ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 04-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2008 |
04-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
118-29 |
118-10 |
-0-18 |
-0.5% |
115-27 |
| High |
118-31 |
118-23 |
-0-08 |
-0.2% |
118-29 |
| Low |
117-30 |
117-06 |
-0-24 |
-0.6% |
114-16 |
| Close |
118-18 |
117-28 |
-0-22 |
-0.6% |
118-20 |
| Range |
1-00 |
1-16 |
0-16 |
49.2% |
4-13 |
| ATR |
1-12 |
1-13 |
0-00 |
0.6% |
0-00 |
| Volume |
678,444 |
660,788 |
-17,656 |
-2.6% |
4,599,071 |
|
| Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-15 |
121-22 |
118-22 |
|
| R3 |
120-31 |
120-05 |
118-09 |
|
| R2 |
119-14 |
119-14 |
118-04 |
|
| R1 |
118-21 |
118-21 |
118-00 |
118-09 |
| PP |
117-30 |
117-30 |
117-30 |
117-24 |
| S1 |
117-04 |
117-04 |
117-23 |
116-25 |
| S2 |
116-13 |
116-13 |
117-19 |
|
| S3 |
114-29 |
115-20 |
117-14 |
|
| S4 |
113-12 |
114-03 |
117-01 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-18 |
129-00 |
121-02 |
|
| R3 |
126-05 |
124-19 |
119-27 |
|
| R2 |
121-24 |
121-24 |
119-14 |
|
| R1 |
120-06 |
120-06 |
119-01 |
120-31 |
| PP |
117-11 |
117-11 |
117-11 |
117-24 |
| S1 |
115-25 |
115-25 |
118-07 |
116-18 |
| S2 |
112-30 |
112-30 |
117-26 |
|
| S3 |
108-17 |
111-12 |
117-13 |
|
| S4 |
104-04 |
106-31 |
116-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-31 |
114-16 |
4-15 |
3.8% |
1-16 |
1.3% |
75% |
False |
False |
917,912 |
| 10 |
118-31 |
113-31 |
5-00 |
4.2% |
1-08 |
1.1% |
78% |
False |
False |
766,252 |
| 20 |
119-19 |
113-31 |
5-20 |
4.8% |
1-12 |
1.2% |
69% |
False |
False |
605,923 |
| 40 |
121-24 |
113-31 |
7-25 |
6.6% |
1-10 |
1.1% |
50% |
False |
False |
530,934 |
| 60 |
121-24 |
112-21 |
9-03 |
7.7% |
1-07 |
1.0% |
57% |
False |
False |
439,586 |
| 80 |
121-24 |
112-21 |
9-03 |
7.7% |
1-02 |
0.9% |
57% |
False |
False |
452,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-05 |
|
2.618 |
122-22 |
|
1.618 |
121-05 |
|
1.000 |
120-08 |
|
0.618 |
119-21 |
|
HIGH |
118-23 |
|
0.618 |
118-04 |
|
0.500 |
117-31 |
|
0.382 |
117-25 |
|
LOW |
117-06 |
|
0.618 |
116-09 |
|
1.000 |
115-22 |
|
1.618 |
114-24 |
|
2.618 |
113-08 |
|
4.250 |
110-24 |
|
|
| Fisher Pivots for day following 04-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-31 |
118-01 |
| PP |
117-30 |
117-31 |
| S1 |
117-29 |
117-29 |
|