ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 26-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115-27 |
114-23 |
-1-04 |
-1.0% |
115-26 |
| High |
115-27 |
115-01 |
-0-26 |
-0.7% |
116-21 |
| Low |
114-22 |
114-21 |
-0-01 |
0.0% |
113-31 |
| Close |
114-24 |
114-29 |
0-05 |
0.1% |
115-29 |
| Range |
1-05 |
0-12 |
-0-25 |
-67.6% |
2-22 |
| ATR |
1-13 |
1-10 |
-0-02 |
-5.2% |
0-00 |
| Volume |
564,237 |
784,504 |
220,267 |
39.0% |
2,153,220 |
|
| Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-00 |
115-26 |
115-04 |
|
| R3 |
115-20 |
115-14 |
115-00 |
|
| R2 |
115-08 |
115-08 |
114-31 |
|
| R1 |
115-02 |
115-02 |
114-30 |
115-05 |
| PP |
114-28 |
114-28 |
114-28 |
114-29 |
| S1 |
114-22 |
114-22 |
114-28 |
114-25 |
| S2 |
114-16 |
114-16 |
114-27 |
|
| S3 |
114-04 |
114-10 |
114-26 |
|
| S4 |
113-24 |
113-30 |
114-22 |
|
|
| 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% |
1-00 |
0.9% |
35% |
False |
False |
614,592 |
| 10 |
118-08 |
113-31 |
4-09 |
3.7% |
1-07 |
1.1% |
22% |
False |
False |
524,170 |
| 20 |
119-19 |
113-31 |
5-20 |
4.9% |
1-09 |
1.1% |
17% |
False |
False |
486,339 |
| 40 |
121-24 |
113-25 |
7-31 |
6.9% |
1-09 |
1.1% |
14% |
False |
False |
444,350 |
| 60 |
121-24 |
112-21 |
9-03 |
7.9% |
1-06 |
1.0% |
25% |
False |
False |
412,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-20 |
|
2.618 |
116-00 |
|
1.618 |
115-20 |
|
1.000 |
115-13 |
|
0.618 |
115-08 |
|
HIGH |
115-01 |
|
0.618 |
114-28 |
|
0.500 |
114-27 |
|
0.382 |
114-26 |
|
LOW |
114-21 |
|
0.618 |
114-14 |
|
1.000 |
114-09 |
|
1.618 |
114-02 |
|
2.618 |
113-22 |
|
4.250 |
113-02 |
|
|
| Fisher Pivots for day following 26-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-28 |
115-21 |
| PP |
114-28 |
115-13 |
| S1 |
114-27 |
115-05 |
|