ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 112-29 111-22 -1-07 -1.1% 116-26
High 113-29 112-08 -1-21 -1.5% 117-18
Low 111-21 111-07 -0-14 -0.4% 111-21
Close 111-26 112-08 0-14 0.4% 111-26
Range 2-08 1-01 -1-07 -54.2% 5-29
ATR 2-01 1-31 -0-02 -3.5% 0-00
Volume 1,461 1,633 172 11.8% 6,337
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 115-00 114-21 112-26
R3 113-31 113-20 112-17
R2 112-30 112-30 112-14
R1 112-19 112-19 112-11 112-24
PP 111-29 111-29 111-29 112-00
S1 111-18 111-18 112-05 111-24
S2 110-28 110-28 112-02
S3 109-27 110-17 111-31
S4 108-26 109-16 111-22
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 131-13 127-16 115-02
R3 125-16 121-19 113-14
R2 119-19 119-19 112-29
R1 115-22 115-22 112-11 114-22
PP 113-22 113-22 113-22 113-06
S1 109-25 109-25 111-09 108-25
S2 107-25 107-25 110-23
S3 101-28 103-28 110-06
S4 95-31 97-31 108-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-29 111-07 5-22 5.1% 1-28 1.7% 18% False True 1,541
10 118-17 111-07 7-10 6.5% 2-01 1.8% 14% False True 1,531
20 120-19 110-27 9-24 8.7% 1-29 1.7% 14% False False 815
40 122-22 110-27 11-27 10.6% 1-28 1.7% 12% False False 483
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 0-16
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 116-20
2.618 114-30
1.618 113-29
1.000 113-09
0.618 112-28
HIGH 112-08
0.618 111-27
0.500 111-24
0.382 111-20
LOW 111-07
0.618 110-19
1.000 110-06
1.618 109-18
2.618 108-17
4.250 106-27
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 112-02 112-22
PP 111-29 112-17
S1 111-24 112-12

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

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