ECBOT 30 Year Treasury Bond Future September 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 113-15 112-09 -1-06 -1.0% 114-25
High 113-20 112-21 -0-31 -0.9% 115-00
Low 111-31 111-23 -0-08 -0.2% 111-23
Close 112-08 111-27 -0-13 -0.4% 111-27
Range 1-21 0-30 -0-23 -43.4% 3-09
ATR 1-10 1-09 -0-01 -2.1% 0-00
Volume 341,417 321,374 -20,043 -5.9% 1,882,124
Daily Pivots for day following 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 114-28 114-10 112-12
R3 113-30 113-12 112-03
R2 113-00 113-00 112-00
R1 112-14 112-14 111-30 112-08
PP 112-02 112-02 112-02 112-00
S1 111-16 111-16 111-24 111-10
S2 111-04 111-04 111-22
S3 110-06 110-18 111-19
S4 109-08 109-20 111-10
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 122-22 120-18 113-21
R3 119-13 117-09 112-24
R2 116-04 116-04 112-14
R1 114-00 114-00 112-05 113-14
PP 112-27 112-27 112-27 112-18
S1 110-23 110-23 111-17 110-04
S2 109-18 109-18 111-08
S3 106-09 107-14 110-30
S4 103-00 104-05 110-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-00 111-23 3-09 2.9% 1-10 1.2% 4% False True 376,424
10 115-14 111-23 3-22 3.3% 1-13 1.2% 3% False True 380,093
20 116-15 111-23 4-24 4.2% 1-08 1.1% 3% False True 257,846
40 116-26 111-23 5-03 4.6% 1-08 1.1% 2% False True 129,848
60 119-00 111-23 7-09 6.5% 1-06 1.1% 2% False True 86,620
80 119-14 111-23 7-23 6.9% 1-04 1.0% 2% False True 64,969
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 0-09
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 116-20
2.618 115-04
1.618 114-06
1.000 113-19
0.618 113-08
HIGH 112-21
0.618 112-10
0.500 112-06
0.382 112-02
LOW 111-23
0.618 111-04
1.000 110-25
1.618 110-06
2.618 109-08
4.250 107-24
Fisher Pivots for day following 13-Jun-2008
Pivot 1 day 3 day
R1 112-06 112-31
PP 112-02 112-19
S1 111-31 112-07

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

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