ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 31-Dec-2007
Day Change Summary
Previous Current
28-Dec-2007 31-Dec-2007 Change Change % Previous Week
Open 114-16 115-27 1-11 1.2% 114-25
High 116-04 116-23 0-19 0.5% 116-04
Low 114-10 115-25 1-15 1.3% 113-13
Close 115-22 116-12 0-22 0.6% 115-22
Range 1-26 0-30 -0-28 -48.3% 2-23
ATR 1-11 1-11 -0-01 -1.7% 0-00
Volume 126,607 136,238 9,631 7.6% 448,418
Daily Pivots for day following 31-Dec-2007
Classic Woodie Camarilla DeMark
R4 119-03 118-22 116-28
R3 118-05 117-24 116-20
R2 117-07 117-07 116-18
R1 116-26 116-26 116-15 117-00
PP 116-09 116-09 116-09 116-13
S1 115-28 115-28 116-09 116-02
S2 115-11 115-11 116-06
S3 114-13 114-30 116-04
S4 113-15 114-00 115-28
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
5 116-23 113-13 3-10 2.8% 1-06 1.0% 90% True False 116,931
10 117-01 113-13 3-20 3.1% 1-08 1.1% 82% False False 186,338
20 118-22 113-13 5-09 4.5% 1-11 1.2% 56% False False 280,267
40 119-14 112-09 7-05 6.1% 1-08 1.1% 57% False False 168,321
60 119-14 110-01 9-13 8.1% 1-01 0.9% 67% False False 112,325
80 119-14 109-24 9-22 8.3% 0-29 0.8% 68% False False 84,256
100 119-14 109-01 10-13 8.9% 0-24 0.6% 71% False False 67,409
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0-06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-22
2.618 119-06
1.618 118-08
1.000 117-21
0.618 117-10
HIGH 116-23
0.618 116-12
0.500 116-08
0.382 116-04
LOW 115-25
0.618 115-06
1.000 114-27
1.618 114-08
2.618 113-10
4.250 111-26
Fisher Pivots for day following 31-Dec-2007
Pivot 1 day 3 day
R1 116-11 115-30
PP 116-09 115-17
S1 116-08 115-04

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

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