ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 22-Jan-2008
Day Change Summary
Previous Current
18-Jan-2008 22-Jan-2008 Change Change % Previous Week
Open 120-03 120-18 0-15 0.4% 118-09
High 120-06 121-18 1-12 1.1% 120-14
Low 119-13 119-17 0-04 0.1% 118-03
Close 119-19 120-25 1-06 1.0% 119-19
Range 0-25 2-01 1-08 160.0% 2-11
ATR 1-09 1-10 0-02 4.3% 0-00
Volume 456,670 304,853 -151,817 -33.2% 2,146,982
Daily Pivots for day following 22-Jan-2008
Classic Woodie Camarilla DeMark
R4 126-23 125-25 121-29
R3 124-22 123-24 121-11
R2 122-21 122-21 121-05
R1 121-23 121-23 120-31 122-06
PP 120-20 120-20 120-20 120-28
S1 119-22 119-22 120-19 120-05
S2 118-19 118-19 120-13
S3 116-18 117-21 120-07
S4 114-17 115-20 119-21
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 126-13 125-11 120-28
R3 124-02 123-00 120-08
R2 121-23 121-23 120-01
R1 120-21 120-21 119-26 121-06
PP 119-12 119-12 119-12 119-20
S1 118-10 118-10 119-12 118-27
S2 117-01 117-01 119-05
S3 114-22 115-31 118-30
S4 112-11 113-20 118-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-18 118-17 3-01 2.5% 1-14 1.2% 74% True False 405,687
10 121-18 117-06 4-12 3.6% 1-09 1.1% 82% True False 392,185
20 121-18 113-13 8-05 6.8% 1-09 1.1% 90% True False 287,472
40 121-18 113-13 8-05 6.8% 1-12 1.2% 90% True False 289,026
60 121-18 112-09 9-09 7.7% 1-07 1.0% 92% True False 194,089
80 121-18 110-01 11-17 9.5% 1-01 0.8% 93% True False 145,620
100 121-18 109-24 11-26 9.8% 0-30 0.8% 93% True False 116,504
120 121-18 109-01 12-17 10.4% 0-25 0.7% 94% True False 97,093
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 0-11
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 130-06
2.618 126-28
1.618 124-27
1.000 123-19
0.618 122-26
HIGH 121-18
0.618 120-25
0.500 120-18
0.382 120-10
LOW 119-17
0.618 118-09
1.000 117-16
1.618 116-08
2.618 114-07
4.250 110-29
Fisher Pivots for day following 22-Jan-2008
Pivot 1 day 3 day
R1 120-22 120-19
PP 120-20 120-12
S1 120-18 120-06

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

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