ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 25-Jul-2008
Day Change Summary
Previous Current
24-Jul-2008 25-Jul-2008 Change Change % Previous Week
Open 113-00 114-12 1-12 1.2% 113-04
High 114-06 114-15 0-09 0.2% 114-15
Low 112-31 112-26 -0-05 -0.1% 112-14
Close 114-01 112-28 -1-05 -1.0% 112-28
Range 1-07 1-21 0-14 35.9% 2-01
ATR 1-04 1-05 0-01 3.3% 0-00
Volume 132 383 251 190.2% 1,783
Daily Pivots for day following 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 118-11 117-09 113-25
R3 116-22 115-20 113-11
R2 115-01 115-01 113-06
R1 113-31 113-31 113-01 113-22
PP 113-12 113-12 113-12 113-08
S1 112-10 112-10 112-23 112-00
S2 111-23 111-23 112-18
S3 110-02 110-21 112-13
S4 108-13 109-00 111-31
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 119-11 118-05 114-00
R3 117-10 116-04 113-14
R2 115-09 115-09 113-08
R1 114-03 114-03 113-02 113-22
PP 113-08 113-08 113-08 113-02
S1 112-02 112-02 112-22 111-20
S2 111-07 111-07 112-16
S3 109-06 110-01 112-10
S4 107-05 108-00 111-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-15 112-14 2-01 1.8% 1-04 1.0% 22% True False 356
10 116-16 112-14 4-02 3.6% 1-08 1.1% 11% False False 424
20 116-18 112-14 4-04 3.7% 1-05 1.0% 11% False False 298
40 116-18 110-25 5-25 5.1% 1-00 0.9% 36% False False 167
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121-16
2.618 118-26
1.618 117-05
1.000 116-04
0.618 115-16
HIGH 114-15
0.618 113-27
0.500 113-20
0.382 113-14
LOW 112-26
0.618 111-25
1.000 111-05
1.618 110-04
2.618 108-15
4.250 105-25
Fisher Pivots for day following 25-Jul-2008
Pivot 1 day 3 day
R1 113-20 113-14
PP 113-12 113-08
S1 113-04 113-02

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

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