ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 06-Oct-2008
Day Change Summary
Previous Current
03-Oct-2008 06-Oct-2008 Change Change % Previous Week
Open 119-15 120-10 0-27 0.7% 117-04
High 120-14 122-12 1-29 1.6% 121-00
Low 117-26 120-05 2-10 2.0% 116-25
Close 119-20 121-31 2-10 1.9% 119-20
Range 2-20 2-06 -0-14 -16.1% 4-07
ATR 2-01 2-03 0-02 2.4% 0-00
Volume 242,100 305,867 63,767 26.3% 1,475,389
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 128-03 127-08 123-06
R3 125-29 125-01 122-18
R2 123-22 123-22 122-12
R1 122-27 122-27 122-05 123-08
PP 121-16 121-16 121-16 121-23
S1 120-20 120-20 121-25 121-02
S2 119-09 119-09 121-18
S3 117-03 118-14 121-12
S4 114-28 116-07 120-24
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 131-26 129-30 121-31
R3 127-18 125-23 120-26
R2 123-12 123-12 120-13
R1 121-16 121-16 120-01 122-14
PP 119-04 119-04 119-04 119-19
S1 117-09 117-09 119-08 118-07
S2 114-30 114-30 118-28
S3 110-22 113-02 118-15
S4 106-16 108-27 117-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-12 116-28 5-16 4.5% 2-14 2.0% 93% True False 313,096
10 122-12 116-03 6-08 5.1% 2-04 1.7% 94% True False 288,671
20 123-28 116-03 7-24 6.4% 2-05 1.8% 76% False False 354,068
40 123-28 114-03 9-24 8.0% 1-21 1.4% 81% False False 247,528
60 123-28 112-14 11-14 9.4% 1-16 1.2% 83% False False 165,296
80 123-28 110-25 13-02 10.7% 1-11 1.1% 86% False False 123,998
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 False
Bear Hook False
Bull Hook False
Stretch 0-13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-23
2.618 128-04
1.618 125-30
1.000 124-18
0.618 123-23
HIGH 122-12
0.618 121-17
0.500 121-08
0.382 121-00
LOW 120-05
0.618 118-25
1.000 117-30
1.618 116-19
2.618 114-12
4.250 110-25
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 121-23 121-11
PP 121-16 120-23
S1 121-08 120-03

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

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