ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 13-Jun-2008
Day Change Summary
Previous Current
12-Jun-2008 13-Jun-2008 Change Change % Previous Week
Open 114-03 112-29 -1-06 -1.0% 115-16
High 114-08 113-10 -0-30 -0.8% 115-20
Low 112-22 112-14 -0-08 -0.2% 112-14
Close 112-30 112-18 -0-12 -0.3% 112-18
Range 1-18 0-27 -0-23 -46.0% 3-05
ATR 1-12 1-11 -0-01 -2.7% 0-00
Volume 15,148 4,951 -10,197 -67.3% 121,461
Daily Pivots for day following 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 115-10 114-24 113-00
R3 114-14 113-30 112-25
R2 113-20 113-20 112-22
R1 113-02 113-02 112-20 112-30
PP 112-24 112-24 112-24 112-22
S1 112-08 112-08 112-15 112-02
S2 111-30 111-30 112-13
S3 111-02 111-12 112-10
S4 110-08 110-18 112-03
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 123-00 120-30 114-09
R3 119-27 117-25 113-13
R2 116-22 116-22 113-04
R1 114-20 114-20 112-27 114-02
PP 113-17 113-17 113-17 113-08
S1 111-15 111-15 112-08 110-30
S2 110-12 110-12 111-31
S3 107-07 108-10 111-22
S4 104-02 105-05 110-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-20 112-14 3-05 2.8% 1-08 1.1% 3% False True 24,292
10 116-10 112-14 3-28 3.4% 1-11 1.2% 2% False True 54,167
20 117-14 112-14 4-31 4.4% 1-10 1.2% 2% False True 245,255
40 117-30 112-14 5-16 4.9% 1-10 1.2% 2% False True 257,170
60 121-00 112-14 8-18 7.6% 1-11 1.2% 1% False True 266,488
80 121-00 112-14 8-18 7.6% 1-13 1.2% 1% False True 356,158
100 121-24 112-14 9-10 8.3% 1-14 1.3% 1% False True 381,125
120 121-24 112-14 9-10 8.3% 1-11 1.2% 1% False True 368,967
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-07
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 116-28
2.618 115-16
1.618 114-21
1.000 114-04
0.618 113-26
HIGH 113-10
0.618 112-31
0.500 112-28
0.382 112-25
LOW 112-14
0.618 111-30
1.000 111-20
1.618 111-03
2.618 110-08
4.250 108-28
Fisher Pivots for day following 13-Jun-2008
Pivot 1 day 3 day
R1 112-28 113-22
PP 112-24 113-10
S1 112-21 112-30

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

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