ECBOT 30 Year Treasury Bond Future September 2008


Trading Metrics calculated at close of trading on 15-Jul-2008
Day Change Summary
Previous Current
14-Jul-2008 15-Jul-2008 Change Change % Previous Week
Open 115-18 117-00 1-14 1.2% 116-02
High 117-08 117-18 0-10 0.3% 117-17
Low 115-00 116-24 1-24 1.5% 115-15
Close 116-24 116-28 0-04 0.1% 115-27
Range 2-07 0-26 -1-13 -63.4% 2-02
ATR 1-09 1-08 -0-01 -2.5% 0-00
Volume 462,621 453,956 -8,665 -1.9% 1,589,790
Daily Pivots for day following 15-Jul-2008
Classic Woodie Camarilla DeMark
R4 119-16 119-00 117-10
R3 118-22 118-06 117-03
R2 117-28 117-28 117-01
R1 117-12 117-12 116-30 117-07
PP 117-02 117-02 117-02 117-00
S1 116-18 116-18 116-26 116-13
S2 116-08 116-08 116-23
S3 115-14 115-24 116-21
S4 114-20 114-30 116-14
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 122-15 121-07 116-31
R3 120-13 119-05 116-13
R2 118-11 118-11 116-07
R1 117-03 117-03 116-01 116-22
PP 116-09 116-09 116-09 116-02
S1 115-01 115-01 115-21 114-20
S2 114-07 114-07 115-15
S3 112-05 112-31 115-09
S4 110-03 110-29 114-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-18 115-00 2-18 2.2% 1-12 1.2% 73% True False 373,640
10 117-18 115-00 2-18 2.2% 1-08 1.1% 73% True False 349,860
20 117-18 111-25 5-25 4.9% 1-06 1.0% 88% True False 312,580
40 117-18 111-23 5-27 5.0% 1-07 1.0% 88% True False 292,881
60 117-18 111-23 5-27 5.0% 1-07 1.0% 88% True False 196,133
80 118-27 111-23 7-04 6.1% 1-05 1.0% 72% False False 147,141
100 119-14 111-23 7-23 6.6% 1-04 1.0% 67% False False 117,716
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-00
2.618 119-22
1.618 118-28
1.000 118-12
0.618 118-02
HIGH 117-18
0.618 117-08
0.500 117-05
0.382 117-02
LOW 116-24
0.618 116-08
1.000 115-30
1.618 115-14
2.618 114-20
4.250 113-10
Fisher Pivots for day following 15-Jul-2008
Pivot 1 day 3 day
R1 117-05 116-22
PP 117-02 116-16
S1 116-31 116-09

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

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