ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 07-Feb-2008
Day Change Summary
Previous Current
06-Feb-2008 07-Feb-2008 Change Change % Previous Week
Open 119-31 119-21 -0-10 -0.3% 119-31
High 120-10 119-30 -0-12 -0.3% 120-16
Low 119-07 117-01 -2-06 -1.8% 117-27
Close 119-12 117-26 -1-18 -1.3% 119-25
Range 1-03 2-29 1-26 165.7% 2-21
ATR 1-17 1-20 0-03 6.5% 0-00
Volume 470,338 385,759 -84,579 -18.0% 2,182,800
Daily Pivots for day following 07-Feb-2008
Classic Woodie Camarilla DeMark
R4 126-31 125-10 119-13
R3 124-02 122-13 118-20
R2 121-05 121-05 118-11
R1 119-16 119-16 118-03 118-28
PP 118-08 118-08 118-08 117-30
S1 116-19 116-19 117-17 115-31
S2 115-11 115-11 117-09
S3 112-14 113-22 117-00
S4 109-17 110-25 116-07
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 127-11 126-07 121-08
R3 124-22 123-18 120-16
R2 122-01 122-01 120-09
R1 120-29 120-29 120-01 120-04
PP 119-12 119-12 119-12 119-00
S1 118-08 118-08 119-17 117-16
S2 116-23 116-23 119-09
S3 114-02 115-19 119-02
S4 111-13 112-30 118-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-20 117-01 3-19 3.1% 1-20 1.4% 22% False True 453,683
10 120-20 117-01 3-19 3.1% 1-18 1.3% 22% False True 455,562
20 122-28 117-01 5-27 5.0% 1-20 1.4% 13% False True 464,805
40 122-28 113-13 9-15 8.0% 1-15 1.3% 47% False False 354,011
60 122-28 113-07 9-21 8.2% 1-13 1.2% 48% False False 294,044
80 122-28 110-05 12-23 10.8% 1-08 1.1% 60% False False 220,703
100 122-28 109-24 13-04 11.1% 1-03 0.9% 61% False False 176,590
120 122-28 109-01 13-27 11.8% 0-31 0.8% 63% False False 147,161
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 11 trading days
Fibonacci Retracements and Extensions
4.250 132-09
2.618 127-17
1.618 124-20
1.000 122-27
0.618 121-23
HIGH 119-30
0.618 118-26
0.500 118-16
0.382 118-05
LOW 117-01
0.618 115-08
1.000 114-04
1.618 112-11
2.618 109-14
4.250 104-22
Fisher Pivots for day following 07-Feb-2008
Pivot 1 day 3 day
R1 118-16 118-26
PP 118-08 118-16
S1 118-01 118-05

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

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