ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 05-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2008 |
05-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
118-10 |
117-15 |
-0-28 |
-0.7% |
115-27 |
| High |
118-23 |
117-30 |
-0-25 |
-0.7% |
118-29 |
| Low |
117-06 |
116-04 |
-1-03 |
-0.9% |
114-16 |
| Close |
117-28 |
116-10 |
-1-18 |
-1.3% |
118-20 |
| Range |
1-16 |
1-26 |
0-10 |
20.6% |
4-13 |
| ATR |
1-13 |
1-14 |
0-01 |
2.2% |
0-00 |
| Volume |
660,788 |
682,465 |
21,677 |
3.3% |
4,599,071 |
|
| Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-09 |
121-04 |
117-10 |
|
| R3 |
120-14 |
119-09 |
116-26 |
|
| R2 |
118-20 |
118-20 |
116-21 |
|
| R1 |
117-15 |
117-15 |
116-15 |
117-04 |
| PP |
116-25 |
116-25 |
116-25 |
116-20 |
| S1 |
115-20 |
115-20 |
116-05 |
115-10 |
| S2 |
114-31 |
114-31 |
115-31 |
|
| S3 |
113-04 |
113-26 |
115-26 |
|
| S4 |
111-10 |
111-31 |
115-10 |
|
|
| 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 |
115-04 |
3-27 |
3.3% |
1-21 |
1.4% |
31% |
False |
False |
837,169 |
| 10 |
118-31 |
114-16 |
4-15 |
3.8% |
1-10 |
1.1% |
41% |
False |
False |
771,151 |
| 20 |
119-08 |
113-31 |
5-09 |
4.5% |
1-12 |
1.2% |
44% |
False |
False |
616,461 |
| 40 |
121-24 |
113-31 |
7-25 |
6.7% |
1-11 |
1.1% |
30% |
False |
False |
540,683 |
| 60 |
121-24 |
112-21 |
9-03 |
7.8% |
1-08 |
1.1% |
40% |
False |
False |
443,971 |
| 80 |
121-24 |
112-21 |
9-03 |
7.8% |
1-02 |
0.9% |
40% |
False |
False |
456,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-23 |
|
2.618 |
122-23 |
|
1.618 |
120-29 |
|
1.000 |
119-24 |
|
0.618 |
119-02 |
|
HIGH |
117-30 |
|
0.618 |
117-08 |
|
0.500 |
117-01 |
|
0.382 |
116-26 |
|
LOW |
116-04 |
|
0.618 |
114-31 |
|
1.000 |
114-09 |
|
1.618 |
113-05 |
|
2.618 |
111-10 |
|
4.250 |
108-11 |
|
|
| Fisher Pivots for day following 05-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-01 |
117-17 |
| PP |
116-25 |
117-04 |
| S1 |
116-18 |
116-23 |
|