ECBOT 30 Year Treasury Bond Future September 2008


Trading Metrics calculated at close of trading on 06-Jun-2008
Day Change Summary
Previous Current
05-Jun-2008 06-Jun-2008 Change Change % Previous Week
Open 114-02 113-10 -0-24 -0.7% 113-08
High 114-12 114-27 0-16 0.4% 115-14
Low 113-04 113-06 0-01 0.0% 113-04
Close 113-14 114-14 1-00 0.9% 114-14
Range 1-07 1-22 0-14 37.2% 2-09
ATR 1-08 1-09 0-01 2.4% 0-00
Volume 392,935 381,489 -11,446 -2.9% 1,918,813
Daily Pivots for day following 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 119-05 118-15 115-11
R3 117-16 116-26 114-29
R2 115-26 115-26 114-24
R1 115-04 115-04 114-19 115-15
PP 114-05 114-05 114-05 114-10
S1 113-15 113-15 114-09 113-26
S2 112-15 112-15 114-04
S3 110-26 111-25 113-31
S4 109-04 110-04 113-17
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 121-06 120-03 115-22
R3 118-29 117-26 115-02
R2 116-20 116-20 114-27
R1 115-17 115-17 114-21 116-02
PP 114-11 114-11 114-11 114-19
S1 113-08 113-08 114-07 113-25
S2 112-02 112-02 114-01
S3 109-25 110-31 113-26
S4 107-16 108-22 113-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-14 113-04 2-09 2.0% 1-16 1.3% 57% False False 383,762
10 115-29 112-14 3-15 3.0% 1-08 1.1% 58% False False 307,076
20 116-26 112-14 4-12 3.8% 1-09 1.1% 46% False False 164,609
40 118-27 112-14 6-13 5.6% 1-07 1.1% 31% False False 82,831
60 119-14 112-14 7-00 6.1% 1-05 1.0% 29% False False 55,253
80 119-14 112-14 7-00 6.1% 1-03 0.9% 29% False False 41,443
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 0-06
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-30
2.618 119-07
1.618 117-18
1.000 116-16
0.618 115-28
HIGH 114-27
0.618 114-07
0.500 114-00
0.382 113-26
LOW 113-06
0.618 112-04
1.000 111-16
1.618 110-15
2.618 108-25
4.250 106-02
Fisher Pivots for day following 06-Jun-2008
Pivot 1 day 3 day
R1 114-09 114-12
PP 114-05 114-11
S1 114-00 114-09

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

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