ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 20-Mar-2008
Day Change Summary
Previous Current
19-Mar-2008 20-Mar-2008 Change Change % Previous Week
Open 118-31 120-12 1-14 1.2% 117-01
High 120-16 121-00 0-16 0.4% 120-12
Low 118-24 119-28 1-04 0.9% 116-15
Close 120-05 120-30 0-26 0.7% 119-17
Range 1-24 1-04 -0-19 -34.2% 3-30
ATR 1-20 1-19 -0-01 -2.2% 0-00
Volume 440,724 272,675 -168,049 -38.1% 2,533,588
Daily Pivots for day following 20-Mar-2008
Classic Woodie Camarilla DeMark
R4 124-01 123-20 121-19
R3 122-29 122-16 121-09
R2 121-24 121-24 121-05
R1 121-11 121-11 121-02 121-18
PP 120-20 120-20 120-20 120-23
S1 120-07 120-07 120-27 120-13
S2 119-15 119-15 120-24
S3 118-11 119-02 120-20
S4 117-06 117-30 120-10
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 130-18 128-31 121-22
R3 126-20 125-02 120-20
R2 122-23 122-23 120-08
R1 121-04 121-04 119-29 121-30
PP 118-26 118-26 118-26 119-06
S1 117-06 117-06 119-05 118-00
S2 114-28 114-28 118-26
S3 110-30 113-09 118-14
S4 107-01 109-12 117-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-00 118-04 2-28 2.4% 1-18 1.3% 98% True False 393,751
10 121-00 116-05 4-28 4.0% 1-27 1.5% 99% True False 454,952
20 121-00 114-16 6-16 5.4% 1-18 1.3% 99% True False 607,930
40 121-00 113-31 7-02 5.8% 1-16 1.2% 99% True False 539,509
60 121-24 112-29 8-27 7.3% 1-12 1.1% 91% False False 472,717
80 121-24 112-21 9-03 7.5% 1-10 1.1% 91% False False 470,015
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 0-10
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 125-28
2.618 124-00
1.618 122-28
1.000 122-05
0.618 121-23
HIGH 121-00
0.618 120-19
0.500 120-14
0.382 120-10
LOW 119-28
0.618 119-05
1.000 118-24
1.618 118-01
2.618 116-28
4.250 115-01
Fisher Pivots for day following 20-Mar-2008
Pivot 1 day 3 day
R1 120-25 120-19
PP 120-20 120-08
S1 120-14 119-28

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

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