ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 29-Jan-2008
Day Change Summary
Previous Current
28-Jan-2008 29-Jan-2008 Change Change % Previous Week
Open 119-16 119-04 -0-12 -0.3% 120-05
High 119-16 119-04 -0-12 -0.3% 121-24
Low 118-24 117-28 -0-28 -0.7% 117-09
Close 119-01 118-13 -0-20 -0.5% 118-30
Range 0-24 1-08 0-16 66.7% 4-15
ATR 1-14 1-13 0-00 -0.9% 0-00
Volume 336,214 363,369 27,155 8.1% 2,641,529
Daily Pivots for day following 29-Jan-2008
Classic Woodie Camarilla DeMark
R4 122-07 121-18 119-03
R3 120-31 120-10 118-24
R2 119-23 119-23 118-20
R1 119-02 119-02 118-17 118-24
PP 118-15 118-15 118-15 118-10
S1 117-26 117-26 118-09 117-16
S2 117-07 117-07 118-06
S3 115-31 116-18 118-02
S4 114-23 115-10 117-23
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% 1-30 1.6% 25% False False 539,185
10 121-24 117-09 4-15 3.8% 1-20 1.4% 25% False False 507,171
20 121-24 115-16 6-08 5.3% 1-08 1.1% 47% False False 413,716
40 121-24 112-21 9-03 7.7% 1-04 1.0% 63% False False 357,684
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-14
2.618 122-13
1.618 121-05
1.000 120-12
0.618 119-29
HIGH 119-04
0.618 118-21
0.500 118-16
0.382 118-11
LOW 117-28
0.618 117-03
1.000 116-20
1.618 115-27
2.618 114-19
4.250 112-18
Fisher Pivots for day following 29-Jan-2008
Pivot 1 day 3 day
R1 118-16 118-14
PP 118-15 118-13
S1 118-14 118-13

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

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