ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 03-Apr-2008
Day Change Summary
Previous Current
02-Apr-2008 03-Apr-2008 Change Change % Previous Week
Open 117-16 117-10 -0-06 -0.1% 120-27
High 118-05 118-04 -0-01 0.0% 120-27
Low 117-02 117-06 0-05 0.1% 117-20
Close 117-14 117-18 0-03 0.1% 118-17
Range 1-04 0-30 -0-06 -16.9% 3-06
ATR 1-17 1-16 -0-01 -2.9% 0-00
Volume 455,146 296,878 -158,268 -34.8% 1,297,233
Daily Pivots for day following 03-Apr-2008
Classic Woodie Camarilla DeMark
R4 120-12 119-28 118-02
R3 119-15 118-31 117-26
R2 118-18 118-18 117-23
R1 118-02 118-02 117-20 118-10
PP 117-20 117-20 117-20 117-24
S1 117-04 117-04 117-15 117-12
S2 116-22 116-22 117-12
S3 115-25 116-06 117-09
S4 114-28 115-09 117-01
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
5 119-19 117-02 2-18 2.2% 1-09 1.1% 20% False False 353,629
10 121-00 117-02 3-31 3.4% 1-13 1.2% 13% False False 311,348
20 121-00 116-05 4-28 4.1% 1-20 1.4% 29% False False 395,264
40 121-00 113-31 7-02 6.0% 1-16 1.3% 51% False False 505,863
60 121-24 113-31 7-25 6.6% 1-14 1.2% 46% False False 492,210
80 121-24 112-21 9-03 7.7% 1-11 1.1% 54% False False 431,795
100 121-24 112-21 9-03 7.7% 1-06 1.0% 54% False False 444,331
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 122-01
2.618 120-17
1.618 119-20
1.000 119-02
0.618 118-22
HIGH 118-04
0.618 117-25
0.500 117-21
0.382 117-18
LOW 117-06
0.618 116-20
1.000 116-09
1.618 115-23
2.618 114-25
4.250 113-09
Fisher Pivots for day following 03-Apr-2008
Pivot 1 day 3 day
R1 117-21 118-01
PP 117-20 117-28
S1 117-19 117-23

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

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