ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 22-Apr-2008
Day Change Summary
Previous Current
21-Apr-2008 22-Apr-2008 Change Change % Previous Week
Open 116-24 117-00 0-08 0.2% 119-24
High 117-05 117-18 0-14 0.4% 120-04
Low 116-04 116-17 0-13 0.3% 115-14
Close 117-02 117-05 0-02 0.1% 116-14
Range 1-01 1-02 0-00 1.5% 4-23
ATR 1-14 1-13 -0-01 -1.9% 0-00
Volume 294,581 211,895 -82,686 -28.1% 1,322,633
Daily Pivots for day following 22-Apr-2008
Classic Woodie Camarilla DeMark
R4 120-07 119-24 117-23
R3 119-06 118-22 117-14
R2 118-04 118-04 117-11
R1 117-21 117-21 117-08 117-28
PP 117-03 117-03 117-03 117-07
S1 116-19 116-19 117-02 116-27
S2 116-01 116-01 116-31
S3 115-00 115-18 116-28
S4 113-30 114-16 116-19
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 131-16 128-22 119-01
R3 126-25 123-31 117-24
R2 122-02 122-02 117-10
R1 119-08 119-08 116-28 118-09
PP 117-11 117-11 117-11 116-27
S1 114-17 114-17 116-00 113-18
S2 112-20 112-20 115-18
S3 107-29 109-26 115-04
S4 103-06 105-03 113-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-14 115-14 3-00 2.6% 1-09 1.1% 58% False False 279,690
10 120-04 115-14 4-23 4.0% 1-10 1.1% 37% False False 255,456
20 120-04 115-14 4-23 4.0% 1-11 1.2% 37% False False 286,298
40 121-00 114-16 6-16 5.6% 1-16 1.3% 41% False False 433,183
60 121-00 113-31 7-02 6.0% 1-14 1.2% 45% False False 443,430
80 121-24 113-15 8-09 7.1% 1-12 1.2% 45% False False 430,545
100 121-24 112-21 9-03 7.8% 1-10 1.1% 49% False False 421,537
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 0-12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-01
2.618 120-10
1.618 119-09
1.000 118-20
0.618 118-07
HIGH 117-18
0.618 117-06
0.500 117-02
0.382 116-30
LOW 116-17
0.618 115-28
1.000 115-16
1.618 114-27
2.618 113-25
4.250 112-03
Fisher Pivots for day following 22-Apr-2008
Pivot 1 day 3 day
R1 117-04 116-30
PP 117-03 116-23
S1 117-02 116-16

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

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