ECBOT 30 Year Treasury Bond Future December 2008

Trading Metrics calculated at close of trading on 29-Jul-2008

Day Change Summary
	Previous	Current
	28-Jul-2008	29-Jul-2008	Change	Change %	Previous Week
Open	113-03	113-25	0-22	0.6%	113-04
High	114-12	114-04	-0-08	-0.2%	114-15
Low	113-03	113-10	0-07	0.2%	112-14
Close	114-02	113-30	-0-04	-0.1%	112-28
Range	1-09	0-26	-0-15	-36.6%	2-01
ATR	1-06	1-05	-0-01	-2.3%	0-00
Volume	137	437	300	219.0%	1,783

Daily Pivots for day following 29-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-07	115-29	114-12
R3	115-13	115-03	114-05
R2	114-19	114-19	114-03
R1	114-09	114-09	114-00	114-14
PP	113-25	113-25	113-25	113-28
S1	113-15	113-15	113-28	113-20
S2	112-31	112-31	113-25
S3	112-05	112-21	113-23
S4	111-11	111-27	113-16

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%	74%	False	False	265
10	116-02	112-14	3-20	3.2%	1-06	1.0%	41%	False	False	417
20	116-18	112-14	4-04	3.6%	1-05	1.0%	36%	False	False	303
40	116-18	110-25	5-25	5.1%	1-01	0.9%	55%	False	False	181

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-03
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-18
2.618	116-08
1.618	115-14
1.000	114-30
0.618	114-20
HIGH	114-04
0.618	113-26
0.500	113-23
0.382	113-20
LOW	113-10
0.618	112-26
1.000	112-16
1.618	112-00
2.618	111-06
4.250	109-28

Fisher Pivots for day following 29-Jul-2008
Pivot	1 day	3 day
R1	113-28	113-27
PP	113-25	113-24
S1	113-23	113-20

Download as Excel Spreadsheet

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

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