ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 25-Feb-2008
Day Change Summary
Previous Current
22-Feb-2008 25-Feb-2008 Change Change % Previous Week
Open 117-11 116-30 -0-13 -0.3% 117-01
High 117-27 117-00 -0-27 -0.7% 117-27
Low 116-28 115-17 -1-11 -1.1% 115-07
Close 117-02 115-27 -1-07 -1.0% 117-02
Range 0-31 1-15 0-16 51.6% 2-20
ATR 1-16 1-16 0-00 0.2% 0-00
Volume 576,052 442,149 -133,903 -23.2% 1,932,621
Daily Pivots for day following 25-Feb-2008
Classic Woodie Camarilla DeMark
R4 120-17 119-21 116-21
R3 119-02 118-06 116-08
R2 117-19 117-19 116-04
R1 116-23 116-23 115-31 116-14
PP 116-04 116-04 116-04 115-31
S1 115-08 115-08 115-23 114-30
S2 114-21 114-21 115-18
S3 113-06 113-25 115-14
S4 111-23 112-10 115-01
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 124-19 123-14 118-16
R3 121-31 120-26 117-25
R2 119-11 119-11 117-17
R1 118-06 118-06 117-10 118-24
PP 116-23 116-23 116-23 117-00
S1 115-18 115-18 116-26 116-04
S2 114-03 114-03 116-19
S3 111-15 112-30 116-11
S4 108-27 110-10 115-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-27 115-07 2-20 2.3% 1-09 1.1% 24% False False 474,954
10 119-25 115-07 4-18 3.9% 1-11 1.2% 14% False False 454,006
20 120-20 115-07 5-13 4.7% 1-14 1.2% 12% False False 454,010
40 122-28 113-16 9-12 8.1% 1-15 1.3% 25% False False 411,106
60 122-28 113-13 9-15 8.2% 1-14 1.2% 26% False False 376,325
80 122-28 112-09 10-19 9.1% 1-11 1.2% 34% False False 285,386
100 122-28 110-01 12-27 11.1% 1-06 1.0% 45% False False 228,369
120 122-28 109-24 13-04 11.3% 1-02 0.9% 46% False False 190,314
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 0-07
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-08
2.618 120-27
1.618 119-12
1.000 118-15
0.618 117-29
HIGH 117-00
0.618 116-14
0.500 116-08
0.382 116-03
LOW 115-17
0.618 114-20
1.000 114-02
1.618 113-05
2.618 111-22
4.250 109-09
Fisher Pivots for day following 25-Feb-2008
Pivot 1 day 3 day
R1 116-08 116-22
PP 116-04 116-13
S1 116-00 116-04

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

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