ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 28-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
116-02 |
116-07 |
0-05 |
0.1% |
117-01 |
| High |
116-25 |
118-11 |
1-18 |
1.3% |
117-27 |
| Low |
115-20 |
116-07 |
0-19 |
0.5% |
115-07 |
| Close |
116-07 |
117-23 |
1-16 |
1.3% |
117-02 |
| Range |
1-05 |
2-04 |
0-31 |
83.8% |
2-20 |
| ATR |
1-14 |
1-15 |
0-02 |
3.5% |
0-00 |
| Volume |
586,532 |
728,597 |
142,065 |
24.2% |
1,932,621 |
|
| Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-26 |
122-28 |
118-28 |
|
| R3 |
121-22 |
120-24 |
118-10 |
|
| R2 |
119-18 |
119-18 |
118-03 |
|
| R1 |
118-20 |
118-20 |
117-29 |
119-03 |
| PP |
117-14 |
117-14 |
117-14 |
117-21 |
| S1 |
116-16 |
116-16 |
117-17 |
116-31 |
| S2 |
115-10 |
115-10 |
117-11 |
|
| S3 |
113-06 |
114-12 |
117-04 |
|
| S4 |
111-02 |
112-08 |
116-18 |
|
|
| 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 |
118-11 |
115-14 |
2-29 |
2.5% |
1-10 |
1.1% |
78% |
True |
False |
556,391 |
| 10 |
118-11 |
115-07 |
3-04 |
2.7% |
1-12 |
1.2% |
80% |
True |
False |
516,280 |
| 20 |
120-20 |
115-07 |
5-13 |
4.6% |
1-13 |
1.2% |
46% |
False |
False |
481,246 |
| 40 |
122-28 |
115-07 |
7-21 |
6.5% |
1-15 |
1.2% |
33% |
False |
False |
446,524 |
| 60 |
122-28 |
113-13 |
9-15 |
8.0% |
1-14 |
1.2% |
46% |
False |
False |
391,105 |
| 80 |
122-28 |
112-09 |
10-19 |
9.0% |
1-12 |
1.2% |
51% |
False |
False |
307,422 |
| 100 |
122-28 |
110-01 |
12-27 |
10.9% |
1-07 |
1.0% |
60% |
False |
False |
246,004 |
| 120 |
122-28 |
109-24 |
13-04 |
11.1% |
1-03 |
0.9% |
61% |
False |
False |
205,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-12 |
|
2.618 |
123-29 |
|
1.618 |
121-25 |
|
1.000 |
120-15 |
|
0.618 |
119-21 |
|
HIGH |
118-11 |
|
0.618 |
117-17 |
|
0.500 |
117-09 |
|
0.382 |
117-01 |
|
LOW |
116-07 |
|
0.618 |
114-29 |
|
1.000 |
114-03 |
|
1.618 |
112-25 |
|
2.618 |
110-21 |
|
4.250 |
107-06 |
|
|
| Fisher Pivots for day following 28-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-18 |
117-14 |
| PP |
117-14 |
117-05 |
| S1 |
117-09 |
116-28 |
|