ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 07-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2008 |
07-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
118-30 |
118-17 |
-0-13 |
-0.3% |
119-16 |
| High |
119-08 |
118-26 |
-0-14 |
-0.4% |
119-16 |
| Low |
118-08 |
116-00 |
-2-08 |
-1.9% |
116-31 |
| Close |
118-11 |
116-23 |
-1-20 |
-1.4% |
118-25 |
| Range |
1-00 |
2-26 |
1-26 |
181.3% |
2-17 |
| ATR |
1-12 |
1-15 |
0-03 |
7.4% |
0-00 |
| Volume |
388,879 |
645,599 |
256,720 |
66.0% |
2,245,342 |
|
| Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-20 |
123-31 |
118-08 |
|
| R3 |
122-26 |
121-05 |
117-16 |
|
| R2 |
120-00 |
120-00 |
117-08 |
|
| R1 |
118-11 |
118-11 |
116-31 |
117-24 |
| PP |
117-06 |
117-06 |
117-06 |
116-28 |
| S1 |
115-17 |
115-17 |
116-15 |
114-30 |
| S2 |
114-12 |
114-12 |
116-06 |
|
| S3 |
111-18 |
112-23 |
115-30 |
|
| S4 |
108-24 |
109-29 |
115-06 |
|
|
| 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 |
116-00 |
3-19 |
3.1% |
1-16 |
1.3% |
20% |
False |
True |
474,625 |
| 10 |
119-19 |
116-00 |
3-19 |
3.1% |
1-12 |
1.2% |
20% |
False |
True |
456,533 |
| 20 |
121-24 |
116-00 |
5-24 |
4.9% |
1-13 |
1.2% |
13% |
False |
True |
480,544 |
| 40 |
121-24 |
112-21 |
9-03 |
7.8% |
1-07 |
1.0% |
45% |
False |
False |
364,493 |
| 60 |
121-24 |
112-21 |
9-03 |
7.8% |
1-01 |
0.9% |
45% |
False |
False |
404,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-24 |
|
2.618 |
126-06 |
|
1.618 |
123-12 |
|
1.000 |
121-20 |
|
0.618 |
120-18 |
|
HIGH |
118-26 |
|
0.618 |
117-24 |
|
0.500 |
117-13 |
|
0.382 |
117-02 |
|
LOW |
116-00 |
|
0.618 |
114-08 |
|
1.000 |
113-06 |
|
1.618 |
111-14 |
|
2.618 |
108-20 |
|
4.250 |
104-02 |
|
|
| Fisher Pivots for day following 07-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-13 |
117-26 |
| PP |
117-06 |
117-14 |
| S1 |
116-30 |
117-02 |
|