ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 29-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
116-07 |
118-07 |
2-00 |
1.7% |
116-30 |
| High |
118-11 |
120-00 |
1-21 |
1.4% |
120-00 |
| Low |
116-07 |
118-07 |
2-00 |
1.7% |
115-14 |
| Close |
117-23 |
119-22 |
1-31 |
1.7% |
119-22 |
| Range |
2-04 |
1-25 |
-0-11 |
-16.2% |
4-18 |
| ATR |
1-15 |
1-17 |
0-02 |
3.9% |
0-00 |
| Volume |
728,597 |
830,151 |
101,554 |
13.9% |
3,036,054 |
|
| Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-21 |
123-30 |
120-21 |
|
| R3 |
122-28 |
122-05 |
120-06 |
|
| R2 |
121-03 |
121-03 |
120-00 |
|
| R1 |
120-12 |
120-12 |
119-27 |
120-24 |
| PP |
119-10 |
119-10 |
119-10 |
119-15 |
| S1 |
118-19 |
118-19 |
119-17 |
118-30 |
| S2 |
117-17 |
117-17 |
119-12 |
|
| S3 |
115-24 |
116-26 |
119-06 |
|
| S4 |
113-31 |
115-01 |
118-23 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-02 |
130-14 |
122-06 |
|
| R3 |
127-16 |
125-28 |
120-30 |
|
| R2 |
122-30 |
122-30 |
120-17 |
|
| R1 |
121-10 |
121-10 |
120-03 |
122-04 |
| PP |
118-12 |
118-12 |
118-12 |
118-25 |
| S1 |
116-24 |
116-24 |
119-09 |
117-18 |
| S2 |
113-26 |
113-26 |
118-27 |
|
| S3 |
109-08 |
112-06 |
118-14 |
|
| S4 |
104-22 |
107-20 |
117-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-00 |
115-14 |
4-18 |
3.8% |
1-15 |
1.2% |
93% |
True |
False |
607,210 |
| 10 |
120-00 |
115-07 |
4-25 |
4.0% |
1-11 |
1.1% |
93% |
True |
False |
555,258 |
| 20 |
120-20 |
115-07 |
5-13 |
4.5% |
1-14 |
1.2% |
83% |
False |
False |
502,039 |
| 40 |
122-28 |
115-07 |
7-21 |
6.4% |
1-15 |
1.2% |
58% |
False |
False |
465,053 |
| 60 |
122-28 |
113-13 |
9-15 |
7.9% |
1-14 |
1.2% |
66% |
False |
False |
397,078 |
| 80 |
122-28 |
113-07 |
9-21 |
8.1% |
1-12 |
1.1% |
67% |
False |
False |
317,794 |
| 100 |
122-28 |
110-01 |
12-27 |
10.7% |
1-07 |
1.0% |
75% |
False |
False |
254,305 |
| 120 |
122-28 |
109-24 |
13-04 |
11.0% |
1-04 |
0.9% |
76% |
False |
False |
211,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-18 |
|
2.618 |
124-21 |
|
1.618 |
122-28 |
|
1.000 |
121-25 |
|
0.618 |
121-03 |
|
HIGH |
120-00 |
|
0.618 |
119-10 |
|
0.500 |
119-04 |
|
0.382 |
118-29 |
|
LOW |
118-07 |
|
0.618 |
117-04 |
|
1.000 |
116-14 |
|
1.618 |
115-11 |
|
2.618 |
113-18 |
|
4.250 |
110-21 |
|
|
| Fisher Pivots for day following 29-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-16 |
119-02 |
| PP |
119-10 |
118-14 |
| S1 |
119-04 |
117-26 |
|