ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 01-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2008 |
01-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
118-01 |
118-24 |
0-23 |
0.6% |
119-16 |
| High |
118-31 |
119-07 |
0-08 |
0.2% |
119-16 |
| Low |
118-00 |
117-30 |
-0-02 |
-0.1% |
116-31 |
| Close |
118-11 |
118-25 |
0-14 |
0.4% |
118-25 |
| Range |
0-31 |
1-09 |
0-10 |
32.3% |
2-17 |
| ATR |
1-14 |
1-14 |
0-00 |
-0.8% |
0-00 |
| Volume |
552,836 |
578,191 |
25,355 |
4.6% |
2,245,342 |
|
| Daily Pivots for day following 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-16 |
121-29 |
119-16 |
|
| R3 |
121-07 |
120-20 |
119-04 |
|
| R2 |
119-30 |
119-30 |
119-01 |
|
| R1 |
119-11 |
119-11 |
118-29 |
119-20 |
| PP |
118-21 |
118-21 |
118-21 |
118-25 |
| S1 |
118-02 |
118-02 |
118-21 |
118-12 |
| S2 |
117-12 |
117-12 |
118-17 |
|
| S3 |
116-03 |
116-25 |
118-14 |
|
| S4 |
114-26 |
115-16 |
118-02 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-00 |
124-30 |
120-06 |
|
| R3 |
123-15 |
122-13 |
119-15 |
|
| R2 |
120-30 |
120-30 |
119-08 |
|
| R1 |
119-28 |
119-28 |
119-00 |
119-04 |
| PP |
118-13 |
118-13 |
118-13 |
118-02 |
| S1 |
117-11 |
117-11 |
118-18 |
116-20 |
| S2 |
115-28 |
115-28 |
118-10 |
|
| S3 |
113-11 |
114-26 |
118-03 |
|
| S4 |
110-26 |
112-09 |
117-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-16 |
116-31 |
2-17 |
2.1% |
1-06 |
1.0% |
72% |
False |
False |
449,068 |
| 10 |
121-24 |
116-31 |
4-25 |
4.0% |
1-21 |
1.4% |
38% |
False |
False |
519,194 |
| 20 |
121-24 |
116-20 |
5-04 |
4.3% |
1-09 |
1.1% |
42% |
False |
False |
460,248 |
| 40 |
121-24 |
112-21 |
9-03 |
7.7% |
1-05 |
1.0% |
67% |
False |
False |
358,649 |
| 60 |
121-24 |
112-21 |
9-03 |
7.7% |
0-30 |
0.8% |
67% |
False |
False |
402,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-21 |
|
2.618 |
122-18 |
|
1.618 |
121-09 |
|
1.000 |
120-16 |
|
0.618 |
120-00 |
|
HIGH |
119-07 |
|
0.618 |
118-23 |
|
0.500 |
118-18 |
|
0.382 |
118-14 |
|
LOW |
117-30 |
|
0.618 |
117-05 |
|
1.000 |
116-21 |
|
1.618 |
115-28 |
|
2.618 |
114-19 |
|
4.250 |
112-16 |
|
|
| Fisher Pivots for day following 01-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-23 |
118-18 |
| PP |
118-21 |
118-10 |
| S1 |
118-18 |
118-03 |
|