ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 113-26 113-00 -0-26 -0.7% 116-20
High 114-20 113-28 -0-24 -0.6% 116-20
Low 112-17 112-19 0-02 0.1% 112-17
Close 113-02 113-16 0-14 0.4% 113-02
Range 2-03 1-10 -0-26 -38.1% 4-03
ATR 2-03 2-01 -0-02 -2.7% 0-00
Volume 220,658 207,020 -13,638 -6.2% 924,112
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 117-07 116-21 114-06
R3 115-29 115-11 113-27
R2 114-20 114-20 113-23
R1 114-02 114-02 113-19 114-11
PP 113-10 113-10 113-10 113-15
S1 112-24 112-24 113-12 113-01
S2 112-01 112-01 113-08
S3 110-23 111-15 113-04
S4 109-14 110-05 112-25
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 126-11 123-25 115-10
R3 122-08 119-22 114-06
R2 118-05 118-05 113-26
R1 115-19 115-19 113-14 114-27
PP 114-02 114-02 114-02 113-22
S1 111-16 111-16 112-21 110-24
S2 109-31 109-31 112-09
S3 105-28 107-13 111-29
S4 101-25 103-10 110-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-14 112-17 2-28 2.5% 1-21 1.5% 33% False False 178,699
10 121-28 112-17 9-12 8.2% 2-02 1.8% 10% False False 254,459
20 122-12 112-17 9-26 8.7% 2-03 1.8% 10% False False 271,565
40 123-28 112-17 11-10 10.0% 1-30 1.7% 8% False False 305,780
60 123-28 112-17 11-10 10.0% 1-20 1.4% 8% False False 207,635
80 123-28 112-14 11-14 10.1% 1-16 1.3% 9% False False 155,801
100 123-28 110-25 13-02 11.5% 1-12 1.2% 21% False False 124,648
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-18
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 119-13
2.618 117-09
1.618 116-00
1.000 115-06
0.618 114-22
HIGH 113-28
0.618 113-13
0.500 113-08
0.382 113-03
LOW 112-19
0.618 111-25
1.000 111-10
1.618 110-16
2.618 109-06
4.250 107-03
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 113-13 113-23
PP 113-10 113-21
S1 113-08 113-18

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

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