ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 134-16 135-20 1-04 0.8% 128-18
High 136-03 135-20 -0-15 -0.3% 136-03
Low 134-09 134-00 -0-08 -0.2% 128-13
Close 135-19 135-01 -0-18 -0.4% 134-20
Range 1-26 1-20 -0-06 -11.2% 7-22
ATR 2-13 2-11 -0-02 -2.4% 0-00
Volume 14,678 7,680 -6,998 -47.7% 322,315
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 139-23 139-00 135-29
R3 138-04 137-12 135-15
R2 136-16 136-16 135-10
R1 135-24 135-24 135-06 135-10
PP 134-28 134-28 134-28 134-22
S1 134-05 134-05 134-28 133-23
S2 133-09 133-09 134-24
S3 131-22 132-18 134-19
S4 130-02 130-30 134-05
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 156-03 153-01 138-27
R3 148-13 145-11 136-23
R2 140-23 140-23 136-01
R1 137-21 137-21 135-10 139-06
PP 133-01 133-01 133-01 133-26
S1 129-31 129-31 133-29 131-16
S2 125-11 125-11 133-06
S3 117-21 122-09 132-16
S4 109-31 114-19 130-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136-03 132-21 3-14 2.5% 2-03 1.6% 69% False False 30,413
10 136-03 127-02 9-02 6.7% 2-05 1.6% 88% False False 101,699
20 136-03 116-14 19-22 14.6% 2-16 1.8% 95% False False 174,925
40 136-03 112-17 23-18 17.4% 2-08 1.7% 95% False False 185,390
60 136-03 112-17 23-18 17.4% 2-08 1.7% 95% False False 229,019
80 136-03 112-17 23-18 17.4% 2-02 1.5% 95% False False 237,396
100 136-03 112-14 23-21 17.5% 1-28 1.4% 96% False False 190,185
120 136-03 112-06 23-29 17.7% 1-23 1.3% 96% False False 158,527
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-16
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 142-15
2.618 139-27
1.618 138-07
1.000 137-08
0.618 136-20
HIGH 135-20
0.618 135-00
0.500 134-26
0.382 134-20
LOW 134-00
0.618 133-01
1.000 132-13
1.618 131-13
2.618 129-26
4.250 127-06
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 134-31 134-30
PP 134-28 134-27
S1 134-26 134-24

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

View Archives - Comment on this page... - Back to Index of Symbols