ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 122-28 127-28 5-01 4.1% 118-25
High 129-19 128-12 -1-07 -0.9% 129-19
Low 122-18 124-24 2-06 1.8% 118-09
Close 125-25 126-10 0-16 0.4% 126-10
Range 7-01 3-20 -3-12 -48.2% 11-10
ATR 2-14 2-17 0-03 3.6% 0-00
Volume 259,052 461,506 202,454 78.2% 1,264,459
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 137-12 135-16 128-10
R3 133-24 131-27 127-10
R2 130-04 130-04 126-31
R1 128-06 128-06 126-20 127-11
PP 126-15 126-15 126-15 126-01
S1 124-18 124-18 125-31 123-22
S2 122-26 122-26 125-20
S3 119-06 120-30 125-09
S4 115-18 117-09 124-09
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 158-21 153-25 132-17
R3 147-11 142-15 129-13
R2 136-01 136-01 128-12
R1 131-05 131-05 127-11 133-19
PP 124-23 124-23 124-23 125-30
S1 119-27 119-27 125-08 122-09
S2 113-13 113-13 124-07
S3 102-03 108-17 123-06
S4 90-25 97-07 120-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-19 118-09 11-10 9.0% 3-08 2.6% 71% False False 252,891
10 129-19 115-08 14-11 11.4% 2-19 2.0% 77% False False 203,712
20 129-19 112-20 17-00 13.4% 2-11 1.9% 81% False False 197,648
40 129-19 112-17 17-02 13.5% 2-11 1.8% 81% False False 228,214
60 129-19 112-17 17-02 13.5% 2-05 1.7% 81% False False 271,731
80 129-19 112-17 17-02 13.5% 1-28 1.5% 81% False False 215,729
100 129-19 112-14 17-05 13.6% 1-23 1.4% 81% False False 172,661
120 129-19 110-25 18-26 14.9% 1-19 1.3% 82% False False 143,895
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143-27
2.618 137-29
1.618 134-08
1.000 132-00
0.618 130-20
HIGH 128-12
0.618 126-31
0.500 126-18
0.382 126-04
LOW 124-24
0.618 122-16
1.000 121-03
1.618 118-27
2.618 115-07
4.250 109-08
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 126-18 125-27
PP 126-15 125-12
S1 126-12 124-30

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

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