ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 19-Feb-2008
Day Change Summary
Previous Current
15-Feb-2008 19-Feb-2008 Change Change % Previous Week
Open 115-28 115-26 -0-02 -0.1% 117-19
High 116-03 115-26 -0-09 -0.2% 118-20
Low 115-00 114-16 -0-16 -0.4% 114-24
Close 115-27 114-28 -0-31 -0.8% 115-27
Range 1-03 1-10 0-07 20.0% 3-28
ATR 1-14 1-14 0-00 -0.5% 0-00
Volume 319,148 428,999 109,851 34.4% 2,069,295
Daily Pivots for day following 19-Feb-2008
Classic Woodie Camarilla DeMark
R4 119-00 118-08 115-19
R3 117-22 116-30 115-08
R2 116-12 116-12 115-04
R1 115-20 115-20 115-00 115-11
PP 115-02 115-02 115-02 114-30
S1 114-10 114-10 114-24 114-01
S2 113-24 113-24 114-20
S3 112-14 113-00 114-16
S4 111-04 111-22 114-05
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
5 118-08 114-16 3-24 3.3% 1-13 1.2% 10% False True 433,747
10 119-19 114-16 5-03 4.4% 1-16 1.3% 7% False True 445,594
20 121-24 114-16 7-08 6.3% 1-18 1.4% 5% False True 481,578
40 121-24 112-29 8-27 7.7% 1-08 1.1% 22% False False 385,139
60 121-24 112-21 9-03 7.9% 1-05 1.0% 24% False False 409,784
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 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-12
2.618 119-08
1.618 117-30
1.000 117-04
0.618 116-20
HIGH 115-26
0.618 115-10
0.500 115-05
0.382 115-00
LOW 114-16
0.618 113-22
1.000 113-06
1.618 112-12
2.618 111-02
4.250 108-30
Fisher Pivots for day following 19-Feb-2008
Pivot 1 day 3 day
R1 115-05 115-21
PP 115-02 115-13
S1 114-31 115-04

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

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