ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 21-Jul-2008
Day Change Summary
Previous Current
18-Jul-2008 21-Jul-2008 Change Change % Previous Week
Open 114-11 113-04 -1-07 -1.1% 114-12
High 114-11 113-29 -0-14 -0.4% 116-16
Low 113-07 113-02 -0-05 -0.1% 113-07
Close 113-11 113-18 0-07 0.2% 113-11
Range 1-04 0-27 -0-09 -25.0% 3-09
ATR 1-05 1-04 -0-01 -1.9% 0-00
Volume 550 357 -193 -35.1% 2,465
Daily Pivots for day following 21-Jul-2008
Classic Woodie Camarilla DeMark
R4 116-01 115-21 114-01
R3 115-06 114-26 113-25
R2 114-11 114-11 113-23
R1 113-31 113-31 113-20 114-05
PP 113-16 113-16 113-16 113-20
S1 113-04 113-04 113-16 113-10
S2 112-21 112-21 113-13
S3 111-26 112-09 113-11
S4 110-31 111-14 113-03
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 124-06 122-02 115-05
R3 120-29 118-25 114-08
R2 117-20 117-20 113-30
R1 115-16 115-16 113-21 114-30
PP 114-11 114-11 114-11 114-02
S1 112-07 112-07 113-01 111-20
S2 111-02 111-02 112-24
S3 107-25 108-30 112-14
S4 104-16 105-21 111-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-16 113-02 3-14 3.0% 1-04 1.0% 15% False True 520
10 116-18 113-02 3-16 3.1% 1-06 1.1% 14% False True 367
20 116-18 112-06 4-12 3.9% 1-03 1.0% 31% False False 235
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0-07
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117-16
2.618 116-04
1.618 115-09
1.000 114-24
0.618 114-14
HIGH 113-29
0.618 113-19
0.500 113-16
0.382 113-12
LOW 113-02
0.618 112-17
1.000 112-07
1.618 111-22
2.618 110-27
4.250 109-15
Fisher Pivots for day following 21-Jul-2008
Pivot 1 day 3 day
R1 113-17 113-28
PP 113-16 113-25
S1 113-16 113-21

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

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