ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 25-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2008 |
25-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
116-03 |
115-27 |
-0-08 |
-0.2% |
115-26 |
| High |
116-21 |
115-27 |
-0-26 |
-0.7% |
116-21 |
| Low |
115-23 |
114-22 |
-1-01 |
-0.9% |
113-31 |
| Close |
115-29 |
114-24 |
-1-05 |
-1.0% |
115-29 |
| Range |
0-30 |
1-05 |
0-07 |
23.3% |
2-22 |
| ATR |
1-13 |
1-13 |
0-00 |
-0.9% |
0-00 |
| Volume |
473,359 |
564,237 |
90,878 |
19.2% |
2,153,220 |
|
| Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-18 |
117-26 |
115-12 |
|
| R3 |
117-13 |
116-21 |
115-02 |
|
| R2 |
116-08 |
116-08 |
114-31 |
|
| R1 |
115-16 |
115-16 |
114-27 |
115-10 |
| PP |
115-03 |
115-03 |
115-03 |
115-00 |
| S1 |
114-11 |
114-11 |
114-21 |
114-04 |
| S2 |
113-30 |
113-30 |
114-17 |
|
| S3 |
112-25 |
113-06 |
114-14 |
|
| S4 |
111-20 |
112-01 |
114-04 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-18 |
122-14 |
117-12 |
|
| R3 |
120-28 |
119-24 |
116-21 |
|
| R2 |
118-06 |
118-06 |
116-13 |
|
| R1 |
117-02 |
117-02 |
116-05 |
117-20 |
| PP |
115-16 |
115-16 |
115-16 |
115-26 |
| S1 |
114-12 |
114-12 |
115-21 |
114-30 |
| S2 |
112-26 |
112-26 |
115-13 |
|
| S3 |
110-04 |
111-22 |
115-05 |
|
| S4 |
107-14 |
109-00 |
114-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-21 |
113-31 |
2-22 |
2.3% |
1-06 |
1.0% |
29% |
False |
False |
543,491 |
| 10 |
118-20 |
113-31 |
4-21 |
4.1% |
1-09 |
1.1% |
17% |
False |
False |
478,675 |
| 20 |
119-19 |
113-31 |
5-20 |
4.9% |
1-10 |
1.1% |
14% |
False |
False |
463,925 |
| 40 |
121-24 |
113-15 |
8-09 |
7.2% |
1-09 |
1.1% |
15% |
False |
False |
427,907 |
| 60 |
121-24 |
112-21 |
9-03 |
7.9% |
1-06 |
1.0% |
23% |
False |
False |
413,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-24 |
|
2.618 |
118-28 |
|
1.618 |
117-23 |
|
1.000 |
117-00 |
|
0.618 |
116-18 |
|
HIGH |
115-27 |
|
0.618 |
115-13 |
|
0.500 |
115-08 |
|
0.382 |
115-04 |
|
LOW |
114-22 |
|
0.618 |
113-31 |
|
1.000 |
113-17 |
|
1.618 |
112-26 |
|
2.618 |
111-21 |
|
4.250 |
109-25 |
|
|
| Fisher Pivots for day following 25-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-08 |
115-22 |
| PP |
115-03 |
115-12 |
| S1 |
114-30 |
115-02 |
|