ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 30-Apr-2008
Day Change Summary
Previous Current
29-Apr-2008 30-Apr-2008 Change Change % Previous Week
Open 116-02 116-06 0-04 0.1% 116-24
High 116-27 117-08 0-13 0.3% 117-20
Low 115-30 115-22 -0-08 -0.2% 115-08
Close 116-04 116-28 0-25 0.7% 115-19
Range 0-30 1-18 0-20 69.5% 2-12
ATR 1-10 1-11 0-01 1.3% 0-00
Volume 188,869 229,574 40,705 21.6% 1,267,667
Daily Pivots for day following 30-Apr-2008
Classic Woodie Camarilla DeMark
R4 121-10 120-21 117-24
R3 119-24 119-03 117-10
R2 118-06 118-06 117-06
R1 117-17 117-17 117-01 117-27
PP 116-20 116-20 116-20 116-25
S1 115-31 115-31 116-24 116-09
S2 115-02 115-02 116-19
S3 113-16 114-13 116-15
S4 111-30 112-27 116-01
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
5 117-08 115-04 2-04 1.8% 1-06 1.0% 83% True False 236,418
10 117-20 115-04 2-15 2.1% 1-06 1.0% 71% False False 254,645
20 120-04 115-04 5-00 4.3% 1-10 1.1% 35% False False 254,431
40 121-00 115-04 5-28 5.0% 1-15 1.3% 30% False False 334,487
60 121-00 113-31 7-02 6.0% 1-14 1.2% 41% False False 424,966
80 121-24 113-31 7-25 6.7% 1-13 1.2% 38% False False 432,711
100 121-24 112-21 9-03 7.8% 1-11 1.1% 47% False False 397,547
120 121-24 112-21 9-03 7.8% 1-06 1.0% 47% False False 413,376
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-28
2.618 121-11
1.618 119-25
1.000 118-26
0.618 118-07
HIGH 117-08
0.618 116-21
0.500 116-15
0.382 116-09
LOW 115-22
0.618 114-23
1.000 114-04
1.618 113-05
2.618 111-19
4.250 109-02
Fisher Pivots for day following 30-Apr-2008
Pivot 1 day 3 day
R1 116-24 116-21
PP 116-20 116-14
S1 116-15 116-06

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

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