ECBOT 30 Year Treasury Bond Future December 2008

Trading Metrics calculated at close of trading on 11-Aug-2008

Day Change Summary
	Previous	Current
	08-Aug-2008	11-Aug-2008	Change	Change %	Previous Week
Open	115-02	115-24	0-22	0.6%	114-30
High	115-22	115-24	0-02	0.1%	115-22
Low	115-01	114-03	-0-30	-0.8%	113-10
Close	115-14	114-20	-0-26	-0.7%	115-14
Range	0-21	1-21	1-00	152.4%	2-12
ATR	1-05	1-06	0-01	3.2%	0-00
Volume	1,440	1,125	-315	-21.9%	8,841

Daily Pivots for day following 11-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-25	118-28	115-17
R3	118-04	117-07	115-03
R2	116-15	116-15	114-30
R1	115-18	115-18	114-25	115-06
PP	114-26	114-26	114-26	114-20
S1	113-29	113-29	114-15	113-17
S2	113-05	113-05	114-10
S3	111-16	112-08	114-05
S4	109-27	110-19	113-23

Weekly Pivots for week ending 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-30	121-02	116-24
R3	119-18	118-22	116-03
R2	117-06	117-06	115-28
R1	116-10	116-10	115-21	116-24
PP	114-26	114-26	114-26	115-01
S1	113-30	113-30	115-07	114-12
S2	112-14	112-14	115-00
S3	110-02	111-18	114-25
S4	107-22	109-06	114-04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-24	113-10	2-14	2.1%	1-10	1.1%	54%	True	False	1,790
10	115-24	113-00	2-24	2.4%	1-04	1.0%	59%	True	False	1,337
20	116-16	112-14	4-02	3.5%	1-05	1.0%	54%	False	False	876
40	116-18	110-25	5-25	5.0%	1-02	0.9%	66%	False	False	496

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-25
2.618	120-03
1.618	118-14
1.000	117-13
0.618	116-25
HIGH	115-24
0.618	115-04
0.500	114-30
0.382	114-23
LOW	114-03
0.618	113-02
1.000	112-14
1.618	111-13
2.618	109-24
4.250	107-02

Fisher Pivots for day following 11-Aug-2008
Pivot	1 day	3 day
R1	114-30	114-24
PP	114-26	114-22
S1	114-23	114-21

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols