ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 117-26 117-28 0-02 0.1% 116-24
High 117-31 118-01 0-02 0.1% 117-13
Low 117-13 117-02 -0-11 -0.3% 116-10
Close 117-24 117-30 0-06 0.2% 116-26
Range 0-18 0-31 0-13 72.2% 1-03
ATR 1-02 1-02 0-00 -0.6% 0-00
Volume 119,031 207,245 88,214 74.1% 204,357
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 120-19 120-07 118-15
R3 119-20 119-08 118-07
R2 118-21 118-21 118-04
R1 118-09 118-09 118-01 118-15
PP 117-22 117-22 117-22 117-24
S1 117-10 117-10 117-27 117-16
S2 116-23 116-23 117-24
S3 115-24 116-11 117-21
S4 114-25 115-12 117-13
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 120-04 119-18 117-13
R3 119-01 118-15 117-04
R2 117-30 117-30 117-00
R1 117-12 117-12 116-29 117-21
PP 116-27 116-27 116-27 117-00
S1 116-09 116-09 116-23 116-18
S2 115-24 115-24 116-20
S3 114-21 115-06 116-16
S4 113-18 114-03 116-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-05 116-08 1-29 1.6% 1-01 0.9% 89% False False 105,588
10 118-05 115-00 3-05 2.7% 0-31 0.8% 93% False False 58,068
20 118-05 113-10 4-27 4.1% 1-01 0.9% 95% False False 29,736
40 118-05 112-14 5-23 4.8% 1-04 0.9% 96% False False 15,045
60 118-05 110-25 7-12 6.3% 1-01 0.9% 97% False False 10,050
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-05
2.618 120-18
1.618 119-19
1.000 119-00
0.618 118-20
HIGH 118-01
0.618 117-21
0.500 117-18
0.382 117-14
LOW 117-02
0.618 116-15
1.000 116-03
1.618 115-16
2.618 114-17
4.250 112-30
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 117-26 117-22
PP 117-22 117-14
S1 117-18 117-06

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

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