ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 16-Jan-2008
Day Change Summary
Previous Current
15-Jan-2008 16-Jan-2008 Change Change % Previous Week
Open 118-19 119-27 1-08 1.1% 117-29
High 119-26 120-12 0-18 0.5% 119-07
Low 118-17 118-27 0-10 0.3% 117-06
Close 119-17 119-06 -0-11 -0.3% 118-08
Range 1-09 1-17 0-08 19.5% 2-01
ATR 1-08 1-09 0-01 1.5% 0-00
Volume 301,115 430,539 129,424 43.0% 1,844,613
Daily Pivots for day following 16-Jan-2008
Classic Woodie Camarilla DeMark
R4 124-02 123-05 120-01
R3 122-17 121-20 119-19
R2 121-00 121-00 119-15
R1 120-03 120-03 119-10 119-25
PP 119-15 119-15 119-15 119-10
S1 118-18 118-18 119-02 118-08
S2 117-30 117-30 118-29
S3 116-13 117-01 118-25
S4 114-28 115-16 118-11
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 124-10 123-10 119-12
R3 122-09 121-09 118-26
R2 120-08 120-08 118-20
R1 119-08 119-08 118-14 119-24
PP 118-07 118-07 118-07 118-15
S1 117-07 117-07 118-02 117-23
S2 116-06 116-06 117-28
S3 114-05 115-06 117-22
S4 112-04 113-05 117-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-12 117-06 3-06 2.7% 1-08 1.1% 63% True False 398,085
10 120-12 117-06 3-06 2.7% 1-05 1.0% 63% True False 352,406
20 120-12 113-13 6-31 5.8% 1-08 1.0% 83% True False 262,008
40 120-12 113-13 6-31 5.8% 1-11 1.1% 83% True False 257,973
60 120-12 112-05 8-07 6.9% 1-05 1.0% 86% True False 172,487
80 120-12 109-24 10-20 8.9% 0-31 0.8% 89% True False 129,416
100 120-12 109-24 10-20 8.9% 0-28 0.7% 89% True False 103,536
120 120-12 109-01 11-11 9.5% 0-24 0.6% 90% True False 86,287
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 0-12
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-28
2.618 124-12
1.618 122-27
1.000 121-29
0.618 121-10
HIGH 120-12
0.618 119-25
0.500 119-20
0.382 119-14
LOW 118-27
0.618 117-29
1.000 117-10
1.618 116-12
2.618 114-27
4.250 112-11
Fisher Pivots for day following 16-Jan-2008
Pivot 1 day 3 day
R1 119-20 119-08
PP 119-15 119-07
S1 119-10 119-06

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

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