ECBOT 30 Year Treasury Bond Future September 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 115-14 114-28 -0-18 -0.5% 114-17
High 115-16 115-19 0-03 0.1% 116-26
Low 114-16 113-20 -0-28 -0.8% 114-04
Close 115-03 114-11 -0-24 -0.7% 115-07
Range 1-00 1-31 0-31 96.9% 2-22
ATR 1-05 1-07 0-02 4.9% 0-00
Volume 5,160 988 -4,172 -80.9% 8,738
Daily Pivots for day following 06-May-2008
Classic Woodie Camarilla DeMark
R4 120-14 119-11 115-14
R3 118-15 117-12 114-28
R2 116-16 116-16 114-23
R1 115-13 115-13 114-17 114-31
PP 114-17 114-17 114-17 114-10
S1 113-14 113-14 114-05 113-00
S2 112-18 112-18 113-31
S3 110-19 111-15 113-26
S4 108-20 109-16 113-08
Weekly Pivots for week ending 02-May-2008
Classic Woodie Camarilla DeMark
R4 123-14 122-01 116-22
R3 120-24 119-11 115-31
R2 118-02 118-02 115-23
R1 116-21 116-21 115-15 117-12
PP 115-12 115-12 115-12 115-24
S1 113-31 113-31 114-31 114-22
S2 112-22 112-22 114-23
S3 110-00 111-09 114-15
S4 107-10 108-19 113-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-26 113-20 3-06 2.8% 1-15 1.3% 23% False True 2,867
10 116-26 113-20 3-06 2.8% 1-08 1.1% 23% False True 1,569
20 118-27 113-20 5-07 4.6% 1-05 1.0% 14% False True 929
40 119-14 113-20 5-26 5.1% 1-03 0.9% 12% False True 481
60 119-14 112-31 6-15 5.7% 1-00 0.9% 21% False False 329
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 123-31
2.618 120-24
1.618 118-25
1.000 117-18
0.618 116-26
HIGH 115-19
0.618 114-27
0.500 114-20
0.382 114-12
LOW 113-20
0.618 112-13
1.000 111-21
1.618 110-14
2.618 108-15
4.250 105-08
Fisher Pivots for day following 06-May-2008
Pivot 1 day 3 day
R1 114-20 115-04
PP 114-17 114-27
S1 114-14 114-19

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

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