ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 06-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2008 |
06-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
118-04 |
118-30 |
0-26 |
0.7% |
119-16 |
| High |
119-19 |
119-08 |
-0-11 |
-0.3% |
119-16 |
| Low |
117-29 |
118-08 |
0-11 |
0.3% |
116-31 |
| Close |
118-25 |
118-11 |
-0-14 |
-0.4% |
118-25 |
| Range |
1-22 |
1-00 |
-0-22 |
-40.7% |
2-17 |
| ATR |
1-13 |
1-12 |
-0-01 |
-2.1% |
0-00 |
| Volume |
471,705 |
388,879 |
-82,826 |
-17.6% |
2,245,342 |
|
| Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-20 |
120-31 |
118-29 |
|
| R3 |
120-20 |
119-31 |
118-20 |
|
| R2 |
119-20 |
119-20 |
118-17 |
|
| R1 |
118-31 |
118-31 |
118-14 |
118-26 |
| PP |
118-20 |
118-20 |
118-20 |
118-17 |
| S1 |
117-31 |
117-31 |
118-08 |
117-26 |
| S2 |
117-20 |
117-20 |
118-05 |
|
| S3 |
116-20 |
116-31 |
118-02 |
|
| S4 |
115-20 |
115-31 |
117-25 |
|
|
| 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 |
119-19 |
117-29 |
1-22 |
1.4% |
1-04 |
0.9% |
26% |
False |
False |
456,072 |
| 10 |
119-28 |
116-31 |
2-29 |
2.5% |
1-12 |
1.2% |
47% |
False |
False |
457,553 |
| 20 |
121-24 |
116-21 |
5-03 |
4.3% |
1-09 |
1.1% |
33% |
False |
False |
467,221 |
| 40 |
121-24 |
112-21 |
9-03 |
7.7% |
1-06 |
1.0% |
63% |
False |
False |
356,248 |
| 60 |
121-24 |
112-21 |
9-03 |
7.7% |
1-00 |
0.8% |
63% |
False |
False |
401,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-16 |
|
2.618 |
121-28 |
|
1.618 |
120-28 |
|
1.000 |
120-08 |
|
0.618 |
119-28 |
|
HIGH |
119-08 |
|
0.618 |
118-28 |
|
0.500 |
118-24 |
|
0.382 |
118-20 |
|
LOW |
118-08 |
|
0.618 |
117-20 |
|
1.000 |
117-08 |
|
1.618 |
116-20 |
|
2.618 |
115-20 |
|
4.250 |
114-00 |
|
|
| Fisher Pivots for day following 06-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-24 |
118-24 |
| PP |
118-20 |
118-20 |
| S1 |
118-15 |
118-15 |
|