ECBOT 30 Year Treasury Bond Future March 2009

Trading Metrics calculated at close of trading on 17-Oct-2008

Day Change Summary
	Previous	Current
	16-Oct-2008	17-Oct-2008	Change	Change %	Previous Week
Open	112-25	112-31	0-06	0.2%	114-05
High	113-10	113-10	0-00	0.0%	114-26
Low	112-02	111-09	-0-25	-0.7%	111-09
Close	113-03	111-24	-1-11	-1.2%	111-24
Range	1-08	2-01	0-25	62.5%	3-17
ATR	1-30	1-30	0-00	0.4%	0-00
Volume	145	47	-98	-67.6%	492

Daily Pivots for day following 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-07	117-00	112-28
R3	116-06	114-31	112-10
R2	114-05	114-05	112-04
R1	112-30	112-30	111-30	112-17
PP	112-04	112-04	112-04	111-29
S1	110-29	110-29	111-18	110-16
S2	110-03	110-03	111-12
S3	108-02	108-28	111-06
S4	106-01	106-27	110-20

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	123-07	121-00	113-22
R3	119-22	117-15	112-23
R2	116-05	116-05	112-13
R1	113-30	113-30	112-02	113-09
PP	112-20	112-20	112-20	112-09
S1	110-13	110-13	111-14	109-24
S2	109-03	109-03	111-03
S3	105-18	106-28	110-25
S4	102-01	103-11	109-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-26	111-09	3-17	3.2%	1-16	1.3%	13%	False	True	98
10	121-05	111-09	9-28	8.8%	1-25	1.6%	5%	False	True	121
20	121-05	111-09	9-28	8.8%	1-25	1.6%	5%	False	True	85

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-15
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	121-30
2.618	118-20
1.618	116-19
1.000	115-11
0.618	114-18
HIGH	113-10
0.618	112-17
0.500	112-10
0.382	112-02
LOW	111-09
0.618	110-01
1.000	109-08
1.618	108-00
2.618	105-31
4.250	102-21

Fisher Pivots for day following 17-Oct-2008
Pivot	1 day	3 day
R1	112-10	112-12
PP	112-04	112-05
S1	111-30	111-31

Download as Excel Spreadsheet

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

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