ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 01-May-2008
Day Change Summary
Previous Current
30-Apr-2008 01-May-2008 Change Change % Previous Week
Open 116-06 117-06 1-00 0.8% 116-24
High 117-08 117-30 0-22 0.6% 117-20
Low 115-22 116-20 0-30 0.8% 115-08
Close 116-28 117-04 0-08 0.2% 115-19
Range 1-18 1-10 -0-08 -17.0% 2-12
ATR 1-11 1-11 0-00 -0.2% 0-00
Volume 229,574 279,992 50,418 22.0% 1,267,667
Daily Pivots for day following 01-May-2008
Classic Woodie Camarilla DeMark
R4 121-04 120-14 117-27
R3 119-27 119-04 117-16
R2 118-17 118-17 117-12
R1 117-27 117-27 117-08 117-17
PP 117-08 117-08 117-08 117-03
S1 116-17 116-17 117-01 116-08
S2 115-30 115-30 116-29
S3 114-21 115-08 116-25
S4 113-11 113-30 116-14
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
5 117-30 115-04 2-26 2.4% 1-04 1.0% 72% True False 245,229
10 117-30 115-04 2-26 2.4% 1-07 1.0% 72% True False 248,272
20 120-04 115-04 5-00 4.3% 1-10 1.1% 40% False False 253,587
40 121-00 115-04 5-28 5.0% 1-15 1.3% 34% False False 324,426
60 121-00 113-31 7-02 6.0% 1-14 1.2% 45% False False 421,771
80 121-24 113-31 7-25 6.6% 1-13 1.2% 41% False False 432,554
100 121-24 112-21 9-03 7.8% 1-11 1.1% 49% False False 396,153
120 121-24 112-21 9-03 7.8% 1-06 1.0% 49% False False 412,540
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 False
Bear Hook False
Bull Hook False
Stretch 0-10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-14
2.618 121-11
1.618 120-01
1.000 119-08
0.618 118-24
HIGH 117-30
0.618 117-14
0.500 117-09
0.382 117-04
LOW 116-20
0.618 115-27
1.000 115-11
1.618 114-17
2.618 113-08
4.250 111-04
Fisher Pivots for day following 01-May-2008
Pivot 1 day 3 day
R1 117-09 117-01
PP 117-08 116-30
S1 117-06 116-26

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

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