ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 29-Oct-2008
Day Change Summary
Previous Current
28-Oct-2008 29-Oct-2008 Change Change % Previous Week
Open 117-16 116-00 -1-16 -1.3% 113-00
High 118-08 117-04 -1-04 -1.0% 119-29
Low 115-26 114-28 -0-30 -0.8% 112-19
Close 116-12 115-01 -1-10 -1.1% 116-30
Range 2-13 2-08 -0-06 -7.1% 7-10
ATR 2-04 2-05 0-00 0.3% 0-00
Volume 198,753 205,045 6,292 3.2% 1,056,774
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 122-12 120-30 116-08
R3 120-04 118-22 115-21
R2 117-29 117-29 115-14
R1 116-15 116-15 115-08 116-02
PP 115-22 115-22 115-22 115-15
S1 114-08 114-08 114-26 113-27
S2 113-14 113-14 114-20
S3 111-06 112-00 114-13
S4 108-31 109-24 113-26
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
5 119-29 114-28 5-01 4.4% 2-14 2.1% 3% False True 228,255
10 119-29 112-17 7-12 6.4% 2-03 1.8% 34% False False 213,172
20 122-12 112-17 9-26 8.5% 2-05 1.9% 25% False False 247,268
40 123-28 112-17 11-10 9.8% 2-04 1.8% 22% False False 301,494
60 123-28 112-17 11-10 9.8% 1-25 1.5% 22% False False 232,526
80 123-28 112-14 11-14 9.9% 1-20 1.4% 23% False False 174,515
100 123-28 110-25 13-02 11.4% 1-15 1.3% 32% False False 139,629
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 0-14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-19
2.618 122-31
1.618 120-23
1.000 119-11
0.618 118-16
HIGH 117-04
0.618 116-08
0.500 116-00
0.382 115-23
LOW 114-28
0.618 113-16
1.000 112-20
1.618 111-08
2.618 109-01
4.250 105-12
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 116-00 116-28
PP 115-22 116-08
S1 115-11 115-21

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

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