ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 24-Apr-2008
Day Change Summary
Previous Current
23-Apr-2008 24-Apr-2008 Change Change % Previous Week
Open 117-14 116-29 -0-17 -0.5% 119-24
High 117-20 117-06 -0-14 -0.4% 120-04
Low 116-10 115-19 -0-23 -0.6% 115-14
Close 117-00 116-04 -0-28 -0.7% 116-14
Range 1-10 1-18 0-09 21.7% 4-23
ATR 1-13 1-13 0-00 0.9% 0-00
Volume 244,169 235,935 -8,234 -3.4% 1,322,633
Daily Pivots for day following 24-Apr-2008
Classic Woodie Camarilla DeMark
R4 121-01 120-05 116-31
R3 119-14 118-18 116-17
R2 117-28 117-28 116-13
R1 117-00 117-00 116-08 116-20
PP 116-09 116-09 116-09 116-04
S1 115-13 115-13 115-31 115-02
S2 114-23 114-23 115-26
S3 113-04 113-27 115-22
S4 111-18 112-08 115-08
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
5 117-20 115-14 2-06 1.9% 1-10 1.1% 31% False False 251,314
10 120-04 115-14 4-23 4.1% 1-10 1.1% 15% False False 256,940
20 120-04 115-14 4-23 4.1% 1-12 1.2% 15% False False 280,687
40 121-00 115-04 5-28 5.1% 1-17 1.3% 17% False False 398,418
60 121-00 113-31 7-02 6.1% 1-14 1.2% 30% False False 439,772
80 121-24 113-31 7-25 6.7% 1-13 1.2% 28% False False 433,258
100 121-24 112-21 9-03 7.8% 1-10 1.1% 38% False False 406,937
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-11
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-28
2.618 121-10
1.618 119-23
1.000 118-24
0.618 118-05
HIGH 117-06
0.618 116-18
0.500 116-12
0.382 116-06
LOW 115-19
0.618 114-20
1.000 114-00
1.618 113-01
2.618 111-15
4.250 108-28
Fisher Pivots for day following 24-Apr-2008
Pivot 1 day 3 day
R1 116-12 116-19
PP 116-09 116-14
S1 116-06 116-09

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

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