ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 18-Nov-2008
Day Change Summary
Previous Current
17-Nov-2008 18-Nov-2008 Change Change % Previous Week
Open 117-09 117-31 0-22 0.6% 114-18
High 118-06 119-07 1-01 0.9% 117-27
Low 117-01 117-22 0-21 0.6% 114-01
Close 117-17 118-30 1-13 1.2% 117-08
Range 1-05 1-17 0-12 32.4% 3-26
ATR 1-28 1-28 0-00 -0.7% 0-00
Volume 12,142 16,617 4,475 36.9% 16,275
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 123-07 122-19 119-25
R3 121-22 121-02 119-11
R2 120-05 120-05 119-07
R1 119-17 119-17 119-02 119-27
PP 118-20 118-20 118-20 118-24
S1 118-00 118-00 118-26 118-10
S2 117-03 117-03 118-21
S3 115-18 116-15 118-17
S4 114-01 114-30 118-03
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 127-26 126-11 119-11
R3 124-00 122-17 118-10
R2 120-06 120-06 117-30
R1 118-23 118-23 117-19 119-14
PP 116-12 116-12 116-12 116-24
S1 114-29 114-29 116-29 115-20
S2 112-18 112-18 116-18
S3 108-24 111-03 116-06
S4 104-30 107-09 115-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-07 115-05 4-02 3.4% 1-22 1.4% 93% True False 7,850
10 119-07 113-23 5-16 4.6% 1-24 1.5% 95% True False 4,958
20 119-07 111-07 8-00 6.7% 1-29 1.6% 96% True False 3,280
40 121-05 110-27 10-10 8.7% 1-28 1.6% 78% False False 1,685
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-23
2.618 123-07
1.618 121-22
1.000 120-24
0.618 120-05
HIGH 119-07
0.618 118-20
0.500 118-14
0.382 118-09
LOW 117-22
0.618 116-24
1.000 116-05
1.618 115-07
2.618 113-22
4.250 111-06
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 118-25 118-12
PP 118-20 117-27
S1 118-14 117-10

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

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