|
| Fisher Pivots for day following 22-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-12 |
116-28 |
| PP |
117-08 |
116-23 |
| S1 |
117-05 |
116-17 |
|