ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 25-Jan-2008
Day Change Summary
Previous Current
24-Jan-2008 25-Jan-2008 Change Change % Previous Week
Open 119-15 117-17 -1-30 -1.6% 120-05
High 119-28 119-03 -0-25 -0.7% 121-24
Low 117-09 117-11 0-02 0.1% 117-09
Close 118-01 118-30 0-29 0.8% 118-30
Range 2-19 1-24 -0-27 -32.5% 4-15
ATR 1-15 1-16 0-01 1.4% 0-00
Volume 655,792 525,060 -130,732 -19.9% 2,641,529
Daily Pivots for day following 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 123-23 123-02 119-29
R3 121-31 121-10 119-13
R2 120-07 120-07 119-08
R1 119-18 119-18 119-03 119-28
PP 118-15 118-15 118-15 118-20
S1 117-26 117-26 118-25 118-04
S2 116-23 116-23 118-20
S3 114-31 116-02 118-15
S4 113-07 114-10 117-31
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 132-23 130-10 121-13
R3 128-08 125-27 120-05
R2 123-25 123-25 119-24
R1 121-12 121-12 119-11 120-11
PP 119-10 119-10 119-10 118-26
S1 116-29 116-29 118-17 115-28
S2 114-27 114-27 118-04
S3 110-12 112-14 117-23
S4 105-29 107-31 116-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-24 117-09 4-15 3.8% 2-03 1.8% 37% False False 589,321
10 121-24 117-09 4-15 3.8% 1-15 1.2% 37% False False 510,828
20 121-24 113-15 8-09 7.0% 1-08 1.1% 66% False False 391,890
40 121-24 112-21 9-03 7.6% 1-04 1.0% 69% False False 388,698
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-17
2.618 123-22
1.618 121-30
1.000 120-27
0.618 120-06
HIGH 119-03
0.618 118-14
0.500 118-07
0.382 118-00
LOW 117-11
0.618 116-08
1.000 115-19
1.618 114-16
2.618 112-24
4.250 109-29
Fisher Pivots for day following 25-Jan-2008
Pivot 1 day 3 day
R1 118-22 119-16
PP 118-15 119-10
S1 118-07 119-04

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

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