ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 05-Aug-2008
Day Change Summary
Previous Current
04-Aug-2008 05-Aug-2008 Change Change % Previous Week
Open 114-30 114-27 -0-03 -0.1% 113-03
High 115-07 115-16 0-09 0.2% 115-03
Low 114-18 114-04 -0-14 -0.4% 113-00
Close 114-24 114-10 -0-14 -0.4% 114-30
Range 0-21 1-12 0-23 109.5% 2-03
ATR 1-04 1-04 0-01 1.6% 0-00
Volume 1,014 327 -687 -67.8% 3,547
Daily Pivots for day following 05-Aug-2008
Classic Woodie Camarilla DeMark
R4 118-25 117-29 115-02
R3 117-13 116-17 114-22
R2 116-01 116-01 114-18
R1 115-05 115-05 114-14 114-29
PP 114-21 114-21 114-21 114-16
S1 113-25 113-25 114-06 113-17
S2 113-09 113-09 114-02
S3 111-29 112-13 113-30
S4 110-17 111-01 113-18
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
5 115-16 113-00 2-16 2.2% 1-03 0.9% 53% True False 862
10 115-16 112-14 3-02 2.7% 1-04 1.0% 61% True False 563
20 116-18 112-14 4-04 3.6% 1-06 1.0% 45% False False 483
40 116-18 110-25 5-25 5.1% 1-01 0.9% 61% False False 284
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 0-08
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121-11
2.618 119-03
1.618 117-23
1.000 116-28
0.618 116-11
HIGH 115-16
0.618 114-31
0.500 114-26
0.382 114-21
LOW 114-04
0.618 113-09
1.000 112-24
1.618 111-29
2.618 110-17
4.250 108-09
Fisher Pivots for day following 05-Aug-2008
Pivot 1 day 3 day
R1 114-26 114-26
PP 114-21 114-21
S1 114-15 114-15

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

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