ECBOT 30 Year Treasury Bond Future June 2008

Trading Metrics calculated at close of trading on 11-Jan-2008

Day Change Summary
	Previous	Current
	10-Jan-2008	11-Jan-2008	Change	Change %	Previous Week
Open	118-04	117-13	-0-23	-0.6%	117-08
High	118-05	117-20	-0-17	-0.4%	118-12
Low	116-21	117-10	0-21	0.6%	116-21
Close	116-26	117-18	0-24	0.6%	117-18
Range	1-16	0-10	-1-06	-79.2%	1-23
ATR	1-04	1-04	-0-01	-2.0%	0-00
Volume	462,324	423,469	-38,855	-8.4%	1,900,017

Daily Pivots for day following 11-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-14	118-10	117-24
R3	118-04	118-00	117-21
R2	117-26	117-26	117-20
R1	117-22	117-22	117-19	117-24
PP	117-16	117-16	117-16	117-17
S1	117-12	117-12	117-17	117-14
S2	117-06	117-06	117-16
S3	116-28	117-02	117-15
S4	116-18	116-24	117-12

Weekly Pivots for week ending 11-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-22	121-27	118-16
R3	120-31	120-04	118-01
R2	119-08	119-08	117-28
R1	118-13	118-13	117-23	118-26
PP	117-17	117-17	117-17	117-24
S1	116-22	116-22	117-13	117-04
S2	115-26	115-26	117-08
S3	114-03	114-31	117-03
S4	112-12	113-08	116-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-12	116-21	1-23	1.5%	0-26	0.7%	53%	False	False	380,003
10	118-12	113-25	4-19	3.9%	1-00	0.9%	82%	False	False	302,620
20	118-12	112-21	5-23	4.9%	0-30	0.8%	86%	False	False	254,839
40	118-12	112-21	5-23	4.9%	0-28	0.8%	86%	False	False	372,803

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	118-30
2.618	118-14
1.618	118-04
1.000	117-30
0.618	117-26
HIGH	117-20
0.618	117-16
0.500	117-15
0.382	117-14
LOW	117-10
0.618	117-04
1.000	117-00
1.618	116-26
2.618	116-16
4.250	116-00

Fisher Pivots for day following 11-Jan-2008
Pivot	1 day	3 day
R1	117-17	117-18
PP	117-16	117-17
S1	117-15	117-16

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols