ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 14-Dec-2007
Day Change Summary
Previous Current
13-Dec-2007 14-Dec-2007 Change Change % Previous Week
Open 115-17 114-04 -1-13 -1.2% 115-05
High 115-29 114-14 -1-15 -1.3% 116-26
Low 114-02 113-18 -0-16 -0.4% 113-18
Close 114-16 113-26 -0-22 -0.6% 113-26
Range 1-27 0-28 -0-31 -52.5% 3-08
ATR 1-12 1-11 -0-01 -2.3% 0-00
Volume 428,363 326,607 -101,756 -23.8% 1,808,650
Daily Pivots for day following 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 116-18 116-02 114-09
R3 115-22 115-06 114-02
R2 114-26 114-26 113-31
R1 114-10 114-10 113-29 114-04
PP 113-30 113-30 113-30 113-27
S1 113-14 113-14 113-23 113-08
S2 113-02 113-02 113-21
S3 112-06 112-18 113-18
S4 111-10 111-22 113-11
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 124-15 122-13 115-19
R3 121-07 119-05 114-23
R2 117-31 117-31 114-13
R1 115-29 115-29 114-04 115-10
PP 114-23 114-23 114-23 114-14
S1 112-21 112-21 113-16 112-02
S2 111-15 111-15 113-07
S3 108-07 109-13 112-29
S4 104-31 106-05 112-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-26 113-18 3-08 2.9% 1-22 1.5% 8% False True 361,730
10 118-22 113-18 5-04 4.5% 1-14 1.3% 5% False True 374,197
20 119-14 113-18 5-28 5.2% 1-13 1.2% 4% False True 242,613
40 119-14 111-14 8-00 7.0% 1-04 1.0% 30% False False 121,828
60 119-14 109-24 9-22 8.5% 0-29 0.8% 42% False False 81,281
80 119-14 109-24 9-22 8.5% 0-25 0.7% 42% False False 60,964
100 119-14 108-23 10-23 9.4% 0-20 0.6% 48% False False 48,780
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-08
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 118-05
2.618 116-23
1.618 115-27
1.000 115-10
0.618 114-31
HIGH 114-14
0.618 114-03
0.500 114-00
0.382 113-29
LOW 113-18
0.618 113-01
1.000 112-22
1.618 112-05
2.618 111-09
4.250 109-27
Fisher Pivots for day following 14-Dec-2007
Pivot 1 day 3 day
R1 114-00 115-03
PP 113-30 114-21
S1 113-28 114-08

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

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