ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 14-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2008 |
14-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
117-06 |
116-25 |
-0-13 |
-0.3% |
118-19 |
| High |
117-23 |
116-26 |
-0-29 |
-0.8% |
119-19 |
| Low |
116-16 |
114-24 |
-1-24 |
-1.5% |
116-00 |
| Close |
116-30 |
115-07 |
-1-23 |
-1.5% |
117-20 |
| Range |
1-07 |
2-02 |
0-27 |
69.2% |
3-19 |
| ATR |
1-13 |
1-15 |
0-02 |
3.9% |
0-00 |
| Volume |
449,006 |
597,105 |
148,099 |
33.0% |
2,246,406 |
|
| Daily Pivots for day following 14-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-25 |
120-18 |
116-11 |
|
| R3 |
119-23 |
118-16 |
115-25 |
|
| R2 |
117-21 |
117-21 |
115-19 |
|
| R1 |
116-14 |
116-14 |
115-13 |
116-00 |
| PP |
115-19 |
115-19 |
115-19 |
115-12 |
| S1 |
114-12 |
114-12 |
115-01 |
113-30 |
| S2 |
113-17 |
113-17 |
114-27 |
|
| S3 |
111-15 |
112-10 |
114-21 |
|
| S4 |
109-13 |
110-08 |
114-03 |
|
|
| 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 |
118-20 |
114-24 |
3-28 |
3.4% |
1-13 |
1.2% |
12% |
False |
True |
440,323 |
| 10 |
119-19 |
114-24 |
4-27 |
4.2% |
1-14 |
1.3% |
10% |
False |
True |
457,474 |
| 20 |
121-24 |
114-24 |
7-00 |
6.1% |
1-18 |
1.4% |
7% |
False |
True |
482,293 |
| 40 |
121-24 |
112-29 |
8-27 |
7.7% |
1-07 |
1.1% |
26% |
False |
False |
381,640 |
| 60 |
121-24 |
112-21 |
9-03 |
7.9% |
1-04 |
1.0% |
28% |
False |
False |
410,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-18 |
|
2.618 |
122-07 |
|
1.618 |
120-05 |
|
1.000 |
118-28 |
|
0.618 |
118-03 |
|
HIGH |
116-26 |
|
0.618 |
116-01 |
|
0.500 |
115-25 |
|
0.382 |
115-17 |
|
LOW |
114-24 |
|
0.618 |
113-15 |
|
1.000 |
112-22 |
|
1.618 |
111-13 |
|
2.618 |
109-11 |
|
4.250 |
106-00 |
|
|
| Fisher Pivots for day following 14-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-25 |
116-16 |
| PP |
115-19 |
116-02 |
| S1 |
115-13 |
115-21 |
|