ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 31-Mar-2008
Day Change Summary
Previous Current
28-Mar-2008 31-Mar-2008 Change Change % Previous Week
Open 118-00 118-28 0-28 0.7% 120-27
High 119-00 119-19 0-18 0.5% 120-27
Low 117-20 118-17 0-28 0.8% 117-20
Close 118-17 118-26 0-08 0.2% 118-17
Range 1-12 1-02 -0-10 -22.7% 3-06
ATR 1-19 1-17 -0-01 -2.3% 0-00
Volume 224,568 336,331 111,763 49.8% 1,297,233
Daily Pivots for day following 31-Mar-2008
Classic Woodie Camarilla DeMark
R4 122-05 121-17 119-12
R3 121-03 120-15 119-03
R2 120-01 120-01 119-00
R1 119-13 119-13 118-29 119-06
PP 118-31 118-31 118-31 118-28
S1 118-11 118-11 118-22 118-04
S2 117-29 117-29 118-19
S3 116-27 117-09 118-16
S4 115-25 116-07 118-07
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 128-20 126-25 120-09
R3 125-13 123-18 119-13
R2 122-07 122-07 119-04
R1 120-12 120-12 118-26 119-22
PP 119-00 119-00 119-00 118-21
S1 117-05 117-05 118-08 116-16
S2 115-26 115-26 117-30
S3 112-19 113-31 117-21
S4 109-13 110-24 116-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-20 117-20 1-31 1.7% 1-07 1.0% 59% False False 282,958
10 121-00 117-20 3-12 2.8% 1-14 1.2% 34% False False 308,309
20 121-00 116-04 4-29 4.1% 1-20 1.4% 55% False False 435,987
40 121-00 113-31 7-02 5.9% 1-16 1.2% 69% False False 509,148
60 121-24 113-31 7-25 6.6% 1-13 1.2% 62% False False 487,512
80 121-24 112-21 9-03 7.7% 1-10 1.1% 68% False False 431,684
100 121-24 112-21 9-03 7.7% 1-05 1.0% 68% False False 445,024
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-04
2.618 122-12
1.618 121-10
1.000 120-21
0.618 120-08
HIGH 119-19
0.618 119-06
0.500 119-02
0.382 118-30
LOW 118-17
0.618 117-28
1.000 117-15
1.618 116-26
2.618 115-24
4.250 114-00
Fisher Pivots for day following 31-Mar-2008
Pivot 1 day 3 day
R1 119-02 118-24
PP 118-31 118-22
S1 118-28 118-20

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

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