ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 29-Feb-2008
Day Change Summary
Previous Current
28-Feb-2008 29-Feb-2008 Change Change % Previous Week
Open 115-04 117-03 1-31 1.7% 115-27
High 117-08 118-29 1-21 1.4% 118-29
Low 115-04 117-03 1-31 1.7% 114-16
Close 116-20 118-20 2-00 1.7% 118-20
Range 2-04 1-26 -0-10 -14.7% 4-13
ATR 1-11 1-13 0-02 4.9% 0-00
Volume 1,282,598 881,552 -401,046 -31.3% 4,599,071
Daily Pivots for day following 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 123-21 122-30 119-20
R3 121-27 121-04 119-04
R2 120-01 120-01 118-31
R1 119-10 119-10 118-25 119-22
PP 118-07 118-07 118-07 118-12
S1 117-16 117-16 118-15 117-28
S2 116-13 116-13 118-09
S3 114-19 115-22 118-04
S4 112-25 113-28 117-20
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 130-18 129-00 121-02
R3 126-05 124-19 119-27
R2 121-24 121-24 119-14
R1 120-06 120-06 119-01 120-31
PP 117-11 117-11 117-11 117-24
S1 115-25 115-25 118-07 116-18
S2 112-30 112-30 117-26
S3 108-17 111-12 117-13
S4 104-04 106-31 116-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-29 114-16 4-13 3.7% 1-09 1.1% 94% True False 919,814
10 118-29 113-31 4-30 4.2% 1-08 1.0% 94% True False 707,143
20 119-19 113-31 5-20 4.7% 1-11 1.1% 83% False False 582,309
40 121-24 113-31 7-25 6.6% 1-09 1.1% 60% False False 513,275
60 121-24 112-21 9-03 7.7% 1-07 1.0% 66% False False 430,250
80 121-24 112-21 9-03 7.7% 1-01 0.9% 66% False False 447,283
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 2 trading days
Fibonacci Retracements and Extensions
4.250 126-20
2.618 123-21
1.618 121-27
1.000 120-23
0.618 120-01
HIGH 118-29
0.618 118-07
0.500 118-00
0.382 117-25
LOW 117-03
0.618 115-31
1.000 115-09
1.618 114-05
2.618 112-11
4.250 109-12
Fisher Pivots for day following 29-Feb-2008
Pivot 1 day 3 day
R1 118-13 118-00
PP 118-07 117-11
S1 118-00 116-22

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

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