ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 17-Jun-2008
Day Change Summary
Previous Current
16-Jun-2008 17-Jun-2008 Change Change % Previous Week
Open 111-06 111-06 0-00 0.0% 113-12
High 111-10 111-20 0-10 0.3% 113-17
Low 110-25 110-26 0-01 0.0% 110-29
Close 111-05 111-06 0-01 0.0% 110-30
Range 0-17 0-26 0-09 52.9% 2-20
ATR 1-02 1-02 -0-01 -1.7% 0-00
Volume 7 22 15 214.3% 200
Daily Pivots for day following 17-Jun-2008
Classic Woodie Camarilla DeMark
R4 113-21 113-07 111-20
R3 112-27 112-13 111-13
R2 112-01 112-01 111-11
R1 111-19 111-19 111-08 111-19
PP 111-07 111-07 111-07 111-06
S1 110-25 110-25 111-04 110-25
S2 110-13 110-13 111-01
S3 109-19 109-31 110-31
S4 108-25 109-05 110-24
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% 1-01 0.9% 17% False False 37
10 114-08 110-25 3-15 3.1% 0-30 0.9% 12% False False 34
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 3 trading days
Fibonacci Retracements and Extensions
4.250 115-02
2.618 113-24
1.618 112-30
1.000 112-14
0.618 112-04
HIGH 111-20
0.618 111-10
0.500 111-07
0.382 111-04
LOW 110-26
0.618 110-10
1.000 110-00
1.618 109-16
2.618 108-22
4.250 107-12
Fisher Pivots for day following 17-Jun-2008
Pivot 1 day 3 day
R1 111-07 111-06
PP 111-07 111-06
S1 111-06 111-06

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

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