ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 11-Mar-2008
Day Change Summary
Previous Current
10-Mar-2008 11-Mar-2008 Change Change % Previous Week
Open 117-01 118-10 1-10 1.1% 118-29
High 118-27 118-18 -0-10 -0.2% 118-31
Low 116-31 116-15 -0-16 -0.4% 116-04
Close 118-17 117-00 -1-18 -1.3% 117-02
Range 1-28 2-02 0-06 10.8% 2-28
ATR 1-15 1-17 0-01 2.9% 0-00
Volume 504,660 536,275 31,615 6.3% 3,103,063
Daily Pivots for day following 11-Mar-2008
Classic Woodie Camarilla DeMark
R4 123-18 122-11 118-04
R3 121-16 120-09 117-18
R2 119-13 119-13 117-12
R1 118-06 118-06 117-06 117-24
PP 117-11 117-11 117-11 117-04
S1 116-04 116-04 116-25 115-22
S2 115-08 115-08 116-19
S3 113-06 114-01 116-13
S4 111-03 111-31 115-27
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 125-31 124-12 118-21
R3 123-03 121-17 117-28
R2 120-08 120-08 117-19
R1 118-21 118-21 117-11 118-01
PP 117-12 117-12 117-12 117-02
S1 115-26 115-26 116-26 115-05
S2 114-17 114-17 116-18
S3 111-21 112-30 116-09
S4 108-26 110-03 115-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-27 116-04 2-24 2.3% 1-25 1.5% 32% False False 560,953
10 118-31 114-16 4-15 3.8% 1-20 1.4% 56% False False 739,432
20 118-31 113-31 5-00 4.3% 1-13 1.2% 60% False False 631,801
40 121-24 113-31 7-25 6.7% 1-14 1.2% 39% False False 553,553
60 121-24 112-21 9-03 7.8% 1-08 1.1% 48% False False 453,982
80 121-24 112-21 9-03 7.8% 1-05 1.0% 48% False False 463,178
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 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-12
2.618 124-00
1.618 121-29
1.000 120-20
0.618 119-27
HIGH 118-18
0.618 117-24
0.500 117-16
0.382 117-08
LOW 116-15
0.618 115-06
1.000 114-12
1.618 113-03
2.618 111-01
4.250 107-20
Fisher Pivots for day following 11-Mar-2008
Pivot 1 day 3 day
R1 117-16 117-16
PP 117-11 117-10
S1 117-05 117-05

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

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