ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 02-May-2008
Day Change Summary
Previous Current
01-May-2008 02-May-2008 Change Change % Previous Week
Open 117-06 116-28 -0-09 -0.2% 115-14
High 117-30 117-24 -0-06 -0.2% 117-30
Low 116-20 115-23 -0-30 -0.8% 115-04
Close 117-04 116-08 -0-29 -0.8% 116-08
Range 1-10 2-00 0-23 55.4% 2-26
ATR 1-11 1-12 0-02 3.7% 0-00
Volume 279,992 318,502 38,510 13.8% 1,263,562
Daily Pivots for day following 02-May-2008
Classic Woodie Camarilla DeMark
R4 122-20 121-14 117-11
R3 120-19 119-14 116-25
R2 118-18 118-18 116-19
R1 117-13 117-13 116-13 117-00
PP 116-18 116-18 116-18 116-11
S1 115-12 115-12 116-02 114-31
S2 114-18 114-18 115-28
S3 112-17 113-12 115-22
S4 110-16 111-12 115-04
Weekly Pivots for week ending 02-May-2008
Classic Woodie Camarilla DeMark
R4 124-26 123-10 117-25
R3 122-01 120-17 117-00
R2 119-08 119-08 116-24
R1 117-24 117-24 116-16 118-16
PP 116-14 116-14 116-14 116-26
S1 114-30 114-30 115-31 115-22
S2 113-20 113-20 115-23
S3 110-27 112-04 115-15
S4 108-02 109-11 114-22
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% 1-12 1.2% 39% False False 252,712
10 117-30 115-04 2-26 2.4% 1-08 1.1% 39% False False 253,122
20 120-04 115-04 5-00 4.3% 1-11 1.1% 22% False False 257,949
40 121-00 115-04 5-28 5.1% 1-16 1.3% 19% False False 319,514
60 121-00 113-31 7-02 6.1% 1-15 1.3% 32% False False 420,598
80 121-24 113-31 7-25 6.7% 1-13 1.2% 29% False False 432,254
100 121-24 112-21 9-03 7.8% 1-11 1.2% 39% False False 394,858
120 121-24 112-21 9-03 7.8% 1-07 1.0% 39% False False 411,262
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 29 trading days
Fibonacci Retracements and Extensions
4.250 126-10
2.618 123-00
1.618 121-00
1.000 119-24
0.618 118-31
HIGH 117-24
0.618 116-31
0.500 116-23
0.382 116-16
LOW 115-23
0.618 114-15
1.000 113-22
1.618 112-15
2.618 110-14
4.250 107-05
Fisher Pivots for day following 02-May-2008
Pivot 1 day 3 day
R1 116-23 116-26
PP 116-18 116-20
S1 116-13 116-14

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

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