ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 19-Jun-2008
Day Change Summary
Previous Current
18-Jun-2008 19-Jun-2008 Change Change % Previous Week
Open 111-15 112-17 1-02 1.0% 113-12
High 112-09 112-17 0-08 0.2% 113-17
Low 111-15 111-17 0-02 0.1% 110-29
Close 112-00 111-23 -0-09 -0.3% 110-30
Range 0-26 1-00 0-06 23.1% 2-20
ATR 1-02 1-02 0-00 -0.4% 0-00
Volume 44 15 -29 -65.9% 200
Daily Pivots for day following 19-Jun-2008
Classic Woodie Camarilla DeMark
R4 114-30 114-10 112-09
R3 113-30 113-10 112-00
R2 112-30 112-30 111-29
R1 112-10 112-10 111-26 112-04
PP 111-30 111-30 111-30 111-26
S1 111-10 111-10 111-20 111-04
S2 110-30 110-30 111-17
S3 109-30 110-10 111-14
S4 108-30 109-10 111-05
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
5 112-17 110-25 1-24 1.6% 0-23 0.7% 54% True False 20
10 113-27 110-25 3-02 2.7% 0-30 0.8% 31% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 116-25
2.618 115-05
1.618 114-05
1.000 113-17
0.618 113-05
HIGH 112-17
0.618 112-05
0.500 112-01
0.382 111-29
LOW 111-17
0.618 110-29
1.000 110-17
1.618 109-29
2.618 108-29
4.250 107-09
Fisher Pivots for day following 19-Jun-2008
Pivot 1 day 3 day
R1 112-01 111-22
PP 111-30 111-22
S1 111-26 111-22

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

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