ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 06-May-2008
Day Change Summary
Previous Current
05-May-2008 06-May-2008 Change Change % Previous Week
Open 116-04 115-28 -0-07 -0.2% 115-14
High 116-24 116-20 -0-04 -0.1% 117-30
Low 115-09 115-02 -0-06 -0.2% 115-04
Close 116-04 115-14 -0-22 -0.6% 116-08
Range 1-16 1-18 0-02 5.3% 2-26
ATR 1-12 1-13 0-00 0.9% 0-00
Volume 372,480 183,314 -189,166 -50.8% 1,263,562
Daily Pivots for day following 06-May-2008
Classic Woodie Camarilla DeMark
R4 120-13 119-15 116-09
R3 118-27 117-29 115-27
R2 117-09 117-09 115-23
R1 116-11 116-11 115-18 116-01
PP 115-23 115-23 115-23 115-18
S1 114-25 114-25 115-09 114-15
S2 114-05 114-05 115-04
S3 112-19 113-07 115-00
S4 111-01 111-21 114-18
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
5 117-30 115-02 2-28 2.5% 1-19 1.4% 12% False True 276,772
10 117-30 115-02 2-28 2.5% 1-12 1.2% 12% False True 258,054
20 120-04 115-02 5-02 4.4% 1-11 1.2% 7% False True 256,755
40 121-00 115-02 5-30 5.1% 1-15 1.3% 6% False True 306,632
60 121-00 113-31 7-02 6.1% 1-14 1.2% 21% False False 411,577
80 121-24 113-31 7-25 6.7% 1-14 1.2% 19% False False 428,683
100 121-24 112-21 9-03 7.9% 1-11 1.2% 30% False False 394,004
120 121-24 112-21 9-03 7.9% 1-08 1.1% 30% False False 409,000
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-09
2.618 120-23
1.618 119-05
1.000 118-06
0.618 117-19
HIGH 116-20
0.618 116-01
0.500 115-28
0.382 115-22
LOW 115-02
0.618 114-04
1.000 113-16
1.618 112-18
2.618 111-00
4.250 108-14
Fisher Pivots for day following 06-May-2008
Pivot 1 day 3 day
R1 115-28 116-13
PP 115-23 116-02
S1 115-18 115-24

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

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