ECBOT 30 Year Treasury Bond Future September 2008


Trading Metrics calculated at close of trading on 27-May-2008
Day Change Summary
Previous Current
26-May-2008 27-May-2008 Change Change % Previous Week
Open 115-28 115-28 0-00 0.0% 115-15
High 115-29 115-29 0-00 0.0% 116-15
Low 115-20 114-20 -1-00 -0.9% 114-15
Close 115-26 114-24 -1-02 -0.9% 115-30
Range 0-09 1-09 1-00 355.6% 2-00
ATR 1-06 1-06 0-00 0.6% 0-00
Volume 82,899 47,288 -35,611 -43.0% 204,030
Daily Pivots for day following 27-May-2008
Classic Woodie Camarilla DeMark
R4 118-30 118-04 115-15
R3 117-21 116-27 115-03
R2 116-12 116-12 115-00
R1 115-18 115-18 114-28 115-10
PP 115-03 115-03 115-03 114-31
S1 114-09 114-09 114-20 114-02
S2 113-26 113-26 114-16
S3 112-17 113-00 114-13
S4 111-08 111-23 114-01
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 121-20 120-25 117-01
R3 119-20 118-25 116-16
R2 117-20 117-20 116-10
R1 116-25 116-25 116-04 117-06
PP 115-20 115-20 115-20 115-27
S1 114-25 114-25 115-24 115-06
S2 113-20 113-20 115-18
S3 111-20 112-25 115-12
S4 109-20 110-25 114-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-15 114-15 2-00 1.7% 1-03 1.0% 14% False False 57,266
10 116-15 114-04 2-11 2.0% 1-05 1.0% 27% False False 34,824
20 116-26 113-20 3-06 2.8% 1-08 1.1% 35% False False 18,487
40 118-27 113-20 5-07 4.5% 1-05 1.0% 22% False False 9,359
60 119-14 113-20 5-26 5.1% 1-03 1.0% 19% False False 6,245
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-11
2.618 119-08
1.618 117-31
1.000 117-06
0.618 116-22
HIGH 115-29
0.618 115-13
0.500 115-08
0.382 115-04
LOW 114-20
0.618 113-27
1.000 113-11
1.618 112-18
2.618 111-09
4.250 109-06
Fisher Pivots for day following 27-May-2008
Pivot 1 day 3 day
R1 115-08 115-10
PP 115-03 115-04
S1 114-30 114-30

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

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