ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 09-Oct-2008
Day Change Summary
Previous Current
08-Oct-2008 09-Oct-2008 Change Change % Previous Week
Open 120-12 118-16 -1-27 -1.5% 117-04
High 121-28 119-02 -2-27 -2.3% 121-00
Low 117-13 116-14 -1-00 -0.8% 116-25
Close 118-09 116-16 -1-24 -1.5% 119-20
Range 4-16 2-20 -1-28 -41.5% 4-07
ATR 2-08 2-08 0-01 1.2% 0-00
Volume 312,343 473,959 161,616 51.7% 1,475,389
Daily Pivots for day following 09-Oct-2008
Classic Woodie Camarilla DeMark
R4 125-06 123-16 117-31
R3 122-18 120-28 117-08
R2 119-30 119-30 117-00
R1 118-08 118-08 116-24 117-25
PP 117-10 117-10 117-10 117-03
S1 115-20 115-20 116-09 115-05
S2 114-22 114-22 116-01
S3 112-02 113-00 115-25
S4 109-14 110-12 115-02
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
5 122-12 116-14 5-30 5.1% 2-23 2.3% 2% False True 333,594
10 122-12 116-14 5-30 5.1% 2-20 2.2% 2% False True 316,666
20 123-28 116-03 7-24 6.7% 2-13 2.1% 5% False False 349,394
40 123-28 115-00 8-28 7.6% 1-25 1.5% 17% False False 275,446
60 123-28 112-14 11-14 9.8% 1-18 1.3% 36% False False 183,947
80 123-28 111-15 12-12 10.6% 1-14 1.2% 41% False False 137,998
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 0-16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-06
2.618 125-29
1.618 123-09
1.000 121-22
0.618 120-21
HIGH 119-02
0.618 118-01
0.500 117-24
0.382 117-14
LOW 116-14
0.618 114-26
1.000 113-26
1.618 112-06
2.618 109-18
4.250 105-08
Fisher Pivots for day following 09-Oct-2008
Pivot 1 day 3 day
R1 117-24 119-05
PP 117-10 118-09
S1 116-30 117-13

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

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