ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 05-Dec-2007
Day Change Summary
Previous Current
04-Dec-2007 05-Dec-2007 Change Change % Previous Week
Open 118-11 117-30 -0-13 -0.3% 116-25
High 118-22 118-03 -0-19 -0.5% 119-14
Low 117-20 117-00 -0-20 -0.5% 116-14
Close 118-02 117-22 -0-12 -0.3% 117-06
Range 1-02 1-03 0-01 2.9% 3-00
ATR 1-05 1-05 0-00 -0.3% 0-00
Volume 349,256 362,609 13,353 3.8% 1,011,188
Daily Pivots for day following 05-Dec-2007
Classic Woodie Camarilla DeMark
R4 120-28 120-12 118-09
R3 119-25 119-09 118-00
R2 118-22 118-22 117-28
R1 118-06 118-06 117-25 117-28
PP 117-19 117-19 117-19 117-14
S1 117-03 117-03 117-19 116-26
S2 116-16 116-16 117-16
S3 115-13 116-00 117-12
S4 114-10 114-29 117-03
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
5 118-22 116-14 2-08 1.9% 1-12 1.2% 56% False False 366,405
10 119-14 115-26 3-20 3.1% 1-16 1.3% 52% False False 224,617
20 119-14 113-07 6-07 5.3% 1-05 1.0% 72% False False 115,428
40 119-14 110-01 9-13 8.0% 0-30 0.8% 81% False False 57,919
60 119-14 109-24 9-22 8.2% 0-25 0.7% 82% False False 38,644
80 119-14 109-01 10-13 8.8% 0-21 0.5% 83% False False 28,987
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-24
2.618 120-31
1.618 119-28
1.000 119-06
0.618 118-25
HIGH 118-03
0.618 117-22
0.500 117-18
0.382 117-13
LOW 117-00
0.618 116-10
1.000 115-29
1.618 115-07
2.618 114-04
4.250 112-11
Fisher Pivots for day following 05-Dec-2007
Pivot 1 day 3 day
R1 117-20 117-27
PP 117-19 117-25
S1 117-18 117-24

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

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