ECBOT 30 Year Treasury Bond Future September 2008


Trading Metrics calculated at close of trading on 07-Jul-2008
Day Change Summary
Previous Current
03-Jul-2008 07-Jul-2008 Change Change % Previous Week
Open 116-06 116-02 -0-04 -0.1% 115-26
High 116-16 117-07 0-24 0.6% 116-16
Low 115-12 115-16 0-03 0.1% 115-04
Close 115-28 116-10 0-14 0.4% 115-28
Range 1-03 1-24 0-20 58.6% 1-12
ATR 1-05 1-06 0-01 3.6% 0-00
Volume 300,598 285,716 -14,882 -5.0% 1,313,655
Daily Pivots for day following 07-Jul-2008
Classic Woodie Camarilla DeMark
R4 121-17 120-21 117-08
R3 119-26 118-29 116-25
R2 118-02 118-02 116-20
R1 117-06 117-06 116-15 117-20
PP 116-11 116-11 116-11 116-18
S1 115-14 115-14 116-04 115-28
S2 114-19 114-19 115-31
S3 112-28 113-23 115-26
S4 111-04 111-31 115-11
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 119-31 119-09 116-20
R3 118-19 117-29 116-08
R2 117-07 117-07 116-04
R1 116-17 116-17 116-00 116-28
PP 115-27 115-27 115-27 116-00
S1 115-05 115-05 115-24 115-16
S2 114-15 114-15 115-20
S3 113-03 113-25 115-16
S4 111-23 112-13 115-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-07 115-04 2-03 1.8% 1-05 1.0% 56% True False 319,874
10 117-07 113-03 4-04 3.5% 1-06 1.0% 78% True False 295,460
20 117-07 111-23 5-16 4.7% 1-05 1.0% 83% True False 311,780
40 117-07 111-23 5-16 4.7% 1-07 1.1% 83% True False 238,195
60 118-27 111-23 7-04 6.1% 1-06 1.0% 64% False False 159,148
80 119-14 111-23 7-23 6.6% 1-05 1.0% 59% False False 119,385
100 119-14 111-23 7-23 6.6% 1-03 0.9% 59% False False 95,510
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 124-19
2.618 121-24
1.618 120-01
1.000 118-30
0.618 118-09
HIGH 117-07
0.618 116-18
0.500 116-11
0.382 116-05
LOW 115-16
0.618 114-13
1.000 113-24
1.618 112-22
2.618 110-30
4.250 108-04
Fisher Pivots for day following 07-Jul-2008
Pivot 1 day 3 day
R1 116-11 116-08
PP 116-11 116-07
S1 116-10 116-06

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

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