ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 120-10 122-28 2-18 2.1% 115-26
High 123-00 129-19 6-19 5.4% 119-04
Low 120-09 122-18 2-09 1.9% 115-08
Close 122-03 125-25 3-22 3.0% 118-18
Range 2-23 7-01 4-10 158.6% 3-28
ATR 2-01 2-14 0-12 19.1% 0-00
Volume 196,612 259,052 62,440 31.8% 772,667
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 147-02 143-15 129-21
R3 140-01 136-14 127-23
R2 133-00 133-00 127-02
R1 129-13 129-13 126-14 131-06
PP 125-31 125-31 125-31 126-28
S1 122-12 122-12 125-04 124-06
S2 118-30 118-30 124-16
S3 111-29 115-11 123-27
S4 104-28 108-10 121-29
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 129-10 127-26 120-22
R3 125-14 123-30 119-20
R2 121-17 121-17 119-08
R1 120-01 120-01 118-29 120-25
PP 117-21 117-21 117-21 118-01
S1 116-05 116-05 118-06 116-29
S2 113-24 113-24 117-27
S3 109-28 112-08 117-15
S4 105-31 108-12 116-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-19 116-16 13-03 10.4% 3-02 2.4% 71% True False 213,204
10 129-19 115-08 14-11 11.4% 2-14 1.9% 73% True False 175,882
20 129-19 112-20 17-00 13.5% 2-10 1.8% 78% True False 189,035
40 129-19 112-17 17-02 13.6% 2-09 1.8% 78% True False 223,311
60 129-19 112-17 17-02 13.6% 2-03 1.7% 78% True False 270,049
80 129-19 112-17 17-02 13.6% 1-27 1.5% 78% True False 209,971
100 129-19 112-14 17-05 13.6% 1-23 1.4% 78% True False 168,047
120 129-19 110-25 18-26 15.0% 1-18 1.2% 80% True False 140,049
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Widest range in 125 trading days
Fibonacci Retracements and Extensions
4.250 159-15
2.618 148-00
1.618 140-31
1.000 136-20
0.618 133-30
HIGH 129-19
0.618 126-29
0.500 126-02
0.382 125-08
LOW 122-18
0.618 118-07
1.000 115-17
1.618 111-06
2.618 104-05
4.250 92-22
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 126-02 125-09
PP 125-31 124-25
S1 125-28 124-09

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

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