ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 10-Jan-2008
Day Change Summary
Previous Current
09-Jan-2008 10-Jan-2008 Change Change % Previous Week
Open 118-26 118-17 -0-09 -0.2% 115-27
High 119-07 118-27 -0-12 -0.3% 118-18
Low 118-12 117-10 -1-02 -0.9% 115-25
Close 118-26 117-14 -1-12 -1.2% 118-03
Range 0-27 1-17 0-22 81.5% 2-25
ATR 1-09 1-10 0-01 1.4% 0-00
Volume 342,312 375,925 33,613 9.8% 749,634
Daily Pivots for day following 10-Jan-2008
Classic Woodie Camarilla DeMark
R4 122-15 121-15 118-09
R3 120-30 119-30 117-27
R2 119-13 119-13 117-23
R1 118-13 118-13 117-18 118-04
PP 117-28 117-28 117-28 117-23
S1 116-28 116-28 117-10 116-20
S2 116-11 116-11 117-05
S3 114-26 115-11 117-01
S4 113-09 113-26 116-19
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 125-26 124-24 119-20
R3 123-01 121-31 118-27
R2 120-08 120-08 118-19
R1 119-06 119-06 118-11 119-23
PP 117-15 117-15 117-15 117-24
S1 116-13 116-13 117-27 116-30
S2 114-22 114-22 117-19
S3 111-29 113-20 117-11
S4 109-04 110-27 116-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-07 117-10 1-29 1.6% 1-05 1.0% 7% False True 328,386
10 119-07 113-16 5-23 4.9% 1-09 1.1% 69% False False 234,560
20 119-07 113-13 5-26 4.9% 1-10 1.1% 69% False False 246,595
40 119-14 113-13 6-01 5.1% 1-10 1.1% 67% False False 218,044
60 119-14 110-05 9-09 7.9% 1-04 1.0% 78% False False 145,599
80 119-14 109-24 9-22 8.2% 0-31 0.8% 79% False False 109,235
100 119-14 109-01 10-13 8.9% 0-27 0.7% 81% False False 87,392
120 119-14 108-08 11-06 9.5% 0-23 0.6% 82% False False 72,833
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 0-11
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 125-11
2.618 122-27
1.618 121-10
1.000 120-12
0.618 119-25
HIGH 118-27
0.618 118-08
0.500 118-02
0.382 117-29
LOW 117-10
0.618 116-12
1.000 115-25
1.618 114-27
2.618 113-10
4.250 110-26
Fisher Pivots for day following 10-Jan-2008
Pivot 1 day 3 day
R1 118-02 118-08
PP 117-28 118-00
S1 117-21 117-23

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

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