ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 04-Jun-2008
Day Change Summary
Previous Current
03-Jun-2008 04-Jun-2008 Change Change % Previous Week
Open 115-03 115-26 0-24 0.6% 116-20
High 116-03 116-10 0-08 0.2% 116-28
Low 114-14 114-24 0-10 0.3% 113-12
Close 115-28 115-08 -0-20 -0.6% 114-15
Range 1-22 1-18 -0-03 -5.6% 3-16
ATR 1-11 1-11 0-01 1.3% 0-00
Volume 67,896 61,553 -6,343 -9.3% 2,174,492
Daily Pivots for day following 04-Jun-2008
Classic Woodie Camarilla DeMark
R4 120-06 119-09 116-04
R3 118-19 117-23 115-22
R2 117-01 117-01 115-17
R1 116-04 116-04 115-13 115-25
PP 115-14 115-14 115-14 115-09
S1 114-18 114-18 115-03 114-07
S2 113-28 113-28 114-31
S3 112-09 112-31 114-26
S4 110-23 111-13 114-12
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 125-11 123-13 116-12
R3 121-28 119-29 115-14
R2 118-12 118-12 115-03
R1 116-14 116-14 114-25 115-21
PP 114-29 114-29 114-29 114-17
S1 112-30 112-30 114-05 112-06
S2 111-13 111-13 113-27
S3 107-30 109-15 113-16
S4 104-14 105-31 112-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-10 113-12 2-30 2.6% 1-11 1.2% 63% True False 338,014
10 117-14 113-12 4-02 3.5% 1-11 1.2% 46% False False 373,497
20 117-28 113-12 4-16 3.9% 1-10 1.1% 42% False False 335,817
40 120-04 113-12 6-24 5.9% 1-10 1.2% 28% False False 296,286
60 121-00 113-12 7-20 6.6% 1-13 1.2% 25% False False 316,361
80 121-00 113-12 7-20 6.6% 1-13 1.2% 25% False False 392,637
100 121-24 113-12 8-12 7.3% 1-13 1.2% 22% False False 410,110
120 121-24 112-21 9-03 7.9% 1-11 1.2% 29% False False 384,306
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 False
Bull Hook False
Stretch 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-01
2.618 120-15
1.618 118-28
1.000 117-29
0.618 117-10
HIGH 116-10
0.618 115-23
0.500 115-17
0.382 115-11
LOW 114-24
0.618 113-25
1.000 113-06
1.618 112-06
2.618 110-20
4.250 108-01
Fisher Pivots for day following 04-Jun-2008
Pivot 1 day 3 day
R1 115-17 115-08
PP 115-14 115-08
S1 115-11 115-07

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

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