ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 05-Feb-2008
Day Change Summary
Previous Current
04-Feb-2008 05-Feb-2008 Change Change % Previous Week
Open 118-19 118-04 -0-15 -0.4% 119-16
High 118-23 119-19 0-28 0.7% 119-16
Low 118-02 117-29 -0-05 -0.1% 116-31
Close 118-07 118-25 0-18 0.5% 118-25
Range 0-21 1-22 1-01 157.1% 2-17
ATR 1-12 1-13 0-01 1.5% 0-00
Volume 288,753 471,705 182,952 63.4% 2,245,342
Daily Pivots for day following 05-Feb-2008
Classic Woodie Camarilla DeMark
R4 123-26 123-00 119-23
R3 122-04 121-10 119-08
R2 120-14 120-14 119-03
R1 119-20 119-20 118-30 120-01
PP 118-24 118-24 118-24 118-31
S1 117-30 117-30 118-20 118-11
S2 117-02 117-02 118-15
S3 115-12 116-08 118-10
S4 113-22 114-18 117-27
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 126-00 124-30 120-06
R3 123-15 122-13 119-15
R2 120-30 120-30 119-08
R1 119-28 119-28 119-00 119-04
PP 118-13 118-13 118-13 118-02
S1 117-11 117-11 118-18 116-20
S2 115-28 115-28 118-10
S3 113-11 114-26 118-03
S4 110-26 112-09 117-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-19 116-31 2-20 2.2% 1-08 1.1% 69% True False 461,243
10 121-24 116-31 4-25 4.0% 1-19 1.3% 38% False False 500,214
20 121-24 116-21 5-03 4.3% 1-09 1.1% 42% False False 464,905
40 121-24 112-21 9-03 7.7% 1-06 1.0% 67% False False 357,727
60 121-24 112-21 9-03 7.7% 0-31 0.8% 67% False False 403,310
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-24
2.618 124-00
1.618 122-10
1.000 121-09
0.618 120-20
HIGH 119-19
0.618 118-30
0.500 118-24
0.382 118-18
LOW 117-29
0.618 116-28
1.000 116-07
1.618 115-06
2.618 113-16
4.250 110-24
Fisher Pivots for day following 05-Feb-2008
Pivot 1 day 3 day
R1 118-25 118-25
PP 118-24 118-24
S1 118-24 118-24

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

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