ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 06-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2008 |
06-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
117-15 |
116-09 |
-1-06 |
-1.0% |
115-27 |
| High |
117-30 |
117-02 |
-0-28 |
-0.8% |
118-29 |
| Low |
116-04 |
116-06 |
0-02 |
0.1% |
114-16 |
| Close |
116-10 |
116-18 |
0-08 |
0.2% |
118-20 |
| Range |
1-26 |
0-28 |
-0-30 |
-52.1% |
4-13 |
| ATR |
1-14 |
1-12 |
-0-01 |
-2.8% |
0-00 |
| Volume |
682,465 |
514,959 |
-167,506 |
-24.5% |
4,599,071 |
|
| Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-07 |
118-25 |
117-02 |
|
| R3 |
118-11 |
117-29 |
116-26 |
|
| R2 |
117-15 |
117-15 |
116-24 |
|
| R1 |
117-01 |
117-01 |
116-21 |
117-08 |
| PP |
116-19 |
116-19 |
116-19 |
116-23 |
| S1 |
116-05 |
116-05 |
116-16 |
116-12 |
| S2 |
115-23 |
115-23 |
116-13 |
|
| S3 |
114-27 |
115-09 |
116-11 |
|
| S4 |
113-31 |
114-13 |
116-03 |
|
|
| 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 |
116-04 |
2-28 |
2.5% |
1-13 |
1.2% |
16% |
False |
False |
683,641 |
| 10 |
118-31 |
114-16 |
4-15 |
3.8% |
1-08 |
1.1% |
47% |
False |
False |
760,908 |
| 20 |
118-31 |
113-31 |
5-00 |
4.3% |
1-12 |
1.2% |
52% |
False |
False |
622,765 |
| 40 |
121-24 |
113-31 |
7-25 |
6.7% |
1-11 |
1.1% |
34% |
False |
False |
544,993 |
| 60 |
121-24 |
112-21 |
9-03 |
7.8% |
1-08 |
1.1% |
43% |
False |
False |
445,087 |
| 80 |
121-24 |
112-21 |
9-03 |
7.8% |
1-03 |
0.9% |
43% |
False |
False |
457,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-24 |
|
2.618 |
119-11 |
|
1.618 |
118-15 |
|
1.000 |
117-30 |
|
0.618 |
117-19 |
|
HIGH |
117-02 |
|
0.618 |
116-23 |
|
0.500 |
116-20 |
|
0.382 |
116-16 |
|
LOW |
116-06 |
|
0.618 |
115-20 |
|
1.000 |
115-10 |
|
1.618 |
114-24 |
|
2.618 |
113-28 |
|
4.250 |
112-14 |
|
|
| Fisher Pivots for day following 06-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-20 |
117-13 |
| PP |
116-19 |
117-04 |
| S1 |
116-19 |
116-27 |
|