ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 08-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2008 |
08-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
118-17 |
116-21 |
-1-28 |
-1.6% |
118-19 |
| High |
118-26 |
117-27 |
-0-31 |
-0.8% |
119-19 |
| Low |
116-00 |
116-17 |
0-17 |
0.5% |
116-00 |
| Close |
116-23 |
117-20 |
0-29 |
0.8% |
117-20 |
| Range |
2-26 |
1-10 |
-1-16 |
-53.3% |
3-19 |
| ATR |
1-15 |
1-15 |
0-00 |
-0.8% |
0-00 |
| Volume |
645,599 |
451,470 |
-194,129 |
-30.1% |
2,246,406 |
|
| Daily Pivots for day following 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-09 |
120-24 |
118-11 |
|
| R3 |
119-31 |
119-14 |
118-00 |
|
| R2 |
118-21 |
118-21 |
117-28 |
|
| R1 |
118-04 |
118-04 |
117-24 |
118-12 |
| PP |
117-11 |
117-11 |
117-11 |
117-15 |
| S1 |
116-26 |
116-26 |
117-16 |
117-02 |
| S2 |
116-01 |
116-01 |
117-12 |
|
| S3 |
114-23 |
115-16 |
117-08 |
|
| S4 |
113-13 |
114-06 |
116-29 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-17 |
126-21 |
119-19 |
|
| R3 |
124-30 |
123-02 |
118-20 |
|
| R2 |
121-11 |
121-11 |
118-09 |
|
| R1 |
119-15 |
119-15 |
117-31 |
118-20 |
| PP |
117-24 |
117-24 |
117-24 |
117-10 |
| S1 |
115-28 |
115-28 |
117-09 |
115-00 |
| S2 |
114-05 |
114-05 |
116-31 |
|
| S3 |
110-18 |
112-09 |
116-20 |
|
| S4 |
106-31 |
108-22 |
115-21 |
|
|
| 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% |
45% |
False |
False |
449,281 |
| 10 |
119-19 |
116-00 |
3-19 |
3.1% |
1-11 |
1.1% |
45% |
False |
False |
449,174 |
| 20 |
121-24 |
116-00 |
5-24 |
4.9% |
1-13 |
1.2% |
28% |
False |
False |
480,001 |
| 40 |
121-24 |
112-21 |
9-03 |
7.7% |
1-06 |
1.0% |
55% |
False |
False |
367,645 |
| 60 |
121-24 |
112-21 |
9-03 |
7.7% |
1-02 |
0.9% |
55% |
False |
False |
406,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-14 |
|
2.618 |
121-09 |
|
1.618 |
119-31 |
|
1.000 |
119-05 |
|
0.618 |
118-21 |
|
HIGH |
117-27 |
|
0.618 |
117-11 |
|
0.500 |
117-06 |
|
0.382 |
117-01 |
|
LOW |
116-17 |
|
0.618 |
115-23 |
|
1.000 |
115-07 |
|
1.618 |
114-13 |
|
2.618 |
113-03 |
|
4.250 |
110-30 |
|
|
| Fisher Pivots for day following 08-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-15 |
117-20 |
| PP |
117-11 |
117-20 |
| S1 |
117-06 |
117-20 |
|