ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 15-Feb-2008
Day Change Summary
Previous Current
14-Feb-2008 15-Feb-2008 Change Change % Previous Week
Open 116-25 115-28 -0-29 -0.8% 117-19
High 116-26 116-03 -0-23 -0.6% 118-20
Low 114-24 115-00 0-08 0.2% 114-24
Close 115-07 115-27 0-20 0.5% 115-27
Range 2-02 1-03 -0-31 -47.0% 3-28
ATR 1-15 1-14 -0-01 -1.8% 0-00
Volume 597,105 319,148 -277,957 -46.6% 2,069,295
Daily Pivots for day following 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 118-30 118-15 116-14
R3 117-27 117-12 116-05
R2 116-24 116-24 116-01
R1 116-09 116-09 115-30 115-31
PP 115-21 115-21 115-21 115-16
S1 115-06 115-06 115-24 114-28
S2 114-18 114-18 115-21
S3 113-15 114-03 115-17
S4 112-12 113-00 115-08
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 128-01 125-26 117-31
R3 124-05 121-30 116-29
R2 120-09 120-09 116-18
R1 118-02 118-02 116-06 117-08
PP 116-13 116-13 116-13 116-00
S1 114-06 114-06 115-16 113-12
S2 112-17 112-17 115-04
S3 108-21 110-10 114-25
S4 104-25 106-14 113-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-20 114-24 3-28 3.3% 1-11 1.2% 28% False False 413,859
10 119-19 114-24 4-27 4.2% 1-14 1.2% 23% False False 431,570
20 121-24 114-24 7-00 6.0% 1-17 1.3% 16% False False 475,382
40 121-24 112-29 8-27 7.6% 1-08 1.1% 33% False False 382,875
60 121-24 112-21 9-03 7.9% 1-05 1.0% 35% False False 408,995
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 0-06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-24
2.618 118-31
1.618 117-28
1.000 117-06
0.618 116-25
HIGH 116-03
0.618 115-22
0.500 115-18
0.382 115-13
LOW 115-00
0.618 114-10
1.000 113-29
1.618 113-07
2.618 112-04
4.250 110-11
Fisher Pivots for day following 15-Feb-2008
Pivot 1 day 3 day
R1 115-24 116-08
PP 115-21 116-03
S1 115-18 115-31

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

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