ECBOT 30 Year Treasury Bond Future September 2008


Trading Metrics calculated at close of trading on 28-Jul-2008
Day Change Summary
Previous Current
25-Jul-2008 28-Jul-2008 Change Change % Previous Week
Open 115-02 113-26 -1-08 -1.1% 114-10
High 115-14 115-12 -0-02 -0.1% 115-14
Low 113-24 113-24 0-00 0.0% 113-11
Close 113-26 115-01 1-07 1.1% 113-26
Range 1-23 1-20 -0-03 -5.5% 2-04
ATR 1-09 1-10 0-01 1.9% 0-00
Volume 315,710 370,379 54,669 17.3% 1,483,689
Daily Pivots for day following 28-Jul-2008
Classic Woodie Camarilla DeMark
R4 119-19 118-30 115-30
R3 117-31 117-10 115-15
R2 116-11 116-11 115-11
R1 115-22 115-22 115-06 116-00
PP 114-23 114-23 114-23 114-28
S1 114-02 114-02 114-28 114-12
S2 113-03 113-03 114-23
S3 111-15 112-14 114-19
S4 109-27 110-26 114-04
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 120-17 119-09 114-31
R3 118-14 117-06 114-13
R2 116-10 116-10 114-06
R1 115-02 115-02 114-00 114-20
PP 114-06 114-06 114-06 114-00
S1 112-30 112-30 113-20 112-17
S2 112-03 112-03 113-14
S3 110-00 110-27 113-07
S4 107-28 108-24 112-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-14 113-11 2-04 1.8% 1-12 1.2% 80% False False 312,000
10 117-18 113-11 4-07 3.7% 1-10 1.1% 40% False False 347,901
20 117-18 113-11 4-07 3.7% 1-09 1.1% 40% False False 342,254
40 117-18 111-23 5-27 5.1% 1-08 1.1% 57% False False 335,003
60 117-18 111-23 5-27 5.1% 1-08 1.1% 57% False False 246,391
80 118-27 111-23 7-04 6.2% 1-07 1.1% 46% False False 184,952
100 119-14 111-23 7-23 6.7% 1-06 1.0% 43% False False 147,965
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-09
2.618 119-20
1.618 118-00
1.000 117-00
0.618 116-12
HIGH 115-12
0.618 114-24
0.500 114-18
0.382 114-12
LOW 113-24
0.618 112-24
1.000 112-04
1.618 111-04
2.618 109-16
4.250 106-27
Fisher Pivots for day following 28-Jul-2008
Pivot 1 day 3 day
R1 114-28 114-28
PP 114-23 114-23
S1 114-18 114-18

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

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