ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 127-22 128-12 0-23 0.6% 125-28
High 128-26 129-00 0-06 0.1% 129-00
Low 127-02 127-18 0-16 0.4% 124-09
Close 128-02 128-18 0-16 0.4% 128-18
Range 1-24 1-14 -0-11 -19.5% 4-22
ATR 2-17 2-15 -0-03 -3.1% 0-00
Volume 435,906 212,818 -223,088 -51.2% 1,388,059
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 132-20 132-01 129-11
R3 131-07 130-19 128-31
R2 129-25 129-25 128-26
R1 129-06 129-06 128-22 129-16
PP 128-12 128-12 128-12 128-17
S1 127-24 127-24 128-14 128-02
S2 126-30 126-30 128-10
S3 125-17 126-11 128-05
S4 124-03 124-29 127-25
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 141-12 139-22 131-05
R3 136-22 134-31 129-27
R2 131-31 131-31 129-14
R1 130-09 130-09 129-00 131-04
PP 127-09 127-09 127-09 127-22
S1 125-18 125-18 128-04 126-14
S2 122-18 122-18 127-22
S3 117-28 120-28 127-09
S4 113-05 116-05 125-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-00 124-09 4-22 3.7% 2-18 2.0% 91% True False 369,913
10 129-19 116-16 13-03 10.2% 2-26 2.2% 92% False False 291,558
20 129-19 112-20 17-00 13.2% 2-12 1.8% 94% False False 224,895
40 129-19 112-17 17-02 13.3% 2-09 1.8% 94% False False 232,083
60 129-19 112-17 17-02 13.3% 2-07 1.7% 94% False False 274,978
80 129-19 112-17 17-02 13.3% 1-30 1.5% 94% False False 233,011
100 129-19 112-14 17-05 13.3% 1-25 1.4% 94% False False 186,536
120 129-19 110-25 18-26 14.6% 1-21 1.3% 95% False False 155,461
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-12
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 135-01
2.618 132-23
1.618 131-09
1.000 130-13
0.618 129-28
HIGH 129-00
0.618 128-14
0.500 128-09
0.382 128-03
LOW 127-18
0.618 126-22
1.000 126-04
1.618 125-08
2.618 123-27
4.250 121-17
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 128-15 127-31
PP 128-12 127-12
S1 128-09 126-25

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

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