ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 04-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2008 |
04-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
118-24 |
118-19 |
-0-05 |
-0.1% |
119-16 |
| High |
119-07 |
118-23 |
-0-16 |
-0.4% |
119-16 |
| Low |
117-30 |
118-02 |
0-04 |
0.1% |
116-31 |
| Close |
118-25 |
118-07 |
-0-18 |
-0.5% |
118-25 |
| Range |
1-09 |
0-21 |
-0-20 |
-48.8% |
2-17 |
| ATR |
1-14 |
1-12 |
-0-02 |
-3.6% |
0-00 |
| Volume |
578,191 |
288,753 |
-289,438 |
-50.1% |
2,245,342 |
|
| Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-10 |
119-29 |
118-19 |
|
| R3 |
119-21 |
119-08 |
118-13 |
|
| R2 |
119-00 |
119-00 |
118-11 |
|
| R1 |
118-19 |
118-19 |
118-09 |
118-15 |
| PP |
118-11 |
118-11 |
118-11 |
118-08 |
| S1 |
117-30 |
117-30 |
118-05 |
117-26 |
| S2 |
117-22 |
117-22 |
118-03 |
|
| S3 |
117-01 |
117-09 |
118-01 |
|
| S4 |
116-12 |
116-20 |
117-27 |
|
|
| 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 |
119-07 |
116-31 |
2-08 |
1.9% |
1-05 |
1.0% |
56% |
False |
False |
439,576 |
| 10 |
121-24 |
116-31 |
4-25 |
4.0% |
1-20 |
1.4% |
26% |
False |
False |
517,562 |
| 20 |
121-24 |
116-21 |
5-03 |
4.3% |
1-08 |
1.1% |
31% |
False |
False |
455,946 |
| 40 |
121-24 |
112-21 |
9-03 |
7.7% |
1-05 |
1.0% |
61% |
False |
False |
356,418 |
| 60 |
121-24 |
112-21 |
9-03 |
7.7% |
0-30 |
0.8% |
61% |
False |
False |
401,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-16 |
|
2.618 |
120-14 |
|
1.618 |
119-25 |
|
1.000 |
119-12 |
|
0.618 |
119-04 |
|
HIGH |
118-23 |
|
0.618 |
118-15 |
|
0.500 |
118-12 |
|
0.382 |
118-10 |
|
LOW |
118-02 |
|
0.618 |
117-21 |
|
1.000 |
117-13 |
|
1.618 |
117-00 |
|
2.618 |
116-11 |
|
4.250 |
115-09 |
|
|
| Fisher Pivots for day following 04-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-12 |
118-18 |
| PP |
118-11 |
118-15 |
| S1 |
118-09 |
118-11 |
|