ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 07-Dec-2007
Day Change Summary
Previous Current
06-Dec-2007 07-Dec-2007 Change Change % Previous Week
Open 117-01 116-18 -0-15 -0.4% 117-14
High 117-06 116-24 -0-14 -0.4% 118-22
Low 116-10 115-00 -1-10 -1.1% 115-00
Close 116-20 115-05 -1-15 -1.3% 115-05
Range 0-28 1-24 0-28 100.0% 3-22
ATR 1-05 1-06 0-01 3.6% 0-00
Volume 352,492 397,223 44,731 12.7% 1,933,325
Daily Pivots for day following 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 120-28 119-25 116-04
R3 119-04 118-01 115-20
R2 117-12 117-12 115-15
R1 116-09 116-09 115-10 115-30
PP 115-20 115-20 115-20 115-15
S1 114-17 114-17 115-00 114-06
S2 113-28 113-28 114-27
S3 112-04 112-25 114-22
S4 110-12 111-01 114-06
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 127-11 124-30 117-06
R3 123-21 121-08 116-05
R2 119-31 119-31 115-27
R1 117-18 117-18 115-16 116-30
PP 116-09 116-09 116-09 115-31
S1 113-28 113-28 114-26 113-08
S2 112-19 112-19 114-15
S3 108-29 110-06 114-05
S4 105-07 106-16 113-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-22 115-00 3-22 3.2% 1-07 1.0% 4% False True 386,665
10 119-14 115-00 4-14 3.9% 1-17 1.3% 4% False True 294,451
20 119-14 113-07 6-07 5.4% 1-07 1.0% 31% False False 152,657
40 119-14 110-01 9-13 8.2% 0-31 0.9% 54% False False 76,654
60 119-14 109-24 9-22 8.4% 0-26 0.7% 56% False False 51,138
80 119-14 109-01 10-13 9.0% 0-22 0.6% 59% False False 38,358
100 119-14 107-06 12-08 10.6% 0-18 0.5% 65% False False 30,694
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 124-06
2.618 121-11
1.618 119-19
1.000 118-16
0.618 117-27
HIGH 116-24
0.618 116-03
0.500 115-28
0.382 115-21
LOW 115-00
0.618 113-29
1.000 113-08
1.618 112-05
2.618 110-13
4.250 107-18
Fisher Pivots for day following 07-Dec-2007
Pivot 1 day 3 day
R1 115-28 116-18
PP 115-20 116-03
S1 115-13 115-20

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

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