ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 09-Jul-2008
Day Change Summary
Previous Current
08-Jul-2008 09-Jul-2008 Change Change % Previous Week
Open 115-20 116-02 0-14 0.4% 114-16
High 115-31 116-14 0-15 0.4% 115-15
Low 115-07 115-18 0-11 0.3% 114-05
Close 115-29 116-07 0-10 0.3% 114-29
Range 0-24 0-28 0-04 16.7% 1-10
ATR 1-01 1-00 0-00 -1.0% 0-00
Volume 317 28 -289 -91.2% 681
Daily Pivots for day following 09-Jul-2008
Classic Woodie Camarilla DeMark
R4 118-22 118-11 116-22
R3 117-26 117-15 116-15
R2 116-30 116-30 116-12
R1 116-19 116-19 116-10 116-24
PP 116-02 116-02 116-02 116-05
S1 115-23 115-23 116-04 115-28
S2 115-06 115-06 116-02
S3 114-10 114-27 115-31
S4 113-14 113-31 115-24
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
5 116-14 114-06 2-08 1.9% 1-01 0.9% 90% True False 137
10 116-14 112-06 4-08 3.7% 1-00 0.9% 95% True False 129
20 116-14 110-25 5-21 4.9% 0-30 0.8% 96% True False 87
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 0-10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-05
2.618 118-23
1.618 117-27
1.000 117-10
0.618 116-31
HIGH 116-14
0.618 116-03
0.500 116-00
0.382 115-29
LOW 115-18
0.618 115-01
1.000 114-22
1.618 114-05
2.618 113-09
4.250 111-27
Fisher Pivots for day following 09-Jul-2008
Pivot 1 day 3 day
R1 116-05 115-31
PP 116-02 115-23
S1 116-00 115-16

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

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