ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 04-Aug-2008
Day Change Summary
Previous Current
01-Aug-2008 04-Aug-2008 Change Change % Previous Week
Open 114-29 114-30 0-01 0.0% 113-03
High 115-03 115-07 0-04 0.1% 115-03
Low 114-08 114-18 0-10 0.3% 113-00
Close 114-30 114-24 -0-06 -0.2% 114-30
Range 0-27 0-21 -0-06 -22.2% 2-03
ATR 1-05 1-04 -0-01 -3.1% 0-00
Volume 1,059 1,014 -45 -4.2% 3,547
Daily Pivots for day following 04-Aug-2008
Classic Woodie Camarilla DeMark
R4 116-26 116-14 115-04
R3 116-05 115-25 114-30
R2 115-16 115-16 114-28
R1 115-04 115-04 114-26 115-00
PP 114-27 114-27 114-27 114-25
S1 114-15 114-15 114-22 114-10
S2 114-06 114-06 114-20
S3 113-17 113-26 114-18
S4 112-28 113-05 114-12
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 120-20 119-28 116-03
R3 118-17 117-25 115-16
R2 116-14 116-14 115-10
R1 115-22 115-22 115-04 116-02
PP 114-11 114-11 114-11 114-17
S1 113-19 113-19 114-24 113-31
S2 112-08 112-08 114-18
S3 110-05 111-16 114-12
S4 108-02 109-13 113-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-07 113-00 2-07 1.9% 0-31 0.8% 79% True False 884
10 115-07 112-14 2-25 2.4% 1-03 0.9% 83% True False 598
20 116-18 112-14 4-04 3.6% 1-05 1.0% 56% False False 482
40 116-18 110-25 5-25 5.0% 1-01 0.9% 69% False False 277
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 118-00
2.618 116-30
1.618 116-09
1.000 115-28
0.618 115-20
HIGH 115-07
0.618 114-31
0.500 114-28
0.382 114-26
LOW 114-18
0.618 114-05
1.000 113-29
1.618 113-16
2.618 112-27
4.250 111-25
Fisher Pivots for day following 04-Aug-2008
Pivot 1 day 3 day
R1 114-28 114-22
PP 114-27 114-19
S1 114-26 114-16

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

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