ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 28-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115-01 |
115-04 |
0-03 |
0.1% |
115-26 |
| High |
115-15 |
117-08 |
1-25 |
1.5% |
116-21 |
| Low |
114-16 |
115-04 |
0-20 |
0.5% |
113-31 |
| Close |
115-04 |
116-20 |
1-16 |
1.3% |
115-29 |
| Range |
0-31 |
2-04 |
1-05 |
119.4% |
2-22 |
| ATR |
1-09 |
1-11 |
0-02 |
4.6% |
0-00 |
| Volume |
1,086,180 |
1,282,598 |
196,418 |
18.1% |
2,153,220 |
|
| Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-23 |
121-25 |
117-25 |
|
| R3 |
120-19 |
119-21 |
117-07 |
|
| R2 |
118-15 |
118-15 |
117-00 |
|
| R1 |
117-17 |
117-17 |
116-26 |
118-00 |
| PP |
116-11 |
116-11 |
116-11 |
116-18 |
| S1 |
115-13 |
115-13 |
116-14 |
115-28 |
| S2 |
114-07 |
114-07 |
116-08 |
|
| S3 |
112-03 |
113-09 |
116-01 |
|
| S4 |
109-31 |
111-05 |
115-15 |
|
|
| 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 |
117-08 |
114-16 |
2-24 |
2.4% |
1-04 |
1.0% |
77% |
True |
False |
838,175 |
| 10 |
117-08 |
113-31 |
3-09 |
2.8% |
1-08 |
1.1% |
81% |
True |
False |
678,699 |
| 20 |
119-19 |
113-31 |
5-20 |
4.8% |
1-10 |
1.1% |
47% |
False |
False |
565,873 |
| 40 |
121-24 |
113-31 |
7-25 |
6.7% |
1-09 |
1.1% |
34% |
False |
False |
497,938 |
| 60 |
121-24 |
112-21 |
9-03 |
7.8% |
1-07 |
1.0% |
44% |
False |
False |
422,546 |
| 80 |
121-24 |
112-21 |
9-03 |
7.8% |
1-00 |
0.9% |
44% |
False |
False |
442,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-09 |
|
2.618 |
122-26 |
|
1.618 |
120-22 |
|
1.000 |
119-12 |
|
0.618 |
118-18 |
|
HIGH |
117-08 |
|
0.618 |
116-14 |
|
0.500 |
116-06 |
|
0.382 |
115-30 |
|
LOW |
115-04 |
|
0.618 |
113-26 |
|
1.000 |
113-00 |
|
1.618 |
111-22 |
|
2.618 |
109-18 |
|
4.250 |
106-03 |
|
|
| Fisher Pivots for day following 28-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-15 |
116-12 |
| PP |
116-11 |
116-04 |
| S1 |
116-06 |
115-28 |
|