ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 03-Dec-2007
Day Change Summary
Previous Current
30-Nov-2007 03-Dec-2007 Change Change % Previous Week
Open 117-30 117-14 -0-16 -0.4% 116-25
High 118-05 118-15 0-10 0.3% 119-14
Low 116-19 117-07 0-20 0.5% 116-14
Close 117-06 118-01 0-27 0.7% 117-06
Range 1-18 1-08 -0-10 -20.0% 3-00
ATR 1-05 1-05 0-00 0.9% 0-00
Volume 380,507 471,745 91,238 24.0% 1,011,188
Daily Pivots for day following 03-Dec-2007
Classic Woodie Camarilla DeMark
R4 121-21 121-03 118-23
R3 120-13 119-27 118-12
R2 119-05 119-05 118-08
R1 118-19 118-19 118-05 118-28
PP 117-29 117-29 117-29 118-02
S1 117-11 117-11 117-29 117-20
S2 116-21 116-21 117-26
S3 115-13 116-03 117-22
S4 114-05 114-27 117-11
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
5 118-30 116-14 2-16 2.1% 1-18 1.3% 64% False False 294,562
10 119-14 115-09 4-05 3.5% 1-15 1.2% 66% False False 157,227
20 119-14 113-07 6-07 5.3% 1-05 1.0% 77% False False 79,941
40 119-14 110-01 9-13 8.0% 0-29 0.8% 85% False False 40,146
60 119-14 109-24 9-22 8.2% 0-25 0.7% 85% False False 26,780
80 119-14 109-01 10-13 8.8% 0-20 0.5% 86% False False 20,090
Crabel Price Patterns
NR True
NR4 False
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 0-07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-25
2.618 121-24
1.618 120-16
1.000 119-23
0.618 119-08
HIGH 118-15
0.618 118-00
0.500 117-27
0.382 117-22
LOW 117-07
0.618 116-14
1.000 115-31
1.618 115-06
2.618 113-30
4.250 111-29
Fisher Pivots for day following 03-Dec-2007
Pivot 1 day 3 day
R1 117-31 117-27
PP 117-29 117-21
S1 117-27 117-14

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

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