ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 07-Jul-2008
Day Change Summary
Previous Current
03-Jul-2008 07-Jul-2008 Change Change % Previous Week
Open 114-30 115-04 0-06 0.2% 114-16
High 115-10 116-06 0-28 0.8% 115-15
Low 114-15 114-17 0-02 0.1% 114-05
Close 114-29 115-10 0-13 0.4% 114-29
Range 0-27 1-21 0-26 96.3% 1-10
ATR 1-00 1-01 0-02 4.8% 0-00
Volume 196 28 -168 -85.7% 681
Daily Pivots for day following 07-Jul-2008
Classic Woodie Camarilla DeMark
R4 120-10 119-15 116-07
R3 118-21 117-26 115-25
R2 117-00 117-00 115-20
R1 116-05 116-05 115-15 116-18
PP 115-11 115-11 115-11 115-18
S1 114-16 114-16 115-05 114-30
S2 113-22 113-22 115-00
S3 112-01 112-27 114-27
S4 110-12 111-06 114-13
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 118-25 118-05 115-20
R3 117-15 116-27 115-09
R2 116-05 116-05 115-05
R1 115-17 115-17 115-01 115-27
PP 114-27 114-27 114-27 115-00
S1 114-07 114-07 114-25 114-17
S2 113-17 113-17 114-21
S3 112-07 112-29 114-17
S4 110-29 111-19 114-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-06 114-05 2-01 1.8% 1-02 0.9% 57% True False 141
10 116-06 112-06 4-00 3.5% 0-31 0.8% 78% True False 103
20 116-06 110-25 5-13 4.7% 0-30 0.8% 84% True False 72
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 123-07
2.618 120-17
1.618 118-28
1.000 117-27
0.618 117-07
HIGH 116-06
0.618 115-18
0.500 115-12
0.382 115-05
LOW 114-17
0.618 113-16
1.000 112-28
1.618 111-27
2.618 110-06
4.250 107-16
Fisher Pivots for day following 07-Jul-2008
Pivot 1 day 3 day
R1 115-12 115-09
PP 115-11 115-07
S1 115-10 115-06

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

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