ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 28-Dec-2007
Day Change Summary
Previous Current
27-Dec-2007 28-Dec-2007 Change Change % Previous Week
Open 113-19 114-16 0-29 0.8% 114-25
High 114-22 116-04 1-14 1.3% 116-04
Low 113-16 114-10 0-26 0.7% 113-13
Close 114-14 115-22 1-08 1.1% 115-22
Range 1-06 1-26 0-20 52.6% 2-23
ATR 1-10 1-11 0-01 2.6% 0-00
Volume 84,204 126,607 42,403 50.4% 448,418
Daily Pivots for day following 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 120-26 120-02 116-22
R3 119-00 118-08 116-06
R2 117-06 117-06 116-01
R1 116-14 116-14 115-27 116-26
PP 115-12 115-12 115-12 115-18
S1 114-20 114-20 115-17 115-00
S2 113-18 113-18 115-11
S3 111-24 112-26 115-06
S4 109-30 111-00 114-22
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 123-07 122-06 117-06
R3 120-16 119-15 116-14
R2 117-25 117-25 116-06
R1 116-24 116-24 115-30 117-08
PP 115-02 115-02 115-02 115-11
S1 114-01 114-01 115-14 114-18
S2 112-11 112-11 115-06
S3 109-20 111-10 114-30
S4 106-29 108-19 114-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-09 113-13 2-28 2.5% 1-09 1.1% 79% False False 140,673
10 117-01 113-13 3-20 3.1% 1-08 1.1% 63% False False 205,374
20 118-22 113-13 5-09 4.6% 1-12 1.2% 43% False False 292,481
40 119-14 112-09 7-05 6.2% 1-08 1.1% 48% False False 164,922
60 119-14 110-01 9-13 8.1% 1-01 0.9% 60% False False 110,056
80 119-14 109-24 9-22 8.4% 0-29 0.8% 61% False False 82,553
100 119-14 109-01 10-13 9.0% 0-24 0.6% 64% False False 66,047
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 123-26
2.618 120-28
1.618 119-02
1.000 117-30
0.618 117-08
HIGH 116-04
0.618 115-14
0.500 115-07
0.382 115-00
LOW 114-10
0.618 113-06
1.000 112-16
1.618 111-12
2.618 109-18
4.250 106-20
Fisher Pivots for day following 28-Dec-2007
Pivot 1 day 3 day
R1 115-17 115-12
PP 115-12 115-02
S1 115-07 114-24

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

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