ECBOT 30 Year Treasury Bond Future September 2008


Trading Metrics calculated at close of trading on 24-Apr-2008
Day Change Summary
Previous Current
23-Apr-2008 24-Apr-2008 Change Change % Previous Week
Open 115-29 115-13 -0-16 -0.4% 118-27
High 116-14 116-00 -0-14 -0.4% 118-27
Low 115-07 114-16 -0-23 -0.6% 114-13
Close 115-28 115-00 -0-28 -0.8% 115-11
Range 1-07 1-16 0-09 23.1% 4-14
ATR 1-05 1-06 0-01 2.2% 0-00
Volume 220 395 175 79.5% 1,456
Daily Pivots for day following 24-Apr-2008
Classic Woodie Camarilla DeMark
R4 119-21 118-27 115-26
R3 118-05 117-11 115-13
R2 116-21 116-21 115-09
R1 115-27 115-27 115-04 115-16
PP 115-05 115-05 115-05 115-00
S1 114-11 114-11 114-28 114-00
S2 113-21 113-21 114-23
S3 112-05 112-27 114-19
S4 110-21 111-11 114-06
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 129-16 126-28 117-25
R3 125-02 122-14 116-18
R2 120-20 120-20 116-05
R1 118-00 118-00 115-24 117-03
PP 116-06 116-06 116-06 115-24
S1 113-18 113-18 114-30 112-21
S2 111-24 111-24 114-17
S3 107-10 109-04 114-04
S4 102-28 104-22 112-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-14 114-13 2-01 1.8% 1-05 1.0% 29% False False 152
10 118-27 114-13 4-14 3.9% 1-02 0.9% 13% False False 226
20 118-27 114-13 4-14 3.9% 1-03 0.9% 13% False False 198
40 119-14 113-12 6-02 5.3% 1-02 0.9% 27% False False 107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122-12
2.618 119-30
1.618 118-14
1.000 117-16
0.618 116-30
HIGH 116-00
0.618 115-14
0.500 115-08
0.382 115-02
LOW 114-16
0.618 113-18
1.000 113-00
1.618 112-02
2.618 110-18
4.250 108-04
Fisher Pivots for day following 24-Apr-2008
Pivot 1 day 3 day
R1 115-08 115-15
PP 115-05 115-10
S1 115-03 115-05

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

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