ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 29-Apr-2008
Day Change Summary
Previous Current
28-Apr-2008 29-Apr-2008 Change Change % Previous Week
Open 115-14 116-02 0-19 0.5% 116-24
High 116-06 116-27 0-21 0.6% 117-20
Low 115-04 115-30 0-25 0.7% 115-08
Close 116-01 116-04 0-02 0.1% 115-19
Range 1-02 0-30 -0-04 -11.9% 2-12
ATR 1-11 1-10 -0-01 -2.2% 0-00
Volume 246,625 188,869 -57,756 -23.4% 1,267,667
Daily Pivots for day following 29-Apr-2008
Classic Woodie Camarilla DeMark
R4 119-02 118-16 116-20
R3 118-04 117-19 116-12
R2 117-07 117-07 116-09
R1 116-21 116-21 116-06 116-30
PP 116-09 116-09 116-09 116-14
S1 115-24 115-24 116-01 116-00
S2 115-12 115-12 115-30
S3 114-14 114-26 115-27
S4 113-17 113-29 115-19
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 123-07 121-25 116-29
R3 120-28 119-13 116-08
R2 118-16 118-16 116-01
R1 117-02 117-02 115-26 116-19
PP 116-05 116-05 116-05 115-30
S1 114-22 114-22 115-12 114-08
S2 113-25 113-25 115-05
S3 111-14 112-11 114-30
S4 109-02 109-31 114-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-20 115-04 2-15 2.1% 1-04 1.0% 39% False False 239,337
10 118-14 115-04 3-09 2.8% 1-07 1.0% 30% False False 259,513
20 120-04 115-04 5-00 4.3% 1-09 1.1% 19% False False 265,710
40 121-00 115-04 5-28 5.1% 1-15 1.3% 16% False False 345,268
60 121-00 113-31 7-02 6.1% 1-14 1.2% 30% False False 425,952
80 121-24 113-31 7-25 6.7% 1-13 1.2% 28% False False 434,526
100 121-24 112-21 9-03 7.8% 1-10 1.1% 38% False False 399,031
120 121-24 112-21 9-03 7.8% 1-06 1.0% 38% False False 414,112
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-24
2.618 119-08
1.618 118-11
1.000 117-24
0.618 117-13
HIGH 116-27
0.618 116-16
0.500 116-12
0.382 116-09
LOW 115-30
0.618 115-11
1.000 115-00
1.618 114-14
2.618 113-16
4.250 112-00
Fisher Pivots for day following 29-Apr-2008
Pivot 1 day 3 day
R1 116-12 116-02
PP 116-09 116-01
S1 116-06 116-00

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

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