ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 06-Mar-2008
Day Change Summary
Previous Current
05-Mar-2008 06-Mar-2008 Change Change % Previous Week
Open 118-20 117-24 -0-28 -0.7% 116-30
High 119-15 118-12 -1-02 -0.9% 120-00
Low 117-12 117-16 0-04 0.1% 115-14
Close 117-18 117-30 0-13 0.3% 119-22
Range 2-03 0-28 -1-07 -58.2% 4-18
ATR 1-17 1-16 -0-02 -3.1% 0-00
Volume 75,421 55,695 -19,726 -26.2% 3,036,054
Daily Pivots for day following 06-Mar-2008
Classic Woodie Camarilla DeMark
R4 120-18 120-04 118-14
R3 119-22 119-08 118-06
R2 118-26 118-26 118-04
R1 118-12 118-12 118-01 118-20
PP 117-30 117-30 117-30 118-02
S1 117-16 117-16 117-28 117-24
S2 117-02 117-02 117-25
S3 116-06 116-20 117-23
S4 115-10 115-24 117-15
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 132-02 130-14 122-06
R3 127-16 125-28 120-30
R2 122-30 122-30 120-17
R1 121-10 121-10 120-03 122-04
PP 118-12 118-12 118-12 118-25
S1 116-24 116-24 119-09 117-18
S2 113-26 113-26 118-27
S3 109-08 112-06 118-14
S4 104-22 107-20 117-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-01 117-12 2-21 2.3% 1-14 1.2% 22% False False 286,508
10 120-01 115-14 4-19 3.9% 1-12 1.2% 55% False False 421,449
20 120-01 115-07 4-26 4.1% 1-15 1.2% 57% False False 438,026
40 122-28 115-07 7-21 6.5% 1-16 1.3% 36% False False 450,329
60 122-28 113-13 9-15 8.0% 1-14 1.2% 48% False False 382,759
80 122-28 113-07 9-21 8.2% 1-12 1.2% 49% False False 325,233
100 122-28 110-01 12-27 10.9% 1-08 1.1% 62% False False 260,317
120 122-28 109-24 13-04 11.1% 1-04 1.0% 63% False False 216,948
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 122-04
2.618 120-22
1.618 119-26
1.000 119-08
0.618 118-30
HIGH 118-12
0.618 118-02
0.500 117-30
0.382 117-27
LOW 117-16
0.618 116-31
1.000 116-20
1.618 116-03
2.618 115-07
4.250 113-26
Fisher Pivots for day following 06-Mar-2008
Pivot 1 day 3 day
R1 117-30 118-20
PP 117-30 118-12
S1 117-30 118-06

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

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