ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 08-Nov-2007
Day Change Summary
Previous Current
07-Nov-2007 08-Nov-2007 Change Change % Previous Week
Open 113-22 114-01 0-11 0.3% 113-18
High 114-08 114-08 0-00 0.0% 114-22
Low 113-15 113-22 0-07 0.2% 112-09
Close 113-24 114-02 0-10 0.3% 114-18
Range 0-25 0-18 -0-07 -28.0% 2-13
ATR 0-24 0-24 0-00 -1.9% 0-00
Volume 4,255 1,280 -2,975 -69.9% 2,671
Daily Pivots for day following 08-Nov-2007
Classic Woodie Camarilla DeMark
R4 115-22 115-14 114-12
R3 115-04 114-28 114-07
R2 114-18 114-18 114-05
R1 114-10 114-10 114-04 114-14
PP 114-00 114-00 114-00 114-02
S1 113-24 113-24 114-00 113-28
S2 113-14 113-14 113-31
S3 112-28 113-06 113-29
S4 112-10 112-20 113-24
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 121-02 120-07 115-28
R3 118-21 117-26 115-07
R2 116-08 116-08 115-00
R1 115-13 115-13 114-25 115-26
PP 113-27 113-27 113-27 114-02
S1 113-00 113-00 114-11 113-14
S2 111-14 111-14 114-04
S3 109-01 110-19 113-29
S4 106-20 108-06 113-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-27 113-14 1-13 1.2% 0-26 0.7% 44% False False 1,704
10 114-27 112-09 2-18 2.2% 0-26 0.7% 70% False False 994
20 114-27 110-05 4-22 4.1% 0-24 0.7% 83% False False 679
40 114-27 109-24 5-03 4.5% 0-20 0.6% 85% False False 410
60 114-27 109-01 5-26 5.1% 0-16 0.4% 87% False False 279
80 114-27 107-06 7-21 6.7% 0-13 0.4% 90% False False 219
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 116-20
2.618 115-23
1.618 115-05
1.000 114-26
0.618 114-19
HIGH 114-08
0.618 114-01
0.500 113-31
0.382 113-29
LOW 113-22
0.618 113-11
1.000 113-04
1.618 112-25
2.618 112-07
4.250 111-10
Fisher Pivots for day following 08-Nov-2007
Pivot 1 day 3 day
R1 114-01 114-00
PP 114-00 113-30
S1 113-31 113-28

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

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