ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 113-00 113-24 0-24 0.7% 116-20
High 113-28 115-19 1-22 1.5% 116-20
Low 112-19 113-17 0-30 0.8% 112-17
Close 113-16 115-06 1-22 1.5% 113-02
Range 1-10 2-02 0-24 59.0% 4-03
ATR 2-01 2-01 0-00 0.2% 0-00
Volume 207,020 149,238 -57,782 -27.9% 924,112
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 120-30 120-04 116-10
R3 118-28 118-02 115-24
R2 116-26 116-26 115-18
R1 116-00 116-00 115-12 116-13
PP 114-24 114-24 114-24 114-31
S1 113-30 113-30 114-31 114-11
S2 112-22 112-22 114-25
S3 110-20 111-28 114-19
S4 108-18 109-26 114-01
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
5 115-19 112-17 3-02 2.7% 1-24 1.5% 86% True False 201,159
10 121-28 112-17 9-12 8.1% 2-04 1.8% 28% False False 236,012
20 122-12 112-17 9-26 8.5% 2-05 1.9% 27% False False 262,751
40 123-28 112-17 11-10 9.8% 1-30 1.7% 23% False False 308,431
60 123-28 112-17 11-10 9.8% 1-21 1.4% 23% False False 210,120
80 123-28 112-14 11-14 9.9% 1-17 1.3% 24% False False 157,664
100 123-28 110-25 13-02 11.4% 1-13 1.2% 34% False False 126,140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-12
2.618 121-00
1.618 118-30
1.000 117-21
0.618 116-28
HIGH 115-19
0.618 114-26
0.500 114-18
0.382 114-10
LOW 113-17
0.618 112-08
1.000 111-15
1.618 110-06
2.618 108-04
4.250 104-24
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 114-31 114-26
PP 114-24 114-14
S1 114-18 114-02

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

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