ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 27-Mar-2008
Day Change Summary
Previous Current
26-Mar-2008 27-Mar-2008 Change Change % Previous Week
Open 118-30 119-02 0-04 0.1% 119-13
High 119-20 119-06 -0-14 -0.4% 121-00
Low 118-17 117-23 -0-26 -0.7% 118-24
Close 118-26 118-06 -0-20 -0.5% 120-30
Range 1-02 1-14 0-12 34.8% 2-08
ATR 1-19 1-19 0-00 -0.7% 0-00
Volume 268,217 324,096 55,879 20.8% 1,449,527
Daily Pivots for day following 27-Mar-2008
Classic Woodie Camarilla DeMark
R4 122-23 121-29 118-31
R3 121-08 120-14 118-18
R2 119-26 119-26 118-14
R1 119-00 119-00 118-10 118-22
PP 118-11 118-11 118-11 118-06
S1 117-17 117-17 118-01 117-07
S2 116-29 116-29 117-29
S3 115-14 116-03 117-25
S4 114-00 114-20 117-12
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 127-00 126-07 122-06
R3 124-24 123-31 121-18
R2 122-16 122-16 121-12
R1 121-23 121-23 121-05 122-04
PP 120-08 120-08 120-08 120-14
S1 119-15 119-15 120-24 119-28
S2 118-00 118-00 120-17
S3 115-24 117-07 120-11
S4 113-16 114-31 119-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-00 117-23 3-10 2.8% 1-16 1.3% 14% False True 269,068
10 121-00 117-22 3-11 2.8% 1-20 1.4% 15% False False 356,510
20 121-00 115-04 5-28 5.0% 1-23 1.4% 52% False False 516,149
40 121-00 113-31 7-02 6.0% 1-16 1.3% 60% False False 519,314
60 121-24 113-31 7-25 6.6% 1-13 1.2% 54% False False 484,115
80 121-24 112-21 9-03 7.7% 1-10 1.1% 61% False False 438,499
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 3 trading days
Fibonacci Retracements and Extensions
4.250 125-11
2.618 122-31
1.618 121-17
1.000 120-20
0.618 120-02
HIGH 119-06
0.618 118-20
0.500 118-14
0.382 118-09
LOW 117-23
0.618 116-26
1.000 116-08
1.618 115-12
2.618 113-29
4.250 111-17
Fisher Pivots for day following 27-Mar-2008
Pivot 1 day 3 day
R1 118-14 118-21
PP 118-11 118-16
S1 118-08 118-11

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

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