ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 17-Jul-2008
Day Change Summary
Previous Current
16-Jul-2008 17-Jul-2008 Change Change % Previous Week
Open 115-29 114-16 -1-13 -1.2% 115-04
High 116-02 114-22 -1-12 -1.2% 116-18
Low 114-08 113-16 -0-24 -0.7% 114-17
Close 114-16 113-21 -0-27 -0.7% 114-28
Range 1-26 1-06 -0-20 -34.5% 2-01
ATR 1-05 1-05 0-00 0.3% 0-00
Volume 290 981 691 238.3% 878
Daily Pivots for day following 17-Jul-2008
Classic Woodie Camarilla DeMark
R4 117-16 116-25 114-10
R3 116-10 115-19 113-31
R2 115-04 115-04 113-28
R1 114-13 114-13 113-24 114-06
PP 113-30 113-30 113-30 113-27
S1 113-07 113-07 113-18 113-00
S2 112-24 112-24 113-14
S3 111-18 112-01 113-11
S4 110-12 110-27 113-00
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 121-13 120-06 116-00
R3 119-12 118-05 115-14
R2 117-11 117-11 115-08
R1 116-04 116-04 115-02 115-23
PP 115-10 115-10 115-10 115-04
S1 114-03 114-03 114-22 113-22
S2 113-09 113-09 114-16
S3 111-08 112-02 114-10
S4 109-07 110-01 113-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-18 113-16 3-02 2.7% 1-17 1.3% 5% False True 409
10 116-18 113-16 3-02 2.7% 1-08 1.1% 5% False True 298
20 116-18 111-17 5-01 4.4% 1-02 0.9% 42% False False 196
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-24
2.618 117-25
1.618 116-19
1.000 115-28
0.618 115-13
HIGH 114-22
0.618 114-07
0.500 114-03
0.382 113-31
LOW 113-16
0.618 112-25
1.000 112-10
1.618 111-19
2.618 110-13
4.250 108-14
Fisher Pivots for day following 17-Jul-2008
Pivot 1 day 3 day
R1 114-03 115-00
PP 113-30 114-18
S1 113-26 114-03

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

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