ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 11-Feb-2008
Day Change Summary
Previous Current
08-Feb-2008 11-Feb-2008 Change Change % Previous Week
Open 116-21 117-19 0-30 0.8% 118-19
High 117-27 118-20 0-25 0.7% 119-19
Low 116-17 117-19 1-02 0.9% 116-00
Close 117-20 118-05 0-17 0.5% 117-20
Range 1-10 1-01 -0-09 -21.4% 3-19
ATR 1-15 1-14 -0-01 -2.1% 0-00
Volume 451,470 329,555 -121,915 -27.0% 2,246,406
Daily Pivots for day following 11-Feb-2008
Classic Woodie Camarilla DeMark
R4 121-07 120-23 118-23
R3 120-06 119-22 118-14
R2 119-05 119-05 118-11
R1 118-21 118-21 118-08 118-29
PP 118-04 118-04 118-04 118-08
S1 117-20 117-20 118-02 117-28
S2 117-03 117-03 117-31
S3 116-02 116-19 117-28
S4 115-01 115-18 117-19
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 128-17 126-21 119-19
R3 124-30 123-02 118-20
R2 121-11 121-11 118-09
R1 119-15 119-15 117-31 118-20
PP 117-24 117-24 117-24 117-10
S1 115-28 115-28 117-09 115-00
S2 114-05 114-05 116-31
S3 110-18 112-09 116-20
S4 106-31 108-22 115-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-19 116-00 3-19 3.0% 1-18 1.3% 60% False False 457,441
10 119-19 116-00 3-19 3.0% 1-12 1.2% 60% False False 448,508
20 121-24 116-00 5-24 4.9% 1-14 1.2% 38% False False 475,305
40 121-24 112-21 9-03 7.7% 1-06 1.0% 60% False False 365,072
60 121-24 112-21 9-03 7.7% 1-02 0.9% 60% False False 406,970
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-00
2.618 121-10
1.618 120-09
1.000 119-21
0.618 119-08
HIGH 118-20
0.618 118-07
0.500 118-04
0.382 118-00
LOW 117-19
0.618 116-31
1.000 116-18
1.618 115-30
2.618 114-29
4.250 113-07
Fisher Pivots for day following 11-Feb-2008
Pivot 1 day 3 day
R1 118-04 117-29
PP 118-04 117-21
S1 118-04 117-13

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

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