ECBOT 30 Year Treasury Bond Future September 2008


Trading Metrics calculated at close of trading on 22-Jul-2008
Day Change Summary
Previous Current
21-Jul-2008 22-Jul-2008 Change Change % Previous Week
Open 114-10 114-26 0-16 0.4% 115-18
High 114-30 115-02 0-04 0.1% 117-18
Low 114-02 113-24 -0-10 -0.3% 114-06
Close 114-18 114-05 -0-12 -0.3% 114-10
Range 0-28 1-10 0-14 50.9% 3-12
ATR 1-08 1-08 0-00 0.3% 0-00
Volume 294,066 230,179 -63,887 -21.7% 2,087,568
Daily Pivots for day following 22-Jul-2008
Classic Woodie Camarilla DeMark
R4 118-07 117-16 114-28
R3 116-30 116-06 114-16
R2 115-20 115-20 114-13
R1 114-28 114-28 114-09 114-20
PP 114-10 114-10 114-10 114-06
S1 113-19 113-19 114-01 113-10
S2 113-01 113-01 113-29
S3 111-24 112-10 113-26
S4 110-14 111-00 113-14
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 125-17 123-10 116-06
R3 122-04 119-30 115-08
R2 118-24 118-24 114-30
R1 116-17 116-17 114-20 115-30
PP 115-11 115-11 115-11 115-02
S1 113-05 113-05 114-01 112-18
S2 111-31 111-31 113-23
S3 108-18 109-24 113-13
S4 105-06 106-12 112-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-06 113-24 3-14 3.0% 1-10 1.1% 11% False True 339,047
10 117-18 113-24 3-26 3.3% 1-11 1.2% 10% False True 356,343
20 117-18 113-04 4-14 3.9% 1-08 1.1% 23% False False 330,046
40 117-18 111-23 5-27 5.1% 1-08 1.1% 42% False False 328,484
60 117-18 111-23 5-27 5.1% 1-08 1.1% 42% False False 224,368
80 118-27 111-23 7-04 6.2% 1-06 1.0% 34% False False 168,331
100 119-14 111-23 7-23 6.8% 1-05 1.0% 32% False False 134,668
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-18
2.618 118-15
1.618 117-05
1.000 116-12
0.618 115-28
HIGH 115-02
0.618 114-18
0.500 114-13
0.382 114-08
LOW 113-24
0.618 112-31
1.000 112-15
1.618 111-21
2.618 110-12
4.250 108-08
Fisher Pivots for day following 22-Jul-2008
Pivot 1 day 3 day
R1 114-13 114-18
PP 114-10 114-14
S1 114-08 114-09

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

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