ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 02-Jul-2008
Day Change Summary
Previous Current
01-Jul-2008 02-Jul-2008 Change Change % Previous Week
Open 114-23 114-16 -0-07 -0.2% 112-09
High 115-15 115-05 -0-10 -0.3% 115-01
Low 114-18 114-06 -0-12 -0.3% 112-06
Close 114-17 115-05 0-20 0.5% 114-21
Range 0-29 0-31 0-02 6.9% 2-27
ATR 1-00 1-00 0-00 -0.2% 0-00
Volume 51 117 66 129.4% 324
Daily Pivots for day following 02-Jul-2008
Classic Woodie Camarilla DeMark
R4 117-24 117-13 115-22
R3 116-25 116-14 115-14
R2 115-26 115-26 115-11
R1 115-15 115-15 115-08 115-20
PP 114-27 114-27 114-27 114-29
S1 114-16 114-16 115-02 114-22
S2 113-28 113-28 114-31
S3 112-29 113-17 114-28
S4 111-30 112-18 114-20
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 122-16 121-13 116-07
R3 119-21 118-18 115-14
R2 116-26 116-26 115-06
R1 115-23 115-23 114-29 116-08
PP 113-31 113-31 113-31 114-07
S1 112-28 112-28 114-13 113-14
S2 111-04 111-04 114-04
S3 108-09 110-01 113-28
S4 105-14 107-06 113-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-15 113-04 2-11 2.0% 0-31 0.8% 87% False False 141
10 115-15 111-17 3-30 3.4% 0-27 0.7% 92% False False 94
20 115-15 110-25 4-22 4.1% 0-28 0.8% 93% False False 65
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 0-05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-09
2.618 117-22
1.618 116-23
1.000 116-04
0.618 115-24
HIGH 115-05
0.618 114-25
0.500 114-22
0.382 114-18
LOW 114-06
0.618 113-19
1.000 113-07
1.618 112-20
2.618 111-21
4.250 110-02
Fisher Pivots for day following 02-Jul-2008
Pivot 1 day 3 day
R1 115-00 115-01
PP 114-27 114-30
S1 114-22 114-26

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

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