ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 19-Aug-2008
Day Change Summary
Previous Current
18-Aug-2008 19-Aug-2008 Change Change % Previous Week
Open 116-24 117-03 0-11 0.3% 115-24
High 117-04 117-08 0-04 0.1% 116-22
Low 116-15 116-17 0-02 0.1% 114-03
Close 117-00 116-22 -0-10 -0.3% 116-18
Range 0-21 0-23 0-02 9.5% 2-19
ATR 1-04 1-03 -0-01 -2.5% 0-00
Volume 2,945 6,245 3,300 112.1% 10,133
Daily Pivots for day following 19-Aug-2008
Classic Woodie Camarilla DeMark
R4 118-31 118-18 117-03
R3 118-08 117-27 116-28
R2 117-17 117-17 116-26
R1 117-04 117-04 116-24 116-31
PP 116-26 116-26 116-26 116-24
S1 116-13 116-13 116-20 116-08
S2 116-03 116-03 116-18
S3 115-12 115-22 116-16
S4 114-21 114-31 116-09
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 123-18 122-21 118-00
R3 120-31 120-02 117-09
R2 118-12 118-12 117-01
R1 117-15 117-15 116-26 117-30
PP 115-25 115-25 115-25 116-00
S1 114-28 114-28 116-10 115-10
S2 113-06 113-06 116-03
S3 110-19 112-09 115-27
S4 108-00 109-22 115-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-08 114-31 2-09 2.0% 0-29 0.8% 75% True False 3,436
10 117-08 113-10 3-30 3.4% 1-03 0.9% 86% True False 2,682
20 117-08 112-14 4-26 4.1% 1-03 0.9% 88% True False 1,623
40 117-08 112-06 5-02 4.3% 1-03 0.9% 89% True False 946
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-10
2.618 119-04
1.618 118-13
1.000 117-31
0.618 117-22
HIGH 117-08
0.618 116-31
0.500 116-28
0.382 116-26
LOW 116-17
0.618 116-03
1.000 115-26
1.618 115-12
2.618 114-21
4.250 113-15
Fisher Pivots for day following 19-Aug-2008
Pivot 1 day 3 day
R1 116-28 116-20
PP 116-26 116-18
S1 116-24 116-16

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

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