ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 30-Nov-2007
Day Change Summary
Previous Current
29-Nov-2007 30-Nov-2007 Change Change % Previous Week
Open 116-23 117-30 1-07 1.0% 116-25
High 118-13 118-05 -0-08 -0.2% 119-14
Low 116-14 116-19 0-05 0.1% 116-14
Close 117-26 117-06 -0-20 -0.5% 117-06
Range 1-31 1-18 -0-13 -20.6% 3-00
ATR 1-04 1-05 0-01 2.9% 0-00
Volume 267,909 380,507 112,598 42.0% 1,011,188
Daily Pivots for day following 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 122-00 121-05 118-02
R3 120-14 119-19 117-20
R2 118-28 118-28 117-15
R1 118-01 118-01 117-11 117-22
PP 117-10 117-10 117-10 117-04
S1 116-15 116-15 117-01 116-04
S2 115-24 115-24 116-29
S3 114-06 114-29 116-24
S4 112-20 113-11 116-10
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 126-22 124-30 118-27
R3 123-22 121-30 118-00
R2 120-22 120-22 117-24
R1 118-30 118-30 117-15 119-26
PP 117-22 117-22 117-22 118-04
S1 115-30 115-30 116-29 116-26
S2 114-22 114-22 116-20
S3 111-22 112-30 116-12
S4 108-22 109-30 115-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-14 116-14 3-00 2.6% 1-28 1.6% 25% False False 202,237
10 119-14 115-05 4-09 3.7% 1-12 1.2% 47% False False 111,030
20 119-14 112-09 7-05 6.1% 1-06 1.0% 69% False False 56,375
40 119-14 110-01 9-13 8.0% 0-28 0.7% 76% False False 28,354
60 119-14 109-24 9-22 8.3% 0-25 0.7% 77% False False 18,918
80 119-14 109-01 10-13 8.9% 0-19 0.5% 78% False False 14,195
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-26
2.618 122-08
1.618 120-22
1.000 119-23
0.618 119-04
HIGH 118-05
0.618 117-18
0.500 117-12
0.382 117-06
LOW 116-19
0.618 115-20
1.000 115-01
1.618 114-02
2.618 112-16
4.250 109-30
Fisher Pivots for day following 30-Nov-2007
Pivot 1 day 3 day
R1 117-12 117-14
PP 117-10 117-11
S1 117-08 117-08

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

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