ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 16-Jun-2008
Day Change Summary
Previous Current
13-Jun-2008 16-Jun-2008 Change Change % Previous Week
Open 111-05 111-06 0-01 0.0% 113-12
High 111-15 111-10 -0-05 -0.1% 113-17
Low 110-31 110-25 -0-06 -0.2% 110-29
Close 110-30 111-05 0-07 0.2% 110-30
Range 0-16 0-17 0-01 6.3% 2-20
ATR 0-00 1-02 1-02 0-00
Volume 15 7 -8 -53.3% 200
Daily Pivots for day following 16-Jun-2008
Classic Woodie Camarilla DeMark
R4 112-22 112-14 111-14
R3 112-05 111-29 111-10
R2 111-20 111-20 111-08
R1 111-12 111-12 111-07 111-08
PP 111-03 111-03 111-03 111-00
S1 110-27 110-27 111-03 110-22
S2 110-18 110-18 111-02
S3 110-01 110-10 111-00
S4 109-16 109-25 110-28
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 119-21 117-30 112-12
R3 117-01 115-10 111-21
R2 114-13 114-13 111-13
R1 112-22 112-22 111-06 112-08
PP 111-25 111-25 111-25 111-18
S1 110-02 110-02 110-22 109-20
S2 109-05 109-05 110-15
S3 106-17 107-14 110-07
S4 103-29 104-26 109-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-07 110-25 2-14 2.2% 0-31 0.9% 15% False True 34
10 114-08 110-25 3-15 3.1% 1-00 0.9% 11% False True 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-18
2.618 112-23
1.618 112-06
1.000 111-27
0.618 111-21
HIGH 111-10
0.618 111-04
0.500 111-02
0.382 110-31
LOW 110-25
0.618 110-14
1.000 110-08
1.618 109-29
2.618 109-12
4.250 108-17
Fisher Pivots for day following 16-Jun-2008
Pivot 1 day 3 day
R1 111-04 111-29
PP 111-03 111-21
S1 111-02 111-13

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

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