ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 119-31 117-08 -2-22 -2.3% 118-11
High 120-01 119-18 -0-15 -0.4% 118-13
Low 116-28 116-29 0-01 0.0% 116-03
Close 117-06 118-06 1-01 0.9% 117-14
Range 3-05 2-21 -0-16 -15.8% 2-10
ATR 1-31 2-01 0-02 2.5% 0-00
Volume 348,129 314,921 -33,208 -9.5% 1,469,742
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 126-06 124-27 119-21
R3 123-17 122-06 118-30
R2 120-28 120-28 118-22
R1 119-17 119-17 118-14 120-07
PP 118-07 118-07 118-07 118-18
S1 116-28 116-28 117-31 117-18
S2 115-18 115-18 117-23
S3 112-29 114-07 117-15
S4 110-08 111-18 116-24
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 124-08 123-05 118-23
R3 121-30 120-27 118-02
R2 119-20 119-20 117-28
R1 118-17 118-17 117-21 117-30
PP 117-10 117-10 117-10 117-00
S1 116-07 116-07 117-07 115-20
S2 115-00 115-00 117-00
S3 112-22 113-29 116-26
S4 110-12 111-19 116-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-00 116-03 4-29 4.2% 2-15 2.1% 43% False False 276,127
10 122-16 116-03 6-13 5.4% 2-06 1.9% 33% False False 318,993
20 123-28 116-03 7-24 6.6% 2-03 1.8% 27% False False 355,720
40 123-28 113-10 10-18 8.9% 1-19 1.3% 46% False False 225,155
60 123-28 112-14 11-14 9.7% 1-14 1.2% 50% False False 150,264
80 123-28 110-25 13-02 11.1% 1-10 1.1% 57% False False 112,719
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-27
2.618 126-17
1.618 123-28
1.000 122-07
0.618 121-07
HIGH 119-18
0.618 118-18
0.500 118-08
0.382 117-29
LOW 116-29
0.618 115-08
1.000 114-08
1.618 112-19
2.618 109-30
4.250 105-20
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 118-08 118-28
PP 118-07 118-21
S1 118-07 118-14

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

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