ECBOT 30 Year Treasury Bond Future September 2008


Trading Metrics calculated at close of trading on 26-Feb-2008
Day Change Summary
Previous Current
25-Feb-2008 26-Feb-2008 Change Change % Previous Week
Open 115-03 113-21 -1-14 -1.2% 114-19
High 115-17 113-21 -1-28 -1.6% 115-17
Low 113-27 113-20 -0-07 -0.2% 112-31
Close 113-18 113-23 0-05 0.1% 115-10
Range 1-22 0-01 -1-21 -98.1% 2-18
ATR 0-00 1-01 1-01 0-00
Volume 17 8 -9 -52.9% 34
Daily Pivots for day following 26-Feb-2008
Classic Woodie Camarilla DeMark
R4 113-24 113-25 113-24
R3 113-23 113-24 113-23
R2 113-22 113-22 113-23
R1 113-23 113-23 113-23 113-22
PP 113-21 113-21 113-21 113-21
S1 113-22 113-22 113-23 113-22
S2 113-20 113-20 113-23
S3 113-19 113-21 113-23
S4 113-18 113-20 113-22
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 122-09 121-12 116-23
R3 119-23 118-26 116-01
R2 117-05 117-05 115-25
R1 116-08 116-08 115-18 116-22
PP 114-19 114-19 114-19 114-27
S1 113-22 113-22 115-02 114-04
S2 112-01 112-01 114-27
S3 109-15 111-04 114-19
S4 106-29 108-18 113-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-17 112-31 2-18 2.3% 0-27 0.7% 29% False False 7
10 116-02 112-31 3-03 2.7% 0-20 0.6% 24% False False 37
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0-03
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 113-25
2.618 113-24
1.618 113-23
1.000 113-22
0.618 113-22
HIGH 113-21
0.618 113-21
0.500 113-20
0.382 113-20
LOW 113-20
0.618 113-19
1.000 113-19
1.618 113-18
2.618 113-17
4.250 113-16
Fisher Pivots for day following 26-Feb-2008
Pivot 1 day 3 day
R1 113-22 114-18
PP 113-21 114-09
S1 113-20 114-00

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

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