ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 26-Feb-2008
Day Change Summary
Previous Current
25-Feb-2008 26-Feb-2008 Change Change % Previous Week
Open 116-30 115-30 -1-00 -0.9% 117-01
High 117-00 116-07 -0-25 -0.7% 117-27
Low 115-17 115-14 -0-03 -0.1% 115-07
Close 115-27 116-00 0-05 0.1% 117-02
Range 1-15 0-25 -0-22 -46.8% 2-20
ATR 1-16 1-14 -0-02 -3.4% 0-00
Volume 442,149 448,625 6,476 1.5% 1,932,621
Daily Pivots for day following 26-Feb-2008
Classic Woodie Camarilla DeMark
R4 118-07 117-29 116-14
R3 117-14 117-04 116-07
R2 116-21 116-21 116-05
R1 116-11 116-11 116-02 116-16
PP 115-28 115-28 115-28 115-31
S1 115-18 115-18 115-30 115-23
S2 115-03 115-03 115-27
S3 114-10 114-25 115-25
S4 113-17 114-00 115-18
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% 1-05 1.0% 30% False False 501,782
10 119-13 115-07 4-06 3.6% 1-10 1.1% 19% False False 454,424
20 120-20 115-07 5-13 4.7% 1-13 1.2% 14% False False 450,347
40 122-28 114-10 8-18 7.4% 1-15 1.3% 20% False False 420,217
60 122-28 113-13 9-15 8.2% 1-14 1.2% 27% False False 379,993
80 122-28 112-09 10-19 9.1% 1-11 1.2% 35% False False 290,991
100 122-28 110-01 12-27 11.1% 1-06 1.0% 46% False False 232,854
120 122-28 109-24 13-04 11.3% 1-03 0.9% 48% False False 194,052
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 119-17
2.618 118-08
1.618 117-15
1.000 117-00
0.618 116-22
HIGH 116-07
0.618 115-29
0.500 115-26
0.382 115-24
LOW 115-14
0.618 114-31
1.000 114-21
1.618 114-06
2.618 113-13
4.250 112-04
Fisher Pivots for day following 26-Feb-2008
Pivot 1 day 3 day
R1 115-30 116-20
PP 115-28 116-14
S1 115-26 116-07

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

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