ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 117-04 117-16 0-12 0.3% 113-00
High 118-28 118-08 -0-20 -0.5% 119-29
Low 116-28 115-26 -1-02 -0.9% 112-19
Close 117-10 116-12 -0-31 -0.8% 116-30
Range 1-31 2-13 0-14 22.2% 7-10
ATR 2-04 2-04 0-01 1.0% 0-00
Volume 244,789 198,753 -46,036 -18.8% 1,056,774
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 124-01 122-19 117-22
R3 121-20 120-06 117-01
R2 119-07 119-07 116-26
R1 117-25 117-25 116-19 117-10
PP 116-26 116-26 116-26 116-18
S1 115-12 115-12 116-04 114-28
S2 114-13 114-13 115-29
S3 112-00 112-31 115-22
S4 109-19 110-18 115-01
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 138-14 135-00 120-31
R3 131-04 127-22 118-31
R2 123-26 123-26 118-09
R1 120-12 120-12 117-20 122-03
PP 116-16 116-16 116-16 117-11
S1 113-02 113-02 116-09 114-25
S2 109-06 109-06 115-20
S3 101-28 105-24 114-30
S4 94-18 98-14 112-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-29 114-25 5-04 4.4% 2-10 2.0% 31% False False 228,811
10 119-29 112-17 7-12 6.3% 2-01 1.8% 52% False False 214,985
20 122-12 112-17 9-26 8.4% 2-06 1.9% 39% False False 252,762
40 123-28 112-17 11-10 9.7% 2-03 1.8% 34% False False 305,729
60 123-28 112-17 11-10 9.7% 1-24 1.5% 34% False False 229,114
80 123-28 112-14 11-14 9.8% 1-19 1.4% 34% False False 171,956
100 123-28 110-25 13-02 11.2% 1-15 1.3% 43% False False 137,579
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 0-13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-15
2.618 124-17
1.618 122-04
1.000 120-20
0.618 119-23
HIGH 118-08
0.618 117-10
0.500 117-01
0.382 116-24
LOW 115-26
0.618 114-11
1.000 113-14
1.618 111-30
2.618 109-17
4.250 105-19
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 117-01 117-28
PP 116-26 117-12
S1 116-19 116-28

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

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