ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 11-Jun-2008
Day Change Summary
Previous Current
10-Jun-2008 11-Jun-2008 Change Change % Previous Week
Open 112-22 112-14 -0-08 -0.2% 112-17
High 112-22 113-07 0-17 0.5% 114-08
Low 112-05 112-02 -0-03 -0.1% 112-10
Close 112-14 112-18 0-04 0.1% 113-17
Range 0-17 1-05 0-20 117.6% 1-30
ATR
Volume 3 114 111 3,700.0% 152
Daily Pivots for day following 11-Jun-2008
Classic Woodie Camarilla DeMark
R4 116-03 115-15 113-06
R3 114-30 114-10 112-28
R2 113-25 113-25 112-25
R1 113-05 113-05 112-21 113-15
PP 112-20 112-20 112-20 112-24
S1 112-00 112-00 112-15 112-10
S2 111-15 111-15 112-11
S3 110-10 110-27 112-08
S4 109-05 109-22 111-30
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 119-06 118-09 114-19
R3 117-08 116-11 114-02
R2 115-10 115-10 113-28
R1 114-13 114-13 113-23 114-28
PP 113-12 113-12 113-12 113-19
S1 112-15 112-15 113-11 112-30
S2 111-14 111-14 113-06
S3 109-16 110-17 113-00
S4 107-18 108-19 112-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-27 112-02 1-25 1.6% 0-28 0.8% 28% False True 49
10 114-08 111-14 2-26 2.5% 0-28 0.8% 40% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 118-04
2.618 116-08
1.618 115-03
1.000 114-12
0.618 113-30
HIGH 113-07
0.618 112-25
0.500 112-20
0.382 112-16
LOW 112-02
0.618 111-11
1.000 110-29
1.618 110-06
2.618 109-01
4.250 107-05
Fisher Pivots for day following 11-Jun-2008
Pivot 1 day 3 day
R1 112-20 112-26
PP 112-20 112-23
S1 112-19 112-20

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

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