ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 21-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
114-20 |
115-01 |
0-13 |
0.4% |
117-19 |
| High |
115-04 |
116-14 |
1-10 |
1.1% |
118-20 |
| Low |
113-31 |
115-01 |
1-02 |
0.9% |
114-24 |
| Close |
114-23 |
116-03 |
1-12 |
1.2% |
115-27 |
| Range |
1-05 |
1-13 |
0-08 |
21.6% |
3-28 |
| ATR |
1-13 |
1-14 |
0-01 |
1.5% |
0-00 |
| Volume |
633,477 |
617,385 |
-16,092 |
-2.5% |
2,069,295 |
|
| Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-02 |
119-16 |
116-28 |
|
| R3 |
118-21 |
118-03 |
116-15 |
|
| R2 |
117-08 |
117-08 |
116-11 |
|
| R1 |
116-22 |
116-22 |
116-07 |
116-31 |
| PP |
115-27 |
115-27 |
115-27 |
116-00 |
| S1 |
115-09 |
115-09 |
115-31 |
115-18 |
| S2 |
114-14 |
114-14 |
115-27 |
|
| S3 |
113-01 |
113-28 |
115-23 |
|
| S4 |
111-20 |
112-15 |
115-10 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-01 |
125-26 |
117-31 |
|
| R3 |
124-05 |
121-30 |
116-29 |
|
| R2 |
120-09 |
120-09 |
116-18 |
|
| R1 |
118-02 |
118-02 |
116-06 |
117-08 |
| PP |
116-13 |
116-13 |
116-13 |
116-00 |
| S1 |
114-06 |
114-06 |
115-16 |
113-12 |
| S2 |
112-17 |
112-17 |
115-04 |
|
| S3 |
108-21 |
110-10 |
114-25 |
|
| S4 |
104-25 |
106-14 |
113-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-26 |
113-31 |
2-27 |
2.4% |
1-13 |
1.2% |
75% |
False |
False |
519,222 |
| 10 |
118-26 |
113-31 |
4-27 |
4.2% |
1-15 |
1.3% |
44% |
False |
False |
484,622 |
| 20 |
119-28 |
113-31 |
5-29 |
5.1% |
1-13 |
1.2% |
36% |
False |
False |
471,087 |
| 40 |
121-24 |
112-29 |
8-27 |
7.6% |
1-08 |
1.1% |
36% |
False |
False |
405,111 |
| 60 |
121-24 |
112-21 |
9-03 |
7.8% |
1-07 |
1.0% |
38% |
False |
False |
424,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-13 |
|
2.618 |
120-04 |
|
1.618 |
118-23 |
|
1.000 |
117-27 |
|
0.618 |
117-10 |
|
HIGH |
116-14 |
|
0.618 |
115-29 |
|
0.500 |
115-24 |
|
0.382 |
115-18 |
|
LOW |
115-01 |
|
0.618 |
114-05 |
|
1.000 |
113-20 |
|
1.618 |
112-24 |
|
2.618 |
111-11 |
|
4.250 |
109-02 |
|
|
| Fisher Pivots for day following 21-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-31 |
115-26 |
| PP |
115-27 |
115-16 |
| S1 |
115-24 |
115-06 |
|