ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 22-Feb-2008
Day Change Summary
Previous Current
21-Feb-2008 22-Feb-2008 Change Change % Previous Week
Open 115-01 116-03 1-02 0.9% 115-26
High 116-14 116-21 0-07 0.2% 116-21
Low 115-01 115-23 0-22 0.6% 113-31
Close 116-03 115-29 -0-06 -0.2% 115-29
Range 1-13 0-30 -0-15 -33.3% 2-22
ATR 1-14 1-13 -0-01 -2.5% 0-00
Volume 617,385 473,359 -144,026 -23.3% 2,153,220
Daily Pivots for day following 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 118-29 118-11 116-14
R3 117-31 117-13 116-05
R2 117-01 117-01 116-02
R1 116-15 116-15 116-00 116-09
PP 116-03 116-03 116-03 116-00
S1 115-17 115-17 115-26 115-11
S2 115-05 115-05 115-24
S3 114-07 114-19 115-21
S4 113-09 113-21 115-12
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 123-18 122-14 117-12
R3 120-28 119-24 116-21
R2 118-06 118-06 116-13
R1 117-02 117-02 116-05 117-20
PP 115-16 115-16 115-16 115-26
S1 114-12 114-12 115-21 114-30
S2 112-26 112-26 115-13
S3 110-04 111-22 115-05
S4 107-14 109-00 114-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-21 113-31 2-22 2.3% 1-06 1.0% 72% True False 494,473
10 118-20 113-31 4-21 4.0% 1-09 1.1% 42% False False 467,398
20 119-19 113-31 5-20 4.9% 1-11 1.2% 34% False False 461,966
40 121-24 112-29 8-27 7.6% 1-09 1.1% 34% False False 415,909
60 121-24 112-21 9-03 7.8% 1-06 1.0% 36% False False 420,604
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-06
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 120-20
2.618 119-04
1.618 118-06
1.000 117-19
0.618 117-08
HIGH 116-21
0.618 116-10
0.500 116-06
0.382 116-02
LOW 115-23
0.618 115-04
1.000 114-25
1.618 114-06
2.618 113-08
4.250 111-24
Fisher Pivots for day following 22-Feb-2008
Pivot 1 day 3 day
R1 116-06 115-23
PP 116-03 115-16
S1 116-00 115-10

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

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