ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 28-Aug-2008
Day Change Summary
Previous Current
27-Aug-2008 28-Aug-2008 Change Change % Previous Week
Open 117-28 117-30 0-02 0.1% 116-24
High 118-01 118-04 0-03 0.1% 117-13
Low 117-02 117-10 0-08 0.2% 116-10
Close 117-30 117-30 0-00 0.0% 116-26
Range 0-31 0-26 -0-05 -16.1% 1-03
ATR 1-02 1-01 -0-01 -1.6% 0-00
Volume 207,245 360,608 153,363 74.0% 204,357
Daily Pivots for day following 28-Aug-2008
Classic Woodie Camarilla DeMark
R4 120-07 119-29 118-12
R3 119-13 119-03 118-05
R2 118-19 118-19 118-03
R1 118-09 118-09 118-00 118-11
PP 117-25 117-25 117-25 117-26
S1 117-15 117-15 117-28 117-17
S2 116-31 116-31 117-25
S3 116-05 116-21 117-23
S4 115-11 115-27 117-16
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% 1-00 0.8% 89% False False 166,994
10 118-05 115-23 2-14 2.1% 0-29 0.8% 91% False False 93,935
20 118-05 113-10 4-27 4.1% 1-01 0.9% 95% False False 47,724
40 118-05 112-14 5-23 4.8% 1-03 0.9% 96% False False 24,057
60 118-05 110-25 7-12 6.3% 1-01 0.9% 97% False False 16,060
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 True
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-18
2.618 120-08
1.618 119-14
1.000 118-30
0.618 118-20
HIGH 118-04
0.618 117-26
0.500 117-23
0.382 117-20
LOW 117-10
0.618 116-26
1.000 116-16
1.618 116-00
2.618 115-06
4.250 113-28
Fisher Pivots for day following 28-Aug-2008
Pivot 1 day 3 day
R1 117-28 117-26
PP 117-25 117-23
S1 117-23 117-19

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

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