ECBOT 30 Year Treasury Bond Future December 2008


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 140-20 142-06 1-18 1.1% 135-16
High 142-30 142-20 -0-10 -0.2% 142-30
Low 140-20 141-18 0-30 0.7% 135-16
Close 142-18 142-20 0-02 0.1% 142-20
Range 2-11 1-02 -1-09 -54.7% 7-14
ATR 2-15 2-12 -0-03 -4.1% 0-00
Volume 6,654 2,287 -4,367 -65.6% 25,633
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 145-15 145-03 143-07
R3 144-13 144-01 142-29
R2 143-11 143-11 142-26
R1 142-31 142-31 142-23 143-05
PP 142-09 142-09 142-09 142-12
S1 141-29 141-29 142-17 142-03
S2 141-07 141-07 142-14
S3 140-05 140-27 142-11
S4 139-03 139-25 142-01
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 162-23 160-04 146-23
R3 155-08 152-22 144-22
R2 147-26 147-26 144-00
R1 145-07 145-07 143-10 146-16
PP 140-12 140-12 140-12 141-00
S1 137-24 137-24 141-30 139-02
S2 132-29 132-29 141-08
S3 125-14 130-10 140-18
S4 118-00 122-28 138-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-30 135-16 7-14 5.2% 2-02 1.4% 96% False False 5,126
10 142-30 133-12 9-18 6.7% 2-04 1.5% 97% False False 8,491
20 142-30 124-09 18-22 13.1% 2-11 1.6% 98% False False 112,839
40 142-30 112-20 30-11 21.3% 2-10 1.6% 99% False False 150,937
60 142-30 112-17 30-14 21.3% 2-09 1.6% 99% False False 186,487
80 142-30 112-17 30-14 21.3% 2-05 1.5% 99% False False 230,747
100 142-30 112-17 30-14 21.3% 1-30 1.4% 99% False False 190,544
120 142-30 112-14 30-16 21.4% 1-26 1.3% 99% False False 158,846
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-13
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 147-04
2.618 145-13
1.618 144-11
1.000 143-22
0.618 143-09
HIGH 142-20
0.618 142-07
0.500 142-03
0.382 141-31
LOW 141-18
0.618 140-29
1.000 140-16
1.618 139-27
2.618 138-25
4.250 137-02
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 142-14 142-06
PP 142-09 141-24
S1 142-03 141-10

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

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