ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 29-Aug-2008
Day Change Summary
Previous Current
28-Aug-2008 29-Aug-2008 Change Change % Previous Week
Open 117-30 118-02 0-04 0.1% 116-26
High 118-04 118-09 0-05 0.1% 118-09
Low 117-10 117-00 -0-10 -0.3% 116-08
Close 117-30 117-10 -0-20 -0.5% 117-10
Range 0-26 1-08 0-14 55.8% 2-01
ATR 1-01 1-02 0-01 1.6% 0-00
Volume 360,608 292,277 -68,331 -18.9% 1,022,373
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 121-11 120-19 118-00
R3 120-02 119-10 117-21
R2 118-26 118-26 117-17
R1 118-02 118-02 117-14 117-26
PP 117-17 117-17 117-17 117-13
S1 116-25 116-25 117-06 116-17
S2 116-09 116-09 117-03
S3 115-00 115-17 116-31
S4 113-24 114-08 116-20
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 123-12 122-12 118-14
R3 121-11 120-11 117-28
R2 119-10 119-10 117-22
R1 118-10 118-10 117-16 118-26
PP 117-09 117-09 117-09 117-17
S1 116-09 116-09 117-04 116-25
S2 115-08 115-08 116-30
S3 113-07 114-08 116-24
S4 111-06 112-07 116-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-09 116-08 2-01 1.7% 1-03 0.9% 52% True False 204,474
10 118-09 116-08 2-01 1.7% 0-30 0.8% 52% True False 122,673
20 118-09 113-10 4-31 4.2% 1-01 0.9% 81% True False 62,285
40 118-09 112-14 5-27 5.0% 1-04 1.0% 83% True False 31,359
60 118-09 110-25 7-16 6.4% 1-01 0.9% 87% True False 20,930
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-21
2.618 121-19
1.618 120-11
1.000 119-18
0.618 119-02
HIGH 118-09
0.618 117-26
0.500 117-21
0.382 117-16
LOW 117-00
0.618 116-07
1.000 115-24
1.618 114-31
2.618 113-22
4.250 111-20
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 117-21 117-21
PP 117-17 117-17
S1 117-14 117-14

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

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