ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 19-Dec-2007
Day Change Summary
Previous Current
18-Dec-2007 19-Dec-2007 Change Change % Previous Week
Open 114-21 115-13 0-24 0.7% 115-05
High 115-20 116-24 1-04 1.0% 116-26
Low 114-14 115-04 0-22 0.6% 113-18
Close 115-12 115-29 0-17 0.5% 113-26
Range 1-06 1-20 0-14 36.8% 3-08
ATR 1-11 1-12 0-01 1.5% 0-00
Volume 181,444 267,659 86,215 47.5% 1,808,650
Daily Pivots for day following 19-Dec-2007
Classic Woodie Camarilla DeMark
R4 120-26 119-31 116-26
R3 119-06 118-11 116-11
R2 117-18 117-18 116-07
R1 116-23 116-23 116-02 117-04
PP 115-30 115-30 115-30 116-04
S1 115-03 115-03 115-24 115-16
S2 114-10 114-10 115-19
S3 112-22 113-15 115-15
S4 111-02 111-27 115-00
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
5 116-24 113-18 3-06 2.8% 1-12 1.2% 74% True False 288,070
10 117-06 113-18 3-20 3.1% 1-17 1.3% 65% False False 324,374
20 119-14 113-18 5-28 5.1% 1-16 1.3% 40% False False 274,496
40 119-14 112-09 7-05 6.2% 1-05 1.0% 51% False False 138,944
60 119-14 110-01 9-13 8.1% 0-30 0.8% 62% False False 92,700
80 119-14 109-24 9-22 8.4% 0-26 0.7% 64% False False 69,532
100 119-14 109-01 10-13 9.0% 0-22 0.6% 66% False False 55,634
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-21
2.618 121-00
1.618 119-12
1.000 118-12
0.618 117-24
HIGH 116-24
0.618 116-04
0.500 115-30
0.382 115-24
LOW 115-04
0.618 114-04
1.000 113-16
1.618 112-16
2.618 110-28
4.250 108-07
Fisher Pivots for day following 19-Dec-2007
Pivot 1 day 3 day
R1 115-30 115-21
PP 115-30 115-14
S1 115-29 115-06

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

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