ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 17-Mar-2008
Day Change Summary
Previous Current
14-Mar-2008 17-Mar-2008 Change Change % Previous Week
Open 119-25 120-16 0-24 0.6% 118-15
High 121-17 121-21 0-04 0.1% 121-17
Low 119-12 120-09 0-29 0.8% 117-26
Close 120-22 121-16 0-25 0.6% 120-22
Range 2-05 1-12 -0-25 -36.2% 3-22
ATR 1-24 1-23 -0-01 -1.5% 0-00
Volume 10,149 13,445 3,296 32.5% 60,683
Daily Pivots for day following 17-Mar-2008
Classic Woodie Camarilla DeMark
R4 125-08 124-24 122-08
R3 123-28 123-12 121-28
R2 122-16 122-16 121-24
R1 122-00 122-00 121-20 122-08
PP 121-04 121-04 121-04 121-09
S1 120-20 120-20 121-11 120-28
S2 119-24 119-24 121-07
S3 118-12 119-08 121-03
S4 117-00 117-28 120-23
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 131-04 129-20 122-24
R3 127-14 125-29 121-23
R2 123-23 123-23 121-12
R1 122-07 122-07 121-01 122-31
PP 120-01 120-01 120-01 120-13
S1 118-16 118-16 120-12 119-08
S2 116-10 116-10 120-01
S3 112-20 114-26 119-22
S4 108-29 111-03 118-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-21 117-26 3-26 3.2% 2-04 1.7% 96% True False 11,306
10 121-21 117-12 4-09 3.5% 1-28 1.5% 96% True False 39,000
20 121-21 115-07 6-14 5.3% 1-19 1.3% 97% True False 283,552
40 122-28 115-07 7-21 6.3% 1-20 1.3% 82% False False 381,129
60 122-28 113-13 9-15 7.8% 1-16 1.2% 85% False False 347,319
80 122-28 113-13 9-15 7.8% 1-16 1.2% 85% False False 326,044
100 122-28 112-09 10-19 8.7% 1-11 1.1% 87% False False 261,295
120 122-28 110-01 12-27 10.6% 1-06 1.0% 89% False False 217,780
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 0-12
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 127-16
2.618 125-08
1.618 123-28
1.000 123-01
0.618 122-16
HIGH 121-21
0.618 121-04
0.500 120-31
0.382 120-26
LOW 120-09
0.618 119-14
1.000 118-29
1.618 118-02
2.618 116-22
4.250 114-14
Fisher Pivots for day following 17-Mar-2008
Pivot 1 day 3 day
R1 121-10 121-03
PP 121-04 120-22
S1 120-31 120-09

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

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