ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 06-Aug-2008
Day Change Summary
Previous Current
05-Aug-2008 06-Aug-2008 Change Change % Previous Week
Open 114-27 114-10 -0-17 -0.5% 113-03
High 115-16 114-13 -1-03 -0.9% 115-03
Low 114-04 113-10 -0-26 -0.7% 113-00
Close 114-10 113-23 -0-19 -0.5% 114-30
Range 1-12 1-03 -0-09 -20.5% 2-03
ATR 1-04 1-04 0-00 -0.3% 0-00
Volume 327 3,094 2,767 846.2% 3,547
Daily Pivots for day following 06-Aug-2008
Classic Woodie Camarilla DeMark
R4 117-03 116-16 114-10
R3 116-00 115-13 114-01
R2 114-29 114-29 113-29
R1 114-10 114-10 113-26 114-02
PP 113-26 113-26 113-26 113-22
S1 113-07 113-07 113-20 112-31
S2 112-23 112-23 113-17
S3 111-20 112-04 113-13
S4 110-17 111-01 113-04
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
5 115-16 113-10 2-06 1.9% 1-01 0.9% 19% False True 1,267
10 115-16 112-26 2-22 2.4% 1-05 1.0% 34% False False 849
20 116-18 112-14 4-04 3.6% 1-06 1.0% 31% False False 636
40 116-18 110-25 5-25 5.1% 1-02 0.9% 51% False False 362
Crabel Price Patterns
NR True
NR4 False
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 False
Bull Hook False
Stretch 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-02
2.618 117-09
1.618 116-06
1.000 115-16
0.618 115-03
HIGH 114-13
0.618 114-00
0.500 113-28
0.382 113-23
LOW 113-10
0.618 112-20
1.000 112-07
1.618 111-17
2.618 110-14
4.250 108-21
Fisher Pivots for day following 06-Aug-2008
Pivot 1 day 3 day
R1 113-28 114-13
PP 113-26 114-06
S1 113-24 113-30

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

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