ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 28-Nov-2007
Day Change Summary
Previous Current
27-Nov-2007 28-Nov-2007 Change Change % Previous Week
Open 118-25 117-18 -1-07 -1.0% 115-09
High 118-30 117-25 -1-05 -1.0% 116-30
Low 117-00 116-23 -0-09 -0.2% 115-09
Close 117-22 116-31 -0-23 -0.6% 116-28
Range 1-30 1-02 -0-28 -45.2% 1-21
ATR 1-01 1-01 0-00 0.1% 0-00
Volume 124,105 228,545 104,440 84.2% 89,346
Daily Pivots for day following 28-Nov-2007
Classic Woodie Camarilla DeMark
R4 120-11 119-23 117-18
R3 119-09 118-21 117-08
R2 118-07 118-07 117-05
R1 117-19 117-19 117-02 117-12
PP 117-05 117-05 117-05 117-02
S1 116-17 116-17 116-28 116-10
S2 116-03 116-03 116-25
S3 115-01 115-15 116-22
S4 113-31 114-13 116-12
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 121-11 120-24 117-25
R3 119-22 119-03 117-11
R2 118-01 118-01 117-06
R1 117-14 117-14 117-01 117-24
PP 116-12 116-12 116-12 116-16
S1 115-25 115-25 116-23 116-02
S2 114-23 114-23 116-18
S3 113-02 114-04 116-13
S4 111-13 112-15 115-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-14 115-26 3-20 3.1% 1-19 1.4% 32% False False 82,830
10 119-14 113-29 5-17 4.7% 1-06 1.0% 55% False False 46,945
20 119-14 112-09 7-05 6.1% 1-02 0.9% 66% False False 23,983
40 119-14 110-01 9-13 8.0% 0-26 0.7% 74% False False 12,146
60 119-14 109-24 9-22 8.3% 0-23 0.6% 75% False False 8,112
80 119-14 109-01 10-13 8.9% 0-18 0.5% 76% False False 6,091
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-10
2.618 120-18
1.618 119-16
1.000 118-27
0.618 118-14
HIGH 117-25
0.618 117-12
0.500 117-08
0.382 117-04
LOW 116-23
0.618 116-02
1.000 115-21
1.618 115-00
2.618 113-30
4.250 112-06
Fisher Pivots for day following 28-Nov-2007
Pivot 1 day 3 day
R1 117-08 118-00
PP 117-05 117-21
S1 117-02 117-10

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

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