ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 22-Jan-2008
Day Change Summary
Previous Current
18-Jan-2008 22-Jan-2008 Change Change % Previous Week
Open 119-07 120-05 0-30 0.8% 117-25
High 119-07 120-23 1-16 1.3% 119-21
Low 118-11 118-23 0-12 0.3% 117-25
Close 118-27 119-26 0-31 0.8% 118-27
Range 0-28 2-00 1-04 128.6% 1-28
ATR 1-04 1-06 0-02 5.6% 0-00
Volume 305,076 645,186 340,110 111.5% 2,043,282
Daily Pivots for day following 22-Jan-2008
Classic Woodie Camarilla DeMark
R4 125-24 124-25 120-29
R3 123-24 122-25 120-12
R2 121-24 121-24 120-06
R1 120-25 120-25 120-00 120-08
PP 119-24 119-24 119-24 119-16
S1 118-25 118-25 119-20 118-08
S2 117-24 117-24 119-14
S3 115-24 116-25 119-08
S4 113-24 114-25 118-23
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 124-12 123-16 119-28
R3 122-16 121-20 119-12
R2 120-20 120-20 119-06
R1 119-24 119-24 119-00 120-06
PP 118-24 118-24 118-24 119-00
S1 117-28 117-28 118-22 118-10
S2 116-28 116-28 118-16
S3 115-00 116-00 118-10
S4 113-04 114-04 117-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-23 118-04 2-19 2.2% 1-10 1.1% 65% True False 475,156
10 120-23 116-21 4-02 3.4% 1-00 0.8% 78% True False 429,597
20 120-23 112-29 7-26 6.5% 1-00 0.8% 88% True False 308,176
40 120-23 112-21 8-02 6.7% 1-01 0.9% 89% True False 382,808
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 129-07
2.618 125-31
1.618 123-31
1.000 122-23
0.618 121-31
HIGH 120-23
0.618 119-31
0.500 119-23
0.382 119-15
LOW 118-23
0.618 117-15
1.000 116-23
1.618 115-15
2.618 113-15
4.250 110-07
Fisher Pivots for day following 22-Jan-2008
Pivot 1 day 3 day
R1 119-25 119-22
PP 119-24 119-18
S1 119-23 119-14

These figures are updated between 7pm and 10pm EST after a trading day.

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